# EDGAR Filing Document

**Accession Number:** 0000740766
**File Stem:** 0000740766-25-000036
**Filing Date:** 2025-12
**Character Count:** 1960957
**Document Hash:** 8fc146b9cf22be011500a0cb33508390
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000740766-25-000036.hdr.sgml**: 20251204

**ACCESSION NUMBER**: 0000740766-25-000036

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251128

**FILED AS OF DATE**: 20251204

**DATE AS OF CHANGE**: 20251204

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** DREYFUS GOVERNMENT CASH MANAGEMENT FUNDS
- **CENTRAL INDEX KEY:** 0000740766

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **FISCAL YEAR END:** 0131

**FILING VALUES:**
- **FORM TYPE:** N-MFP3
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-03964
- **FILM NUMBER:** 251548884

**BUSINESS ADDRESS:**
- **STREET 1:** C/O BNY MELLON INVESTMENT ADVISER, INC.
- **STREET 2:** 240 GREENWICH STREET
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10286
- **BUSINESS PHONE:** 2129226400

**MAIL ADDRESS:**
- **STREET 1:** C/O BNY MELLON INVESTMENT ADVISER, INC.
- **STREET 2:** 240 GREENWICH STREET
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10286

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** DREYFUS GOVERNMENT CASH MANAGEMENT Funds
- **DATE OF NAME CHANGE:** 20040720

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** DREYFUS GOVERNMENT CASH MANAGEMENT
- **DATE OF NAME CHANGE:** 19920703

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** DREYFUS GOVERNMENT CASH MANAGEMENT INC
- **DATE OF NAME CHANGE:** 19880425

## Series and Classes Contracts Data

### Dreyfus Government Cash Management (Series ID: S000000128)

| Class ID   | Class Name                                                 | Ticker Symbol   |
|:---|:---|:---|
| C000000286 | dreyfus government cash management - Investor Shares       | DGVXX           |
| C000000287 | dreyfus government cash mangement - Institutional Shares   | DGCXX           |
| C000000288 | dreyfus government cash management - Administrative Shares | DAGXX           |
| C000000289 | Dreyfus Government Cash Management - Participant Shares    | DPGXX           |
| C000223301 | Dreyfus Government Cash Management - Service Shares        | DGUXX           |
| C000223302 | Dreyfus Government Cash Management - Wealth Shares         | DGQXX           |
| C000233952 | Dreyfus Government Cash Management - BOLD Shares           | DBLXX           |
| C000243326 | Dreyfus Government Cash Management-SPARK Shares            | SPKXX           |
| C000250287 | Dreyfus Government Cash Management - BOLD Future Shares    | DBFXX           |

# Form N-MFP3: Monthly Schedule of Portfolio Holdings

## N-MFP: Filer Information
**Submission Type:** N-MFP3
**CIK:** 0000740766

### General Information

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

**Registrant Full Name:** Dreyfus Government Cash Management Funds

**CIK Number of Registrant:** 0000740766

**LEI of Registrant:** 549300F7IDB6WRO7VJ11

**Name of Series:** Dreyfus Government Cash Management

**LEI of Series:** 5493000Q69I5Q3QZIA91

**EDGAR Series Identifier:** S000000128

**Total number of share classes in the series:** 9

**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            | BNY Mellon Investment Adviser, Inc.        | 801-08147         |
| Independent Public Accountant | Ernst@Young<br>City: New York<br>State: NY |  |
| Administrator                 | none                                       |  |
| Transfer Agent                | BNY Mellon Transfer Inc<br>CIK: 0001285911 | 084-06102         |

### Fund Characteristics & Assets

- **Securities Act File Number:** 002-89359

- **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:** 44 days

- **WAL:** 102 days

- **Total Value of Portfolio Securities:** $158482734655.90

- **Amortized Cost of Portfolio Securities:** $158468808763.96

- **Cash:** $9467797784.51

- **Total Other Assets:** $10422407678.30

- **Total Liabilities:** $557425630.84

- **Net Assets of Series:** $168333790811.42

- **Number of Shares Outstanding (Series):** 168335627975.5700

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

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

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

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

### Daily & Weekly Liquid Assets
| Date       | Daily Liquid Assets ($)   | Weekly Liquid Assets ($)   | Daily Liquid Assets (%)   | Weekly Liquid Assets (%)   |
|:---|:---|:---|:---|:---|
| 2025-11-03 | $121664368082.47          | $140849693045.46           | 71.3900%                  | 82.6500%                   |
| 2025-11-04 | $124879409957.16          | $143722277880.46           | 71.6500%                  | 82.4600%                   |
| 2025-11-05 | $120363812112.08          | $139206783596.70           | 70.6100%                  | 81.6600%                   |
| 2025-11-06 | $121799312826.49          | $141197387872.43           | 70.6400%                  | 81.8800%                   |
| 2025-11-07 | $119812442219.28          | $139210827949.18           | 70.2800%                  | 81.6600%                   |
| 2025-11-10 | $119543385005.39          | $138941874296.60           | 69.9500%                  | 81.3000%                   |
| 2025-11-11 | $119550222260.05          | $138948815112.59           | 69.9100%                  | 81.2500%                   |
| 2025-11-12 | $119757997773.05          | $139066694186.91           | 70.1300%                  | 81.4300%                   |
| 2025-11-13 | $119903896459.05          | $138542656749.71           | 70.5500%                  | 81.5200%                   |
| 2025-11-14 | $115735610178.01          | $134374522424.09           | 69.8000%                  | 81.0400%                   |
| 2025-11-17 | $122754809742.39          | $141393772640.27           | 70.7300%                  | 81.4700%                   |
| 2025-11-18 | $124742627599.30          | $143126141148.99           | 71.1700%                  | 81.6500%                   |
| 2025-11-19 | $120205007381.69          | $138588571583.18           | 70.4000%                  | 81.1600%                   |
| 2025-11-20 | $123406669886.10          | $142048284739.40           | 70.9800%                  | 81.7000%                   |
| 2025-11-21 | $116702178754.50          | $135721910971.55           | 69.8000%                  | 81.1800%                   |
| 2025-11-24 | $120933276036.60          | $140713047374.90           | 70.2500%                  | 81.7400%                   |
| 2025-11-25 | $127922291249.03          | $147702101708.58           | 70.8700%                  | 81.8300%                   |
| 2025-11-26 | $118500319563.74          | $137922208265.79           | 69.4000%                  | 80.7800%                   |
| 2025-11-28 | $118003157925.20          | $136047163991.00           | 69.8700%                  | 80.5500%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2025-11-03 | 4.0800%             |
| 2025-11-04 | 4.0600%             |
| 2025-11-05 | 4.0400%             |
| 2025-11-06 | 4.0300%             |
| 2025-11-07 | 4.0100%             |
| 2025-11-10 | 4.0300%             |
| 2025-11-11 | 4.0200%             |
| 2025-11-12 | 4.0200%             |
| 2025-11-13 | 4.0200%             |
| 2025-11-14 | 4.0300%             |
| 2025-11-17 | 4.0200%             |
| 2025-11-18 | 4.0200%             |
| 2025-11-19 | 4.0200%             |
| 2025-11-20 | 4.0200%             |
| 2025-11-21 | 4.0100%             |
| 2025-11-24 | 4.0200%             |
| 2025-11-25 | 4.0100%             |
| 2025-11-26 | 4.0200%             |
| 2025-11-28 | 4.0300%             |

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

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

### Class: Dreyfus Government Cash Management -CLASS A

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $121598118329.60

- **Number of Shares Outstanding:** 121599229009.1400

- **Expense Reimbursement/Waiver:** 3979508.15

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

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-11-03 | $5720738985.22            | $2498775863.94          |
| 2025-11-04 | $5589769598.85            | $1289277483.01          |
| 2025-11-05 | $962914129.15             | $5630085333.44          |
| 2025-11-06 | $2782994593.73            | $1215840680.04          |
| 2025-11-07 | $1738599135.54            | $4385548420.61          |
| 2025-11-10 | $3014085771.00            | $959438431.95           |
| 2025-11-11 | $48958914.80              | $0.00                   |
| 2025-11-12 | $4638437574.18            | $4321090505.78          |
| 2025-11-13 | $1648855839.11            | $2535105328.24          |
| 2025-11-14 | $2177845089.14            | $6091585563.54          |
| 2025-11-17 | $7005421585.18            | $1008844262.63          |
| 2025-11-18 | $1824261751.21            | $1227263636.74          |
| 2025-11-19 | $488107506.28             | $6060160024.64          |
| 2025-11-20 | $4874128112.07            | $1184662454.80          |
| 2025-11-21 | $1577474607.26            | $7875140548.24          |
| 2025-11-24 | $3683655478.77            | $1725877807.07          |
| 2025-11-25 | $7253511817.20            | $1282189728.06          |
| 2025-11-26 | $1011934173.86            | $7723704782.73          |
| 2025-11-28 | $4980417043.55            | $1552165036.61          |

**Total Gross Subscriptions (Month):** $61022111706.10

**Total Gross Redemptions (Month):** $58566755892.07

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-11-03 | 3.9700%           |
| 2025-11-04 | 3.9500%           |
| 2025-11-05 | 3.9200%           |
| 2025-11-06 | 3.9100%           |
| 2025-11-07 | 3.8800%           |
| 2025-11-10 | 3.8700%           |
| 2025-11-11 | 3.8600%           |
| 2025-11-12 | 3.8600%           |
| 2025-11-13 | 3.8600%           |
| 2025-11-14 | 3.8600%           |
| 2025-11-17 | 3.8600%           |
| 2025-11-18 | 3.8600%           |
| 2025-11-19 | 3.8500%           |
| 2025-11-20 | 3.8500%           |
| 2025-11-21 | 3.8400%           |
| 2025-11-24 | 3.8500%           |
| 2025-11-25 | 3.8400%           |
| 2025-11-26 | 3.8600%           |
| 2025-11-28 | 3.8600%           |

**Beneficial/Record Owner Categories**
| Category                                                                    | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer                                                               |  | 0.0000%          | 12.0400%             |
| Depository institution or other banking institution                         |  | 0.0000%          | 67.1700%             |
| Insurance company                                                           |  | 0.0000%          | 0.1400%              |
| Non-financial corporation                                                   |  | 0.0000%          | 15.5200%             |
| Non-profit                                                                  |  | 0.0000%          | 0.2400%              |
| Other                                                                       | Other            | 0.0000%          | 3.5600%              |
| Pension plan                                                                |  | 0.0000%          | 0.2000%              |
| Registered investment company                                               |  | 0.0000%          | 0.5200%              |
| Retail investor                                                             |  | 0.0000%          | 0.4900%              |
| State or municipal government entity (excluding governmental pension plans) |  | 0.0000%          | 0.1800%              |

### Class: Dreyfus Government Cash Management -CLASS B

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $15210460959.04

- **Number of Shares Outstanding:** 15210688634.4100

- **Expense Reimbursement/Waiver:** 495196.00

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

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-11-03 | $151350420.69             | $16589490.96            |
| 2025-11-04 | $104728449.88             | $50939518.01            |
| 2025-11-05 | $10730256.86              | $58553498.21            |
| 2025-11-06 | $58891517.00              | $22134593.66            |
| 2025-11-07 | $31372013.78              | $31780135.00            |
| 2025-11-10 | $22137467.41              | $62286673.95            |
| 2025-11-11 | $402894.66                | $913793.88              |
| 2025-11-12 | $123638606.95             | $91365072.32            |
| 2025-11-13 | $81231276.78              | $29450509.16            |
| 2025-11-14 | $44488681.28              | $64089157.00            |
| 2025-11-17 | $33820109.81              | $94853350.97            |
| 2025-11-18 | $185284834.25             | $34912369.71            |
| 2025-11-19 | $48505192.04              | $26466967.23            |
| 2025-11-20 | $64162968.04              | $28308028.18            |
| 2025-11-21 | $119145954.47             | $137281678.81           |
| 2025-11-24 | $14152039.17              | $32990881.69            |
| 2025-11-25 | $347392683.99             | $48193341.50            |
| 2025-11-26 | $66998198.86              | $200534326.51           |
| 2025-11-28 | $39713085.22              | $105014171.63           |

**Total Gross Subscriptions (Month):** $1548146651.14

**Total Gross Redemptions (Month):** $1136657558.38

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-11-03 | 3.7200%           |
| 2025-11-04 | 3.7000%           |
| 2025-11-05 | 3.6700%           |
| 2025-11-06 | 3.6600%           |
| 2025-11-07 | 3.6300%           |
| 2025-11-10 | 3.6200%           |
| 2025-11-11 | 3.6100%           |
| 2025-11-12 | 3.6100%           |
| 2025-11-13 | 3.6100%           |
| 2025-11-14 | 3.6100%           |
| 2025-11-17 | 3.6100%           |
| 2025-11-18 | 3.6100%           |
| 2025-11-19 | 3.6000%           |
| 2025-11-20 | 3.6000%           |
| 2025-11-21 | 3.5900%           |
| 2025-11-24 | 3.6000%           |
| 2025-11-25 | 3.5900%           |
| 2025-11-26 | 3.6100%           |
| 2025-11-28 | 3.6200%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer                                       |  | 0.0000%          | 91.2500%             |
| Depository institution or other banking institution |  | 0.0000%          | 8.2400%              |
| Non-financial corporation                           |  | 0.0000%          | 0.0800%              |
| Non-profit                                          |  | 0.0000%          | 0.0100%              |
| Other                                               | Other            | 0.0000%          | 0.4200%              |
| Pension plan                                        |  | 0.0000%          | 0.2000%              |
| Retail investor                                     |  | 0.0100%          | 0.0600%              |

### Class: Dreyfus Government Cash Management -CLASS C

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $3743735978.59

- **Number of Shares Outstanding:** 3743844078.0300

- **Expense Reimbursement/Waiver:** 122855.55

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

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-11-03 | $69090083.91              | $210852707.89           |
| 2025-11-04 | $69420334.81              | $40418213.34            |
| 2025-11-05 | $44245367.82              | $26030391.42            |
| 2025-11-06 | $22142941.63              | $49244640.80            |
| 2025-11-07 | $34777432.38              | $29310710.24            |
| 2025-11-10 | $34132077.84              | $38106660.83            |
| 2025-11-11 | $26248349.66              | $24677790.80            |
| 2025-11-12 | $24735301.53              | $9652854.91             |
| 2025-11-13 | $53607707.93              | $54124985.16            |
| 2025-11-14 | $53787780.19              | $36902364.23            |
| 2025-11-17 | $46354158.38              | $43077486.60            |
| 2025-11-18 | $59903202.43              | $37950208.66            |
| 2025-11-19 | $39826542.34              | $41493970.76            |
| 2025-11-20 | $22172171.81              | $62841912.56            |
| 2025-11-21 | $28756845.91              | $40927253.97            |
| 2025-11-24 | $42661541.97              | $23640604.03            |
| 2025-11-25 | $37723863.85              | $54739999.54            |
| 2025-11-26 | $52746106.95              | $24167870.88            |
| 2025-11-28 | $33613378.84              | $45944422.56            |

**Total Gross Subscriptions (Month):** $795945190.18

**Total Gross Redemptions (Month):** $894105049.18

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-11-03 | 3.8600%           |
| 2025-11-04 | 3.8500%           |
| 2025-11-05 | 3.8200%           |
| 2025-11-06 | 3.8100%           |
| 2025-11-07 | 3.7700%           |
| 2025-11-10 | 3.7600%           |
| 2025-11-11 | 3.7600%           |
| 2025-11-12 | 3.7600%           |
| 2025-11-13 | 3.7600%           |
| 2025-11-14 | 3.7600%           |
| 2025-11-17 | 3.7600%           |
| 2025-11-18 | 3.7500%           |
| 2025-11-19 | 3.7500%           |
| 2025-11-20 | 3.7500%           |
| 2025-11-21 | 3.7400%           |
| 2025-11-24 | 3.7400%           |
| 2025-11-25 | 3.7400%           |
| 2025-11-26 | 3.7600%           |
| 2025-11-28 | 3.7600%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer                                       |  | 0.0000%          | 73.3100%             |
| Depository institution or other banking institution |  | 0.0000%          | 26.8100%             |
| Non-financial corporation                           |  | 0.0000%          | 0.0000%              |
| Other                                               | Other            | 0.0000%          | 0.0500%              |
| Pension plan                                        |  | 0.0000%          | 0.0300%              |
| Retail investor                                     |  | 0.0000%          | 0.0200%              |

### Class: Dreyfus Government Cash Management -CLASS R

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $3360195417.04

- **Number of Shares Outstanding:** 3360224255.8200

- **Expense Reimbursement/Waiver:** 98467.36

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

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-11-03 | $21786139.14              | $78036839.05            |
| 2025-11-04 | $3362975.57               | $195219487.49           |
| 2025-11-05 | $2266292.66               | $125535707.25           |
| 2025-11-06 | $33724457.11              | $504484.12              |
| 2025-11-07 | $1201948.53               | $274218676.22           |
| 2025-11-10 | $26863660.96              | $61464276.05            |
| 2025-11-11 | $0.00                     | $0.00                   |
| 2025-11-12 | $3681104.21               | $36853018.80            |
| 2025-11-13 | $3656244.20               | $131942590.94           |
| 2025-11-14 | $211347898.05             | $57220709.09            |
| 2025-11-17 | $25558921.30              | $318149754.82           |
| 2025-11-18 | $0.00                     | $56500860.89            |
| 2025-11-19 | $20018740.17              | $11936666.42            |
| 2025-11-20 | $6983462.48               | $29531873.06            |
| 2025-11-21 | $56935505.22              | $16749450.30            |
| 2025-11-24 | $152442860.83             | $3040087.80             |
| 2025-11-25 | $237638832.01             | $48351075.62            |
| 2025-11-26 | $2673103.41               | $171960735.51           |
| 2025-11-28 | $598685704.49             | $40116335.16            |

**Total Gross Subscriptions (Month):** $1408827850.34

**Total Gross Redemptions (Month):** $1657332628.59

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-11-03 | 3.5700%           |
| 2025-11-04 | 3.5500%           |
| 2025-11-05 | 3.5200%           |
| 2025-11-06 | 3.5100%           |
| 2025-11-07 | 3.4800%           |
| 2025-11-10 | 3.4700%           |
| 2025-11-11 | 3.4600%           |
| 2025-11-12 | 3.4600%           |
| 2025-11-13 | 3.4600%           |
| 2025-11-14 | 3.4600%           |
| 2025-11-17 | 3.4600%           |
| 2025-11-18 | 3.4600%           |
| 2025-11-19 | 3.4500%           |
| 2025-11-20 | 3.4500%           |
| 2025-11-21 | 3.4400%           |
| 2025-11-24 | 3.4500%           |
| 2025-11-25 | 3.4400%           |
| 2025-11-26 | 3.4600%           |
| 2025-11-28 | 3.4700%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer                                       |  | 0.0000%          | 50.9800%             |
| Depository institution or other banking institution |  | 0.0000%          | 46.3800%             |
| Insurance company                                   |  | 0.0000%          | 0.0300%              |
| Non-financial corporation                           |  | 0.0000%          | 0.0400%              |
| Other                                               | Other            | 0.0000%          | 2.6200%              |
| Pension plan                                        |  | 0.0000%          | 0.0100%              |
| Retail investor                                     |  | 0.0000%          | 0.0400%              |

### Class: Dreyfus Government Cash Management -CLASS E

- **Minimum Initial Investment:** $1000.00

- **Net Assets of Class:** $6377860837.06

- **Number of Shares Outstanding:** 6377965389.8800

- **Expense Reimbursement/Waiver:** 203310.18

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

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-11-03 | $136318500.73             | $7582367.83             |
| 2025-11-04 | $6329679.82               | $24554756.15            |
| 2025-11-05 | $41403617.32              | $22752265.19            |
| 2025-11-06 | $44479869.91              | $10745682.80            |
| 2025-11-07 | $28474797.21              | $15853042.73            |
| 2025-11-10 | $5120538.75               | $46277220.76            |
| 2025-11-11 | $6539.43                  | $75939.43               |
| 2025-11-12 | $9653547.51               | $74411494.13            |
| 2025-11-13 | $74754335.90              | $4803049.65             |
| 2025-11-14 | $14679822.22              | $64034844.34            |
| 2025-11-17 | $48636937.00              | $12083079.39            |
| 2025-11-18 | $104915533.98             | $8796299.78             |
| 2025-11-19 | $48450655.39              | $4227387.29             |
| 2025-11-20 | $5753147.06               | $75696330.48            |
| 2025-11-21 | $106674568.14             | $2539779.25             |
| 2025-11-24 | $11124354.05              | $21470805.65            |
| 2025-11-25 | $11510843.68              | $80927392.25            |
| 2025-11-26 | $81167005.05              | $12033557.16            |
| 2025-11-28 | $122046693.15             | $14914311.37            |

**Total Gross Subscriptions (Month):** $901500986.30

**Total Gross Redemptions (Month):** $503779605.63

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-11-03 | 3.1700%           |
| 2025-11-04 | 3.1500%           |
| 2025-11-05 | 3.1200%           |
| 2025-11-06 | 3.1100%           |
| 2025-11-07 | 3.0800%           |
| 2025-11-10 | 3.0700%           |
| 2025-11-11 | 3.0600%           |
| 2025-11-12 | 3.0600%           |
| 2025-11-13 | 3.0600%           |
| 2025-11-14 | 3.0600%           |
| 2025-11-17 | 3.0600%           |
| 2025-11-18 | 3.0600%           |
| 2025-11-19 | 3.0500%           |
| 2025-11-20 | 3.0500%           |
| 2025-11-21 | 3.0400%           |
| 2025-11-24 | 3.0500%           |
| 2025-11-25 | 3.0400%           |
| 2025-11-26 | 3.0600%           |
| 2025-11-28 | 3.0700%           |

**Beneficial/Record Owner Categories**
| Category        | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer   |  | 0.0000%          | 100.0000%            |
| Other           | Other            | 0.0000%          | 0.0100%              |
| Retail investor |  | 0.0000%          | 0.0000%              |

### Class: Dreyfus Government Cash Management -CLASS W

- **Minimum Initial Investment:** $2500.00

- **Net Assets of Class:** $10029428153.57

- **Number of Shares Outstanding:** 10029558390.1600

- **Expense Reimbursement/Waiver:** 330470.85

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

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-11-03 | $35969078.30              | $28135108.22            |
| 2025-11-04 | $80524097.46              | $3111978.49             |
| 2025-11-05 | $2981117.08               | $16793923.00            |
| 2025-11-06 | $55219657.58              | $5703526.53             |
| 2025-11-07 | $7626517.12               | $22449924.89            |
| 2025-11-10 | $2914677.19               | $15513095.17            |
| 2025-11-11 | $2503643.33               | $440717.96              |
| 2025-11-12 | $3057028.45               | $74607349.76            |
| 2025-11-13 | $131109994.49             | $13984963.26            |
| 2025-11-14 | $17251653.00              | $45435710.78            |
| 2025-11-17 | $6179840.64               | $5652427.53             |
| 2025-11-18 | $99642827.86              | $10556708.30            |
| 2025-11-19 | $8300682.90               | $46939979.32            |
| 2025-11-20 | $12393839.11              | $9486777.07             |
| 2025-11-21 | $14951941.28              | $32172821.00            |
| 2025-11-24 | $1356823.68               | $10999151.77            |
| 2025-11-25 | $43837020.60              | $25505067.91            |
| 2025-11-26 | $80688012.45              | $36766163.04            |
| 2025-11-28 | $77414159.85              | $89269951.14            |

**Total Gross Subscriptions (Month):** $683922612.37

**Total Gross Redemptions (Month):** $493525345.14

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-11-03 | 3.7200%           |
| 2025-11-04 | 3.7000%           |
| 2025-11-05 | 3.6700%           |
| 2025-11-06 | 3.6600%           |
| 2025-11-07 | 3.6300%           |
| 2025-11-10 | 3.6200%           |
| 2025-11-11 | 3.6100%           |
| 2025-11-12 | 3.6100%           |
| 2025-11-13 | 3.6100%           |
| 2025-11-14 | 3.6100%           |
| 2025-11-17 | 3.6100%           |
| 2025-11-18 | 3.6100%           |
| 2025-11-19 | 3.6000%           |
| 2025-11-20 | 3.6000%           |
| 2025-11-21 | 3.5900%           |
| 2025-11-24 | 3.6000%           |
| 2025-11-25 | 3.5900%           |
| 2025-11-26 | 3.6100%           |
| 2025-11-28 | 3.6100%           |

**Beneficial/Record Owner Categories**
| Category                                                                    | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer                                                               |  | 0.0000%          | 99.2700%             |
| Depository institution or other banking institution                         |  | 0.0000%          | 0.0300%              |
| Non-financial corporation                                                   |  | 0.0400%          | 0.0000%              |
| Non-profit                                                                  |  | 0.0000%          | 0.0000%              |
| Other                                                                       | Other            | 0.0200%          | 0.0000%              |
| Pension plan                                                                |  | 0.5100%          | 0.0200%              |
| Retail investor                                                             |  | 0.3700%          | 0.0300%              |
| State or municipal government entity (excluding governmental pension plans) |  | 0.0000%          | 0.0000%              |

### Class: Dreyfus Government Cash Management -CLASS O

- **Minimum Initial Investment:** $50000000.00

- **Net Assets of Class:** $4619019013.16

- **Number of Shares Outstanding:** 4619120843.1500

- **Expense Reimbursement/Waiver:** 173877.85

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

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-11-03 | $293761784.85             | $421005.01              |
| 2025-11-04 | $81777.00                 | $115294895.62           |
| 2025-11-05 | $34878981.13              | $37568238.26            |
| 2025-11-06 | $530004526.64             | $20000000.00            |
| 2025-11-07 | $7484835.00               | $315383580.19           |
| 2025-11-10 | $20884552.94              | $105371495.54           |
| 2025-11-11 | $0.00                     | $2118702.45             |
| 2025-11-12 | $60467778.74              | $81250715.51            |
| 2025-11-13 | $81964268.05              | $103797638.67           |
| 2025-11-14 | $29616133.11              | $325001506.82           |
| 2025-11-17 | $457128600.50             | $4923000.00             |
| 2025-11-18 | $12019.00                 | $277681840.23           |
| 2025-11-19 | $163298.56                | $209771791.64           |
| 2025-11-20 | $340137813.13             | $0.00                   |
| 2025-11-21 | $110000.00                | $495024942.11           |
| 2025-11-24 | $777328615.21             | $50210411.16            |
| 2025-11-25 | $855317986.23             | $20750000.00            |
| 2025-11-26 | $38779700.76              | $1311884304.63          |
| 2025-11-28 | $111.00                   | $576260271.09           |

**Total Gross Subscriptions (Month):** $3528122781.85

**Total Gross Redemptions (Month):** $4052714338.93

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-11-03 | 3.9700%           |
| 2025-11-04 | 3.9500%           |
| 2025-11-05 | 3.9200%           |
| 2025-11-06 | 3.9100%           |
| 2025-11-07 | 3.8800%           |
| 2025-11-10 | 3.8700%           |
| 2025-11-11 | 3.8600%           |
| 2025-11-12 | 3.8600%           |
| 2025-11-13 | 3.8600%           |
| 2025-11-14 | 3.8600%           |
| 2025-11-17 | 3.8600%           |
| 2025-11-18 | 3.8600%           |
| 2025-11-19 | 3.8500%           |
| 2025-11-20 | 3.8500%           |
| 2025-11-21 | 3.8400%           |
| 2025-11-24 | 3.8500%           |
| 2025-11-25 | 3.8400%           |
| 2025-11-26 | 3.8600%           |
| 2025-11-28 | 3.8700%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer                                       |  | 0.0000%          | 1.6500%              |
| Depository institution or other banking institution |  | 0.0000%          | 93.1900%             |
| Non-financial corporation                           |  | 0.0000%          | 5.1600%              |
| Other                                               | Other            | 0.0000%          | 0.0200%              |

### Class: Dreyfus Government Cash Management -CLASS S

- **Minimum Initial Investment:** $50000000.00

- **Net Assets of Class:** $3389410732.17

- **Number of Shares Outstanding:** 3389435999.0900

- **Expense Reimbursement/Waiver:** 109842.28

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

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-11-03 | $155411287.34             | $1087970.87             |
| 2025-11-04 | $49294528.53              | $0.00                   |
| 2025-11-05 | $0.00                     | $88054314.13            |
| 2025-11-06 | $19754234.36              | $0.00                   |
| 2025-11-07 | $222903783.90             | $0.00                   |
| 2025-11-10 | $83598900.21              | $0.00                   |
| 2025-11-11 | $0.00                     | $0.00                   |
| 2025-11-12 | $0.00                     | $151089701.87           |
| 2025-11-13 | $0.00                     | $52677030.31            |
| 2025-11-14 | $0.00                     | $58909915.78            |
| 2025-11-17 | $43862921.19              | $0.00                   |
| 2025-11-18 | $31000000.00              | $231361653.42           |
| 2025-11-19 | $75000000.00              | $94947180.32            |
| 2025-11-20 | $93243617.64              | $0.00                   |
| 2025-11-21 | $0.00                     | $28248118.51            |
| 2025-11-24 | $216804135.28             | $0.00                   |
| 2025-11-25 | $77486689.70              | $0.00                   |
| 2025-11-26 | $2631.53                  | $14406443.87            |
| 2025-11-28 | $0.00                     | $77868211.85            |

**Total Gross Subscriptions (Month):** $1068362729.68

**Total Gross Redemptions (Month):** $798650540.93

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-11-03 | 3.9700%           |
| 2025-11-04 | 3.9500%           |
| 2025-11-05 | 3.9200%           |
| 2025-11-06 | 3.9100%           |
| 2025-11-07 | 3.8800%           |
| 2025-11-10 | 3.8700%           |
| 2025-11-11 | 3.8600%           |
| 2025-11-12 | 3.8600%           |
| 2025-11-13 | 3.8600%           |
| 2025-11-14 | 3.8600%           |
| 2025-11-17 | 3.8600%           |
| 2025-11-18 | 3.8600%           |
| 2025-11-19 | 3.8500%           |
| 2025-11-20 | 3.8500%           |
| 2025-11-21 | 3.8400%           |
| 2025-11-24 | 3.8500%           |
| 2025-11-25 | 3.8400%           |
| 2025-11-26 | 3.8600%           |
| 2025-11-28 | 3.8700%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer                                       |  | 0.0000%          | 0.0000%              |
| Depository institution or other banking institution |  | 0.0000%          | 97.0500%             |
| Non-financial corporation                           |  | 0.0000%          | 2.9500%              |

### Class: Dreyfus Government Cash Management -CLASS I

- **Minimum Initial Investment:** $25000.00

- **Net Assets of Class:** $5561391.19

- **Number of Shares Outstanding:** 5561375.8900

- **Expense Reimbursement/Waiver:** 162.23

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

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-11-03 | $1375.89                  | $0.00                   |
| 2025-11-04 | $0.00                     | $0.00                   |
| 2025-11-05 | $0.00                     | $0.00                   |
| 2025-11-06 | $0.00                     | $0.00                   |
| 2025-11-07 | $0.00                     | $0.00                   |
| 2025-11-10 | $0.00                     | $0.00                   |
| 2025-11-11 | $0.00                     | $0.00                   |
| 2025-11-12 | $0.00                     | $0.00                   |
| 2025-11-13 | $0.00                     | $0.00                   |
| 2025-11-14 | $0.00                     | $0.00                   |
| 2025-11-17 | $5000000.00               | $0.00                   |
| 2025-11-18 | $0.00                     | $0.00                   |
| 2025-11-19 | $0.00                     | $0.00                   |
| 2025-11-20 | $0.00                     | $0.00                   |
| 2025-11-21 | $0.00                     | $0.00                   |
| 2025-11-24 | $0.00                     | $0.00                   |
| 2025-11-25 | $0.00                     | $0.00                   |
| 2025-11-26 | $0.00                     | $0.00                   |
| 2025-11-28 | $0.00                     | $0.00                   |

**Total Gross Subscriptions (Month):** $5001375.89

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

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-11-03 | 3.6600%           |
| 2025-11-04 | 3.6400%           |
| 2025-11-05 | 3.6200%           |
| 2025-11-06 | 3.6100%           |
| 2025-11-07 | 3.5700%           |
| 2025-11-10 | 3.5600%           |
| 2025-11-11 | 3.5600%           |
| 2025-11-12 | 3.5600%           |
| 2025-11-13 | 3.5600%           |
| 2025-11-14 | 3.5600%           |
| 2025-11-17 | 3.5500%           |
| 2025-11-18 | 3.5500%           |
| 2025-11-19 | 3.5500%           |
| 2025-11-20 | 3.5500%           |
| 2025-11-21 | 3.5400%           |
| 2025-11-24 | 3.5500%           |
| 2025-11-25 | 3.5400%           |
| 2025-11-26 | 3.5600%           |
| 2025-11-28 | 3.5700%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 0.0000%          | 10.1200%             |
| Other         | Other            | 0.0000%          | 90.0300%             |

## Part C: Schedule of Portfolio Securities

### Security 1: ABN AMRO BANK NV

- **C.1 - Title:** ABN AMRO BANK NV
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BYM6J72C4, C.3 - LEI: 894500815LOLO4M5QL67
- **C.18 - Value (incl. sponsor support):** $131000000.00
- **C.18.a - Value (excl. sponsor support):** $131000000.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **C.10 - Ratings:** FITCH'S RATING: F1; MOODY'S RATING: P-1; S&P RATING: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| United States Treasury-U.S. Treasuries (including strips) | 2027-01-15      | 4.0000%  | 4.0000% | $10296.59          | $10493.33          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-01-31      | 4.0000%  | 4.0000% | $1131962.26        | $1163714.34        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-01-31      | 4.0000%  | 4.0000% | $87333.33          | $90089.70          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-02-15      | 4.1250%  | 4.1250% | $1397333.33        | $1422456.96        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-02-28      | 4.2500%  | 4.2500% | $541.46            | $563.70            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-02-28      | 4.2500%  | 4.2500% | $1375805.66        | $1421676.25        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-03-31      | 4.1250%  | 4.1250% | $227494.59         | $234580.85         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-03-31      | 4.1250%  | 4.1250% | $537711.33         | $551808.04         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-04-15      | 2.1250%  | 2.1250% | $62190.06          | $67234.49          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-04-30      | 4.6250%  | 4.6250% | $1184379.73        | $1246817.09        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-04-30      | 4.6250%  | 4.6250% | $1712790.06        | $1780406.47        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-05-15      | 4.5000%  | 4.5000% | $2983149.46        | $3028033.99        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-05-31      | 4.5000%  | 4.5000% | $23553.79          | $24843.46          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-05-31      | 4.6250%  | 4.6250% | $1309999.99        | $1404545.67        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-06-15      | 4.6250%  | 4.6250% | $43989.79          | $45618.64          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-06-30      | 4.2500%  | 4.2500% | $1129071.53        | $1176683.19        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2034-08-15      | 3.8750%  | 3.8750% | $98485.79          | $99340.30          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2034-11-15      | 4.2500%  | 4.2500% | $841552.73         | $863286.87         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2035-02-15      | 4.6250%  | 4.6250% | $1674302.26        | $1783979.66        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-04-30      | 3.8750%  | 3.8750% | $261999.99         | $266233.19         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2035-05-15      | 4.2500%  | 4.2500% | $17762525.79       | $18189292.56       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2035-08-15      | 4.2500%  | 4.2500% | $371428.66         | $383885.03         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-03-31      | 0.6250%  | 0.6250% | $14167204.59       | $13641403.66       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-08-15      | 0.6250%  | 0.6250% | $23950389.39       | $20954322.33       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-09-30      | 0.3750%  | 0.3750% | $4341348.73        | $4103702.56        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-04-30      | 1.2500%  | 1.2500% | $94389.86          | $89634.11          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-07-31      | 1.0000%  | 1.0000% | $22279318.46       | $20951936.04       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-11-15      | 1.3750%  | 1.3750% | $23873064.46       | $20959996.37       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-05-31      | 3.6250%  | 3.6250% | $2794518.19        | $2854538.61        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-05-31      | 3.7500%  | 3.7500% | $4493989.93        | $4612667.58        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-10-15      | 4.6250%  | 4.6250% | $1299563.66        | $1317272.37        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-10-31      | 4.8750%  | 4.8750% | $566548.79         | $590415.07         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-10-31      | 4.8750%  | 4.8750% | $933479.79         | $991001.49         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2033-11-15      | 4.5000%  | 4.5000% | $1796306.93        | $1880959.73        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-11-30      | 4.3750%  | 4.3750% | $867123.93         | $916806.60         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-11-30      | 4.3750%  | 4.3750% | $130999.99         | $137139.43         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-12-15      | 4.3750%  | 4.3750% | $2334428.73        | $2398167.73        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-12-31      | 3.7500%  | 3.7500% | $1919918.53        | $1964455.32        | U.S. Treasuries (including strips) |

### Security 2: BANCO SANTANDER SA/NY

- **C.1 - Title:** BANCO SANTANDER SA/NY
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BYM6J7283, C.3 - LEI: 5493006QMFDDMYWIAM13
- **C.18 - Value (incl. sponsor support):** $4000000.00
- **C.18.a - Value (excl. sponsor support):** $4000000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **C.10 - Ratings:** FITCH'S RATING: F1; MOODY'S RATING: P-1; S&P RATING: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| United States Treasury-U.S. Treasuries (including strips) | 2027-05-31      | 3.8750%  | 3.8750% | $234700.00         | $240303.99         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-06-15      | 3.8750%  | 3.8750% | $623100.00         | $639991.07         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-07-31      | 3.8750%  | 3.8750% | $624500.00         | $639961.28         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2035-07-15      | 1.8750%  | 1.8750% | $621900.00         | $639965.19         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2035-08-15      | 4.2500%  | 4.2500% | $620200.00         | $639943.04         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-08-31      | 3.6250%  | 3.6250% | $633500.00         | $639952.38         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-09-30      | 3.5000%  | 3.5000% | $636500.00         | $639900.23         | U.S. Treasuries (including strips) |

### Security 3: BANCO SANTANDER SA/NY

- **C.1 - Title:** BANCO SANTANDER SA/NY
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BYM6J72H3, C.3 - LEI: 5493006QMFDDMYWIAM13
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **C.10 - Ratings:** FITCH'S RATING: F1; MOODY'S RATING: P-1; S&P RATING: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                                                        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-12-01      | 5.0000%  | 5.0000% | $5951992.00        | $4805709.85        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-02-01      | 5.5000%  | 5.5000% | $1000.00           | $761.46            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-02-01      | 6.0000%  | 6.0000% | $1024.00           | $681.71            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-08-01      | 5.5000%  | 5.5000% | $1000.00           | $811.44            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-08-01      | 5.5000%  | 5.5000% | $14231352.00       | $12307863.65       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-08-01      | 6.5000%  | 6.5000% | $4860957.00        | $3225527.52        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-08-01      | 5.5000%  | 5.5000% | $3000.00           | $2359.28           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2041-04-01      | 5.0000%  | 5.0000% | $1003.00           | $127.65            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2041-04-01      | 5.0000%  | 5.0000% | $1001.00           | $124.72            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2041-07-01      | 5.0000%  | 5.0000% | $8000.00           | $671.69            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2041-07-01      | 5.0000%  | 5.0000% | $4002.00           | $297.19            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2042-06-01      | 4.5000%  | 4.5000% | $3016.00           | $410.46            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2042-09-01      | 4.0000%  | 4.0000% | $3104.00           | $763.46            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2045-05-01      | 4.0000%  | 4.0000% | $2000.00           | $393.34            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2044-05-01      | 4.0000%  | 4.0000% | $1020.00           | $139.28            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2044-02-01      | 4.5000%  | 4.5000% | $19956280.00       | $3472629.86        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2045-07-01      | 4.0000%  | 4.0000% | $10173.00          | $1590.41           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2049-03-01      | 4.0000%  | 4.0000% | $1072.00           | $180.29            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2049-04-01      | 4.5000%  | 4.5000% | $4000.00           | $773.01            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2047-02-01      | 3.5000%  | 3.5000% | $5040.00           | $1235.48           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2047-08-01      | 4.0000%  | 4.0000% | $1423.00           | $381.91            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2042-05-01      | 3.5000%  | 3.5000% | $4303.00           | $1077.17           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2051-12-01      | 3.0000%  | 3.0000% | $4006.00           | $2102.87           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-01-01      | 2.0000%  | 2.0000% | $1008.00           | $691.61            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-01-01      | 2.0000%  | 2.0000% | $3000.00           | $2069.44           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-01-01      | 2.0000%  | 2.0000% | $3010.00           | $2103.38           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-01-01      | 2.0000%  | 2.0000% | $3022670.00        | $2069558.51        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-02-01      | 3.0000%  | 3.0000% | $3228.00           | $2452.96           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-04-01      | 3.5000%  | 3.5000% | $4576.00           | $3207.73           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-08-01      | 5.0000%  | 5.0000% | $2492419.00        | $1853309.04        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-08-01      | 5.0000%  | 5.0000% | $7642.00           | $5835.68           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-09-01      | 5.0000%  | 5.0000% | $7008.00           | $4734.36           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-09-01      | 5.0000%  | 5.0000% | $5000.00           | $2986.69           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-01-01      | 6.0000%  | 6.0000% | $6880.00           | $5245.59           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-04-01      | 5.5000%  | 5.5000% | $7540.00           | $5143.71           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-08-01      | 5.0000%  | 5.0000% | $637523.00         | $482485.57         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-09-01      | 5.0000%  | 5.0000% | $92440.00          | $70727.27          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-09-01      | 5.0000%  | 5.0000% | $6004.00           | $4362.37           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-12-01      | 5.5000%  | 5.5000% | $1000.00           | $803.60            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-08-25      | 5.2210%  | 5.2210% | $6584.00           | $6528.00           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-08-25      | 3.0280%  | 3.0280% | $100092.00         | $9669.34           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2050-10-25      | 3.0000%  | 3.0000% | $154884.00         | $11380.45          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2050-09-25      | 3.0000%  | 3.0000% | $10833333.00       | $1072572.07        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2052-02-25      | 2.5000%  | 2.5000% | $1297160.00        | $802227.01         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2042-04-01      | 4.0000%  | 4.0000% | $3003.00           | $741.86            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2042-03-01      | 5.0000%  | 5.0000% | $2001.00           | $214.61            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2042-02-01      | 4.5000%  | 4.5000% | $2002.00           | $151.66            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2042-04-01      | 4.0000%  | 4.0000% | $8728.00           | $1419.07           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2044-07-01      | 4.0000%  | 4.0000% | $1007.00           | $173.98            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2046-03-01      | 3.5000%  | 3.5000% | $1024.00           | $247.00            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2047-06-01      | 4.5000%  | 4.5000% | $12378.00          | $3315.83           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2047-04-01      | 4.5000%  | 4.5000% | $17453.00          | $3677.46           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2047-05-01      | 4.0000%  | 4.0000% | $12219.00          | $2767.33           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2043-06-01      | 4.0000%  | 4.0000% | $2000.00           | $307.75            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2044-02-01      | 4.5000%  | 4.5000% | $17185.00          | $3508.20           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2044-02-01      | 4.5000%  | 4.5000% | $3136.00           | $569.20            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2044-02-01      | 4.5000%  | 4.5000% | $2041.00           | $296.73            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-03-01      | 6.5000%  | 6.5000% | $2000.00           | $2111.90           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2046-02-01      | 4.0000%  | 4.0000% | $12189.00          | $2706.48           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2056-08-01      | 3.5000%  | 3.5000% | $7272.00           | $2140.66           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2057-01-01      | 4.0000%  | 4.0000% | $753564.00         | $263233.80         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2057-09-01      | 3.5000%  | 3.5000% | $2000.00           | $712.79            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-07-01      | 3.5000%  | 3.5000% | $8943.00           | $3244.40           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-03-01      | 4.0000%  | 4.0000% | $18158.00          | $5891.21           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2036-09-01      | 5.5000%  | 5.5000% | $1000.00           | $10.61             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2035-01-01      | 5.0000%  | 5.0000% | $16504.00          | $308.45            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2037-12-01      | 5.5000%  | 5.5000% | $11728.00          | $490.66            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2035-05-01      | 5.0000%  | 5.0000% | $8367.00           | $95.46             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2031-09-01      | 5.5000%  | 5.5000% | $3153.00           | $9.23              | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2036-01-01      | 5.5000%  | 5.5000% | $15434.00          | $216.25            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2035-07-01      | 5.0000%  | 5.0000% | $7433.00           | $66.89             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2036-12-01      | 5.5000%  | 5.5000% | $1000.00           | $5.24              | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2036-04-01      | 5.0000%  | 5.0000% | $1000.00           | $60.12             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2048-12-01      | 4.0000%  | 4.0000% | $1989.00           | $133.07            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2039-03-01      | 5.0000%  | 5.0000% | $42632.00          | $3398.39           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2039-06-01      | 5.0000%  | 5.0000% | $6002.00           | $218.76            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2040-05-01      | 5.0000%  | 5.0000% | $10355.00          | $331.69            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2037-05-01      | 4.5000%  | 4.5000% | $1010.00           | $0.78              | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2042-04-01      | 3.5000%  | 3.5000% | $1000.00           | $186.56            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2047-06-01      | 4.5000%  | 4.5000% | $2018.00           | $515.35            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2047-07-01      | 4.0000%  | 4.0000% | $1606.00           | $155.68            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2048-04-01      | 3.5000%  | 3.5000% | $1003.00           | $119.55            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2049-02-01      | 4.5000%  | 4.5000% | $70670.00          | $20318.84          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2046-11-01      | 3.5000%  | 3.5000% | $1000.00           | $133.61            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2047-03-01      | 3.5000%  | 3.5000% | $1000.00           | $726.01            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2049-12-01      | 3.5000%  | 3.5000% | $2006.00           | $868.15            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2050-02-01      | 3.5000%  | 3.5000% | $11490.00          | $5043.61           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2051-11-01      | 2.5000%  | 2.5000% | $1000.00           | $636.90            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2051-01-01      | 2.5000%  | 2.5000% | $1000.00           | $683.32            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-08-01      | 5.0000%  | 5.0000% | $4069.00           | $3095.73           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-09-01      | 4.5000%  | 4.5000% | $1000.00           | $791.95            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-09-01      | 5.0000%  | 5.0000% | $132946.00         | $103552.93         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2051-06-01      | 2.5000%  | 2.5000% | $1000.00           | $699.28            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-01-01      | 5.5000%  | 5.5000% | $1000.00           | $807.59            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-01-01      | 5.5000%  | 5.5000% | $13847.00          | $12225.76          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-01-01      | 6.0000%  | 6.0000% | $1024.00           | $654.67            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-05-01      | 6.5000%  | 6.5000% | $5125.00           | $4363.97           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-04-01      | 2.0000%  | 2.0000% | $2000.00           | $1386.70           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-03-01      | 5.5000%  | 5.5000% | $4020.00           | $3038.01           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-01-01      | 6.0000%  | 6.0000% | $1000.00           | $893.51            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-02-01      | 2.5000%  | 2.5000% | $7118.00           | $4769.03           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2045-05-01      | 4.0000%  | 4.0000% | $2932804.00        | $2449111.70        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-04-01      | 6.0000%  | 6.0000% | $5280.00           | $4653.94           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-12-01      | 5.5000%  | 5.5000% | $1035.00           | $864.97            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-12-01      | 6.0000%  | 6.0000% | $2014.00           | $1644.61           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-05-01      | 5.0000%  | 5.0000% | $3403.00           | $2965.16           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-02-01      | 6.0000%  | 6.0000% | $1000.00           | $946.76            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-05-01      | 6.0000%  | 6.0000% | $3241.00           | $2825.56           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-05-01      | 6.0000%  | 6.0000% | $169636.00         | $147891.86         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-10-01      | 5.0000%  | 5.0000% | $1000.00           | $940.47            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-10-01      | 6.0000%  | 6.0000% | $247312.00         | $234925.00         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-11-01      | 5.0000%  | 5.0000% | $1024.00           | $975.07            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-08-01      | 6.5000%  | 6.5000% | $1024.00           | $874.97            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2049-08-01      | 4.0000%  | 4.0000% | $2993.00           | $305.03            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2050-06-01      | 2.0000%  | 2.0000% | $1000.00           | $430.86            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-01-01      | 6.0000%  | 6.0000% | $1365.00           | $1280.52           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-01-01      | 6.0000%  | 6.0000% | $1024.00           | $976.82            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-01-01      | 6.0000%  | 6.0000% | $1024.00           | $951.62            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2050-12-01      | 3.0000%  | 3.0000% | $1000.00           | $465.16            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-03-01      | 3.0000%  | 3.0000% | $1000.00           | $662.09            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-02-01      | 4.0000%  | 4.0000% | $2000.00           | $1498.17           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-02-01      | 4.0000%  | 4.0000% | $3072.00           | $2310.04           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-06-01      | 6.5000%  | 6.5000% | $1024.00           | $861.21            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2051-06-01      | 3.5000%  | 3.5000% | $1000.00           | $383.33            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2051-07-01      | 3.5000%  | 3.5000% | $1000.00           | $371.07            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-01-01      | 2.5000%  | 2.5000% | $10964694.00       | $7121817.80        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-01-01      | 5.5000%  | 5.5000% | $2427.00           | $1859.34           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-11-01      | 5.0000%  | 5.0000% | $4398.00           | $3518.29           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2042-08-01      | 4.0000%  | 4.0000% | $10663.00          | $619.62            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2040-01-01      | 5.5000%  | 5.5000% | $2130.00           | $98.32             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-10-01      | 4.5000%  | 4.5000% | $6720.00           | $5175.90           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-12-01      | 5.0000%  | 5.0000% | $659176.00         | $522145.97         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-01-01      | 5.0000%  | 5.0000% | $1024.00           | $822.81            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-12-01      | 5.5000%  | 5.5000% | $1116942.00        | $1017315.03        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2040-03-01      | 5.5000%  | 5.5000% | $4528.00           | $274.61            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-01-01      | 6.0000%  | 6.0000% | $2000.00           | $1907.19           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-01-01      | 6.5000%  | 6.5000% | $1000.00           | $990.27            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-06-01      | 6.0000%  | 6.0000% | $1024.00           | $1015.39           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-07-01      | 6.0000%  | 6.0000% | $344512.00         | $350693.21         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-07-01      | 6.5000%  | 6.5000% | $2000.00           | $2042.92           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-07-01      | 5.5000%  | 5.5000% | $3000.00           | $3057.40           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-07-01      | 6.0000%  | 6.0000% | $2016.00           | $1861.83           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-08-01      | 5.5000%  | 5.5000% | $3460.00           | $3500.76           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-07-01      | 6.5000%  | 6.5000% | $1003.00           | $1048.37           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-08-01      | 6.5000%  | 6.5000% | $3003.00           | $3153.71           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-09-01      | 6.0000%  | 6.0000% | $2022.00           | $2096.10           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-09-01      | 6.0000%  | 6.0000% | $1014.00           | $1051.51           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-08-01      | 6.5000%  | 6.5000% | $2000.00           | $2102.54           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-10-01      | 5.5000%  | 5.5000% | $11453.00          | $11464.34          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-10-01      | 5.5000%  | 5.5000% | $3104.00           | $3136.03           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-11-01      | 5.0000%  | 5.0000% | $1000.00           | $1002.02           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-02-01      | 5.5000%  | 5.5000% | $3040.00           | $2931.32           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-02-01      | 6.0000%  | 6.0000% | $3000.00           | $2534.10           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-06-01      | 5.0000%  | 5.0000% | $593408.00         | $581578.44         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2041-11-15      | 4.0000%  | 4.0000% | $43831.00          | $5721.88           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2041-03-15      | 4.0000%  | 4.0000% | $46043.00          | $1870.10           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2041-04-20      | 4.5000%  | 4.5000% | $17771.00          | $1196.23           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2042-05-20      | 4.0000%  | 4.0000% | $2054.00           | $226.41            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2041-07-20      | 4.0000%  | 4.0000% | $135071.00         | $6520.02           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2031-02-20      | 4.0000%  | 4.0000% | $42298.00          | $4367.82           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2041-11-15      | 4.0000%  | 4.0000% | $9907.00           | $2259.00           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2042-02-15      | 4.0000%  | 4.0000% | $62389.00          | $5074.63           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2027-06-15      | 2.5000%  | 2.5000% | $88938.00          | $1187.73           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2041-11-15      | 3.7500%  | 3.7500% | $1000.00           | $112.08            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2042-03-15      | 3.5000%  | 3.5000% | $1000.00           | $95.37             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2042-03-15      | 3.5000%  | 3.5000% | $1000.00           | $98.82             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2043-04-20      | 3.0000%  | 3.0000% | $1003.00           | $187.39            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2042-10-20      | 3.0000%  | 3.0000% | $1689.00           | $493.42            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2042-11-15      | 3.5000%  | 3.5000% | $1000.00           | $75.20             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2043-01-15      | 3.0000%  | 3.0000% | $1000.00           | $182.84            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2043-03-20      | 3.5000%  | 3.5000% | $1000.00           | $106.92            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2042-09-15      | 3.0000%  | 3.0000% | $26056.00          | $2026.45           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2042-09-20      | 4.0000%  | 4.0000% | $2003.00           | $369.53            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2042-10-20      | 3.0000%  | 3.0000% | $3356.00           | $425.29            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2042-10-15      | 3.0000%  | 3.0000% | $5626.00           | $608.39            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2042-11-15      | 3.0000%  | 3.0000% | $12221.00          | $1123.45           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2042-12-20      | 3.0000%  | 3.0000% | $18038.00          | $2820.26           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2042-12-15      | 3.0000%  | 3.0000% | $2023.00           | $172.64            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2042-05-20      | 4.0000%  | 4.0000% | $1000.00           | $55.66             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2027-06-20      | 2.5000%  | 2.5000% | $60467.00          | $967.86            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2042-07-20      | 3.5000%  | 3.5000% | $1000.00           | $76.30             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2042-09-20      | 4.0000%  | 4.0000% | $2002.00           | $137.91            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2042-10-20      | 3.5000%  | 3.5000% | $1000.00           | $86.34             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2042-11-20      | 4.0000%  | 4.0000% | $1000.00           | $81.70             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2027-12-20      | 2.5000%  | 2.5000% | $2012.00           | $45.16             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2042-12-20      | 3.0000%  | 3.0000% | $1000.00           | $108.36            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2042-12-20      | 3.5000%  | 3.5000% | $1000.00           | $96.95             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2044-02-20      | 3.5000%  | 3.5000% | $8487.00           | $705.74            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2043-04-20      | 4.0000%  | 4.0000% | $26475.00          | $2178.24           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2043-05-20      | 3.5000%  | 3.5000% | $22713.00          | $2285.38           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2028-09-20      | 2.5000%  | 2.5000% | $1053.00           | $33.39             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2043-12-20      | 5.5000%  | 5.5000% | $1001.00           | $51.64             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2050-05-01      | 4.0000%  | 4.0000% | $2013.00           | $1307.25           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2034-07-01      | 2.9800%  | 2.9800% | $1872430.00        | $1699801.31        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2048-12-01      | 4.5000%  | 4.5000% | $13490.00          | $2087.87           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2033-07-01      | 4.3590%  | 4.3590% | $4118.00           | $4132.95           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2048-09-01      | 4.0000%  | 4.0000% | $16135.00          | $5351.87           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2049-03-01      | 4.5000%  | 4.5000% | $4090.00           | $1331.55           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2049-05-01      | 4.5000%  | 4.5000% | $6401.00           | $2055.02           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2049-12-01      | 3.5000%  | 3.5000% | $4000.00           | $765.37            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2050-06-01      | 2.5000%  | 2.5000% | $1024.00           | $498.64            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-08-01      | 5.0000%  | 5.0000% | $1010.00           | $760.30            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-07-01      | 5.0000%  | 5.0000% | $1004.00           | $803.27            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-06-01      | 4.0000%  | 4.0000% | $2002.00           | $1269.31           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-12-01      | 4.5000%  | 4.5000% | $2003.00           | $1694.11           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-03-01      | 4.5000%  | 4.5000% | $2055.00           | $1746.93           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-09-01      | 5.0000%  | 5.0000% | $6016.00           | $4447.31           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-08-01      | 5.0000%  | 5.0000% | $7032.00           | $5062.84           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-09-01      | 5.0000%  | 5.0000% | $6077.00           | $4421.21           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-10-01      | 5.0000%  | 5.0000% | $5030.00           | $3762.48           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-11-01      | 5.5000%  | 5.5000% | $2003.00           | $1236.64           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-02-01      | 6.0000%  | 6.0000% | $1000.00           | $908.02            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-08-01      | 5.0000%  | 5.0000% | $6111.00           | $4315.92           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-04-01      | 5.0000%  | 5.0000% | $7098.00           | $6382.94           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-04-01      | 5.5000%  | 5.5000% | $4677422.00        | $3713074.89        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-06-01      | 6.0000%  | 6.0000% | $1000.00           | $857.90            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-05-01      | 6.0000%  | 6.0000% | $5000.00           | $4816.29           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-07-01      | 5.5000%  | 5.5000% | $2008.00           | $1615.24           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2030-08-01      | 4.1790%  | 4.1790% | $4006915.00        | $4046795.82        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2030-10-01      | 3.9100%  | 3.9100% | $2773.00           | $2772.67           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2049-05-01      | 4.0000%  | 4.0000% | $5324.00           | $1575.70           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2049-03-01      | 5.0000%  | 5.0000% | $8050.00           | $2439.50           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2049-04-01      | 4.0000%  | 4.0000% | $21245.00          | $4201.15           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2050-06-01      | 2.0000%  | 2.0000% | $4072.00           | $2004.76           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2050-06-01      | 2.0000%  | 2.0000% | $3017.00           | $1511.95           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2050-06-01      | 2.0000%  | 2.0000% | $2144.00           | $918.27            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-07-01      | 4.5000%  | 4.5000% | $11200.00          | $7845.22           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-05-01      | 5.5000%  | 5.5000% | $10030.00          | $8098.30           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-03-01      | 5.5000%  | 5.5000% | $7000.00           | $6270.40           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-04-01      | 5.5000%  | 5.5000% | $146435.00         | $109915.63         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-04-01      | 5.0000%  | 5.0000% | $3751.00           | $2909.33           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-04-01      | 5.5000%  | 5.5000% | $1048.00           | $743.53            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-04-01      | 6.0000%  | 6.0000% | $6030.00           | $4851.40           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-04-01      | 6.0000%  | 6.0000% | $2217.00           | $1593.30           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-06-01      | 5.5000%  | 5.5000% | $2061.00           | $1849.49           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-06-01      | 5.5000%  | 5.5000% | $5459972.00        | $5102282.12        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-05-01      | 5.0000%  | 5.0000% | $1240722.00        | $926562.54         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-10-01      | 5.5000%  | 5.5000% | $5131.00           | $4510.56           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-11-01      | 6.0000%  | 6.0000% | $1121.00           | $928.89            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-01-01      | 6.5000%  | 6.5000% | $1784369.00        | $1463970.01        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-02-01      | 4.5000%  | 4.5000% | $2809728.00        | $2426740.10        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-05-01      | 6.5000%  | 6.5000% | $6895140.00        | $5952440.69        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-06-01      | 5.5000%  | 5.5000% | $7934401.00        | $7646082.83        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-11-01      | 5.5000%  | 5.5000% | $3244.00           | $3103.93           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-11-01      | 5.5000%  | 5.5000% | $1870349.00        | $1909668.20        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2050-09-01      | 3.0000%  | 3.0000% | $3072.00           | $1681.33           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-03-01      | 5.0000%  | 5.0000% | $5248.00           | $4218.26           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-11-01      | 6.5000%  | 6.5000% | $9340.00           | $7319.14           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2045-08-01      | 4.0000%  | 4.0000% | $6112.00           | $4590.05           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-10-01      | 5.5000%  | 5.5000% | $7000.00           | $5865.88           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-11-01      | 5.0000%  | 5.0000% | $952042.00         | $833775.75         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-08-01      | 5.5000%  | 5.5000% | $6400.00           | $6337.47           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-11-01      | 5.5000%  | 5.5000% | $3446.00           | $3527.08           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2041-08-01      | 6.0000%  | 6.0000% | $2097.00           | $323.19            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2035-02-01      | 5.5000%  | 5.5000% | $9126.00           | $131.90            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2040-11-01      | 4.0000%  | 4.0000% | $1000.00           | $54.84             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2053-07-20      | 4.0000%  | 4.0000% | $1000.00           | $802.57            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2053-07-20      | 5.0000%  | 5.0000% | $2079.00           | $1758.45           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2053-07-20      | 4.0000%  | 4.0000% | $5000.00           | $4175.39           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2053-07-20      | 4.5000%  | 4.5000% | $3014.00           | $2607.44           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2053-08-20      | 6.0000%  | 6.0000% | $1000.00           | $616.19            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2053-11-20      | 6.5000%  | 6.5000% | $1000.00           | $233.89            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2053-11-20      | 5.5000%  | 5.5000% | $1000.00           | $730.20            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2054-02-20      | 6.0000%  | 6.0000% | $1000.00           | $666.57            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2039-05-20      | 5.5000%  | 5.5000% | $1000.00           | $751.40            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2054-04-20      | 4.0000%  | 4.0000% | $1004359.00        | $901733.03         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2045-09-20      | 3.5000%  | 3.5000% | $1001.00           | $339.56            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2047-05-15      | 4.0000%  | 4.0000% | $2000.00           | $616.34            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2047-07-15      | 4.0000%  | 4.0000% | $1000.00           | $220.02            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2048-09-20      | 4.5000%  | 4.5000% | $1000.00           | $208.49            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2047-11-15      | 3.5000%  | 3.5000% | $1000.00           | $109.09            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2048-01-15      | 4.0000%  | 4.0000% | $1999.00           | $889.45            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2048-01-15      | 4.0000%  | 4.0000% | $1000.00           | $354.62            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2047-12-15      | 4.0000%  | 4.0000% | $1000.00           | $356.82            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2057-11-15      | 4.5000%  | 4.5000% | $1000.00           | $962.68            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2058-01-15      | 5.5000%  | 5.5000% | $2080600.00        | $2122814.18        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2066-12-15      | 5.4500%  | 5.4500% | $1990.00           | $2080.10           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2067-03-15      | 5.5800%  | 5.5800% | $28394.00          | $30003.11          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2057-10-15      | 4.1900%  | 4.1900% | $1000.00           | $942.57            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2057-12-15      | 3.9700%  | 3.9700% | $1000.00           | $932.77            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2058-05-15      | 4.5490%  | 4.5490% | $1000.00           | $970.43            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2057-11-15      | 4.0000%  | 4.0000% | $1000.00           | $933.30            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2049-05-20      | 5.0000%  | 5.0000% | $1000.00           | $326.03            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2048-10-15      | 5.5000%  | 5.5000% | $1000.00           | $87.03             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2048-11-20      | 4.5000%  | 4.5000% | $1000.00           | $21.68             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2049-04-20      | 4.5000%  | 4.5000% | $1000.00           | $224.23            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2049-11-20      | 4.0000%  | 4.0000% | $1000.00           | $259.40            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2049-09-20      | 4.5000%  | 4.5000% | $2000.00           | $756.70            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2049-11-20      | 3.0000%  | 3.0000% | $3001.00           | $1490.37           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2050-02-20      | 3.0000%  | 3.0000% | $1000.00           | $198.60            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2050-04-15      | 3.0000%  | 3.0000% | $1008.00           | $286.84            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2050-12-20      | 2.0000%  | 2.0000% | $2000.00           | $982.96            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2051-03-20      | 2.5000%  | 2.5000% | $2000.00           | $1369.86           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2058-02-15      | 5.0400%  | 5.0400% | $1000.00           | $997.27            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2052-04-20      | 3.0000%  | 3.0000% | $1000.00           | $720.68            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2052-03-15      | 4.0000%  | 4.0000% | $1000.00           | $616.25            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2033-11-20      | 3.5000%  | 3.5000% | $1000.00           | $289.51            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2043-05-15      | 3.5000%  | 3.5000% | $1000.00           | $152.09            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2058-04-15      | 2.3990%  | 2.3990% | $1000.00           | $837.33            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2057-04-15      | 3.9300%  | 3.9300% | $1000.00           | $927.77            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2059-03-15      | 5.2990%  | 5.2990% | $6382.00           | $6523.65           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2058-04-15      | 4.6690%  | 4.6690% | $1130.00           | $1104.70           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2058-04-15      | 4.7300%  | 4.7300% | $1024.00           | $1002.13           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2060-01-15      | 5.1290%  | 5.1290% | $1997.00           | $2030.23           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2058-07-15      | 5.4190%  | 5.4190% | $2000.00           | $2047.33           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2053-11-20      | 7.0000%  | 7.0000% | $1000.00           | $825.54            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2060-05-15      | 5.9500%  | 5.9500% | $1000.00           | $1075.87           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2060-01-15      | 4.7500%  | 4.7500% | $1000.00           | $992.99            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2060-06-15      | 6.1790%  | 6.1790% | $1000.00           | $1090.42           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-02-20      | 6.5000%  | 6.5000% | $1000.00           | $208.10            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2060-04-15      | 5.9900%  | 5.9900% | $1000.00           | $1067.20           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2060-04-15      | 5.9900%  | 5.9900% | $1000.00           | $1063.70           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-02-20      | 6.5000%  | 6.5000% | $1000.00           | $1037.65           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-05-20      | 6.5000%  | 6.5000% | $1000.00           | $1041.33           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-05-20      | 6.5000%  | 6.5000% | $1000.00           | $1041.37           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-03-20      | 6.5000%  | 6.5000% | $1002.00           | $1042.25           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-09-20      | 5.0000%  | 5.0000% | $1024545.00        | $1072973.28        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-09-20      | 4.5000%  | 4.5000% | $5322.00           | $5462.16           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-04-20      | 6.5000%  | 6.5000% | $1168790.00        | $1214989.60        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2060-06-15      | 4.9190%  | 4.9190% | $1000.00           | $992.49            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2045-03-20      | 3.5000%  | 3.5000% | $1000.00           | $74.32             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2044-12-20      | 3.5000%  | 3.5000% | $1000.00           | $71.89             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2046-03-20      | 4.0000%  | 4.0000% | $3000.00           | $256.67            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2045-05-20      | 3.0000%  | 3.0000% | $3000.00           | $280.95            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2045-08-20      | 3.5000%  | 3.5000% | $3000.00           | $277.23            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2045-09-20      | 4.0000%  | 4.0000% | $40000.00          | $2860.38           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2030-12-20      | 2.5000%  | 2.5000% | $2000.00           | $121.14            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2045-12-20      | 4.0000%  | 4.0000% | $1996.00           | $176.16            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2047-04-20      | 4.0000%  | 4.0000% | $1018.00           | $91.37             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2046-06-20      | 3.0000%  | 3.0000% | $14308.00          | $785.54            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2046-07-20      | 4.0000%  | 4.0000% | $1000.00           | $94.47             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2046-09-20      | 3.0000%  | 3.0000% | $2000.00           | $254.15            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2046-10-20      | 3.0000%  | 3.0000% | $1000.00           | $133.79            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2046-11-20      | 3.5000%  | 3.5000% | $2728.00           | $338.01            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2047-02-20      | 3.5000%  | 3.5000% | $1001.00           | $116.12            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2047-03-20      | 4.0000%  | 4.0000% | $5482.00           | $485.60            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2048-08-20      | 4.5000%  | 4.5000% | $15706.00          | $1260.14           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2047-06-20      | 4.0000%  | 4.0000% | $3339.00           | $326.58            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2047-07-20      | 4.0000%  | 4.0000% | $1000.00           | $97.87             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2047-07-20      | 4.5000%  | 4.5000% | $1000.00           | $89.69             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2048-01-20      | 3.0000%  | 3.0000% | $1030.00           | $146.50            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2048-02-20      | 4.0000%  | 4.0000% | $1024.00           | $102.14            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2048-03-20      | 3.5000%  | 3.5000% | $1000.00           | $118.53            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2049-10-20      | 3.5000%  | 3.5000% | $2000.00           | $123.66            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2049-08-20      | 4.5000%  | 4.5000% | $3319.00           | $396.41            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2049-11-20      | 3.0000%  | 3.0000% | $1008.00           | $84.19             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2049-11-20      | 3.5000%  | 3.5000% | $2000.00           | $158.09            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2049-10-20      | 5.0000%  | 5.0000% | $1000.00           | $134.13            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2048-09-20      | 4.0000%  | 4.0000% | $2000.00           | $188.25            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2048-11-20      | 5.0000%  | 5.0000% | $1000.00           | $60.20             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2037-09-20      | 6.0000%  | 6.0000% | $10000.00          | $1623.41           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2049-01-20      | 4.5000%  | 4.5000% | $1000.00           | $65.34             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2049-04-20      | 3.0000%  | 3.0000% | $1000.00           | $134.04            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2049-05-20      | 3.5000%  | 3.5000% | $2018.00           | $34.75             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2049-05-20      | 5.5000%  | 5.5000% | $1000.00           | $85.75             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2049-07-20      | 3.5000%  | 3.5000% | $2010.00           | $66.76             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2049-07-20      | 6.0000%  | 6.0000% | $40000.00          | $4881.05           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2050-12-20      | 3.0000%  | 3.0000% | $4200.00           | $1319.61           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2051-01-20      | 3.5000%  | 3.5000% | $40430.00          | $15024.64          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2050-01-20      | 3.0000%  | 3.0000% | $18794.00          | $3351.07           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2049-04-20      | 5.0000%  | 5.0000% | $1000.00           | $70.10             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2035-04-20      | 2.5000%  | 2.5000% | $1000.00           | $128.23            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2050-05-20      | 4.5000%  | 4.5000% | $1000.00           | $111.83            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2050-07-20      | 5.0000%  | 5.0000% | $1000.00           | $226.09            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2050-09-20      | 2.0000%  | 2.0000% | $1000.00           | $455.56            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2036-06-20      | 2.0000%  | 2.0000% | $1000.00           | $463.84            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2051-05-20      | 3.5000%  | 3.5000% | $1024.00           | $475.01            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2051-06-20      | 3.5000%  | 3.5000% | $1000.00           | $484.13            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2051-07-20      | 2.5000%  | 2.5000% | $3784767.00        | $2159696.03        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2051-08-20      | 3.0000%  | 3.0000% | $1000.00           | $567.56            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2051-08-20      | 3.5000%  | 3.5000% | $1001.00           | $558.63            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2036-12-20      | 1.5000%  | 1.5000% | $2000.00           | $1043.58           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2051-12-20      | 4.5000%  | 4.5000% | $1000.00           | $585.07            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2051-12-20      | 5.0000%  | 5.0000% | $1000.00           | $511.12            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2052-02-20      | 2.0000%  | 2.0000% | $1025.00           | $653.39            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2052-02-20      | 4.0000%  | 4.0000% | $4000.00           | $2688.00           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2052-07-20      | 2.5000%  | 2.5000% | $32467.00          | $20188.52          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2052-10-20      | 2.0000%  | 2.0000% | $203606.00         | $118057.57         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2052-12-20      | 4.0000%  | 4.0000% | $1000.00           | $793.80            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2052-12-20      | 6.0000%  | 6.0000% | $1000.00           | $543.84            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2053-01-20      | 5.0000%  | 5.0000% | $1000.00           | $759.81            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2053-01-20      | 5.5000%  | 5.5000% | $3049234.00        | $2081759.65        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2053-03-20      | 5.5000%  | 5.5000% | $3000.00           | $2121.92           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2053-04-20      | 6.0000%  | 6.0000% | $1000.00           | $582.50            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2060-07-15      | 5.8490%  | 5.8490% | $218471.00         | $233806.08         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-04-20      | 5.5000%  | 5.5000% | $1007.00           | $1019.08           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2066-11-15      | 5.7300%  | 5.7300% | $1149504.00        | $1152273.72        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2060-09-15      | 6.5000%  | 6.5000% | $1001.00           | $1110.53           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2060-06-15      | 5.5090%  | 5.5090% | $2514048.00        | $2625157.23        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2060-10-15      | 5.6600%  | 5.6600% | $1000.00           | $1057.89           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2060-07-15      | 4.4400%  | 4.4400% | $2000.00           | $1943.92           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-06-20      | 5.5000%  | 5.5000% | $2000.00           | $2032.01           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-07-20      | 6.5000%  | 6.5000% | $1000.00           | $1041.99           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2065-08-20      | 6.5000%  | 6.5000% | $1000.00           | $1034.82           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2060-06-15      | 5.8390%  | 5.8390% | $1000.00           | $1068.69           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-07-20      | 6.5000%  | 6.5000% | $1000.00           | $1053.68           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-08-20      | 6.5000%  | 6.5000% | $1000.00           | $1031.59           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-07-20      | 6.5000%  | 6.5000% | $1001.00           | $1044.03           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-09-20      | 6.5000%  | 6.5000% | $1001.00           | $1045.77           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-08-20      | 6.5000%  | 6.5000% | $1001.00           | $1042.57           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-09-20      | 6.5000%  | 6.5000% | $2000.00           | $2065.23           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-10-20      | 6.5000%  | 6.5000% | $1000.00           | $1049.38           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-11-20      | 5.5000%  | 5.5000% | $1000.00           | $1021.29           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-09-20      | 6.5000%  | 6.5000% | $3000.00           | $3181.17           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-09-20      | 6.5000%  | 6.5000% | $1004.00           | $1024.86           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-10-20      | 6.0000%  | 6.0000% | $1004.00           | $1037.16           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-10-20      | 5.0000%  | 5.0000% | $4971.00           | $4992.63           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-10-20      | 6.0000%  | 6.0000% | $1000.00           | $1022.06           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-10-20      | 5.5000%  | 5.5000% | $1000.00           | $1022.21           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-11-20      | 6.0000%  | 6.0000% | $1000.00           | $1022.26           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-11-20      | 5.0000%  | 5.0000% | $1999.00           | $2009.33           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-11-20      | 6.0000%  | 6.0000% | $1001.00           | $1024.01           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-11-20      | 6.5000%  | 6.5000% | $1000.00           | $1058.53           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2054-11-20      | 4.5000%  | 4.5000% | $1024.00           | $961.10            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2054-11-20      | 4.5000%  | 4.5000% | $2000.00           | $1895.37           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2054-11-20      | 6.5000%  | 6.5000% | $1000.00           | $633.09            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-01-20      | 5.0000%  | 5.0000% | $3017147.00        | $2893106.16        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-07-20      | 3.0000%  | 3.0000% | $100000000.00      | $6200595.41        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-09-20      | 1.2010%  | 1.2010% | $4831984.00        | $230466.00         | Agency Mortgage-Backed Securities |

### Security 4: BANCO SANTANDER SA/NY

- **C.1 - Title:** BANCO SANTANDER SA/NY
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BYM6J74E8, C.3 - LEI: 5493006QMFDDMYWIAM13
- **C.18 - Value (incl. sponsor support):** $450000000.00
- **C.18.a - Value (excl. sponsor support):** $450000000.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **C.10 - Ratings:** FITCH'S RATING: F1; MOODY'S RATING: P-1; S&P RATING: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                                                        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-08-01      | 6.0000%  | 6.0000% | $3000.00           | $2194.18           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-06-01      | 4.5000%  | 4.5000% | $2000.00           | $1677.14           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-07-01      | 4.5000%  | 4.5000% | $19000.00          | $16323.70          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-03-01      | 2.0000%  | 2.0000% | $2565000.00        | $1828796.27        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2051-02-01      | 3.0000%  | 3.0000% | $2155000.00        | $1642767.47        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2043-01-01      | 3.5000%  | 3.5000% | $100000.00         | $11886.78          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2042-10-01      | 4.0000%  | 4.0000% | $100000.00         | $11304.60          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2043-02-01      | 3.5000%  | 3.5000% | $99000.00          | $17776.73          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2043-06-01      | 3.5000%  | 3.5000% | $250000.00         | $31450.91          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2043-03-01      | 3.0000%  | 3.0000% | $440000.00         | $86783.90          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2033-09-01      | 3.5000%  | 3.5000% | $199000.00         | $18701.63          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2044-10-01      | 4.0000%  | 4.0000% | $3000000.00        | $329481.87         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2048-06-01      | 4.0000%  | 4.0000% | $28870000.00       | $5576789.53        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2049-08-01      | 4.0000%  | 4.0000% | $1999000.00        | $340399.85         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2050-01-01      | 3.5000%  | 3.5000% | $1092492.00        | $90922.30          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2050-02-01      | 3.0000%  | 3.0000% | $1680000.00        | $738887.04         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2050-05-01      | 3.0000%  | 3.0000% | $424000.00         | $127759.02         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2050-07-01      | 3.0000%  | 3.0000% | $337639.00         | $156227.58         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2051-01-01      | 2.5000%  | 2.5000% | $299000.00         | $82787.08          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2051-04-01      | 2.0000%  | 2.0000% | $5000000.00        | $3022482.16        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2051-04-01      | 2.0000%  | 2.0000% | $2300000.00        | $1392008.63        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2051-11-01      | 2.0000%  | 2.0000% | $1452000.00        | $952287.95         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2051-12-01      | 2.5000%  | 2.5000% | $1082000.00        | $694305.08         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-04-01      | 3.5000%  | 3.5000% | $9787136.00        | $6806839.54        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-05-01      | 4.0000%  | 4.0000% | $520000.00         | $349002.89         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-07-01      | 4.0000%  | 4.0000% | $199000.00         | $147922.05         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-04-01      | 5.5000%  | 5.5000% | $5000.00           | $4932.32           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-01-01      | 6.5000%  | 6.5000% | $7890328.00        | $5849391.95        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2049-07-01      | 4.5000%  | 4.5000% | $200000.00         | $35726.43          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2050-05-01      | 3.0000%  | 3.0000% | $1600000.00        | $620847.71         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2050-03-01      | 3.0000%  | 3.0000% | $2499000.00        | $813988.71         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2050-11-01      | 2.0000%  | 2.0000% | $2090000.00        | $1144341.48        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2051-01-01      | 2.5000%  | 2.5000% | $1001.00           | $480.37            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2051-03-01      | 3.0000%  | 3.0000% | $51000.00          | $22939.81          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2051-03-01      | 3.0000%  | 3.0000% | $7212808.00        | $4202886.38        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-02-01      | 2.5000%  | 2.5000% | $785000.00         | $500054.65         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-06-01      | 4.0000%  | 4.0000% | $465000.00         | $321740.02         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-04-01      | 5.5000%  | 5.5000% | $4000000.00        | $3268505.92        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-05-01      | 6.5000%  | 6.5000% | $299000.00         | $213376.42         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-07-01      | 5.0000%  | 5.0000% | $10000.00          | $9016.41           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2042-07-01      | 3.0000%  | 3.0000% | $200000.00         | $144834.44         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2042-04-01      | 2.5000%  | 2.5000% | $900000.00         | $612387.05         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2031-05-01      | 1.5000%  | 1.5000% | $3545000.00        | $1324936.07        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2031-06-01      | 1.5000%  | 1.5000% | $529000.00         | $204424.86         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2050-09-01      | 2.0000%  | 2.0000% | $325000.00         | $228082.86         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2038-05-01      | 4.5000%  | 4.5000% | $8000000.00        | $5998495.87        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2049-12-01      | 3.5000%  | 3.5000% | $1554900.00        | $372447.14         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2053-03-25      | 5.5000%  | 5.5000% | $2400000.00        | $1955987.30        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-02-25      | 0.0100%  | 0.0100% | $12566768.00       | $8797136.09        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-02-25      | 6.0000%  | 6.0000% | $10000000.00       | $8449016.06        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-06-25      | 0.0100%  | 0.0100% | $30338848.00       | $21463347.34       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-03-25      | 5.0000%  | 5.0000% | $12565024.00       | $12438620.46       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-10-25      | 4.5000%  | 4.5000% | $5645696.00        | $5569992.43        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2033-01-01      | 6.0000%  | 6.0000% | $29580.00          | $105.58            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2028-03-01      | 6.0000%  | 6.0000% | $5389000.00        | $6681.25           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2033-10-15      | 3.0000%  | 3.0000% | $23664096.00       | $11338480.92       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2026-08-25      | 2.6530%  | 2.6530% | $10576000.00       | $10487878.12       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2028-09-25      | 4.7990%  | 4.7990% | $5249976.00        | $5396597.32        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2036-08-25      | 5.0000%  | 5.0000% | $4016000.00        | $4020902.55        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2032-06-25      | 4.4000%  | 4.4000% | $9461057.00        | $9645102.94        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2055-10-25      | 4.5000%  | 4.5000% | $8039000.00        | $7931522.73        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2055-11-25      | 4.5000%  | 4.5000% | $2339212.00        | $2182882.46        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2055-12-25      | 5.0490%  | 5.0490% | $51736636.00       | $52195479.60       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2032-11-01      | 6.0000%  | 6.0000% | $2724720.00        | $5893.25           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2049-03-25      | 4.2770%  | 4.2770% | $1999999.00        | $1999927.10        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2049-03-25      | 4.2770%  | 4.2770% | $10000.00          | $9999.06           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2032-12-01      | 6.5000%  | 6.5000% | $1740000.00        | $15999.11          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2038-08-01      | 5.5000%  | 5.5000% | $2000.00           | $15.41             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2028-10-01      | 3.5000%  | 3.5000% | $1049000.00        | $8621.05           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2027-08-01      | 3.5000%  | 3.5000% | $1499000.00        | $6209.14           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2029-01-01      | 4.0000%  | 4.0000% | $1865000.00        | $7775.44           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2048-10-01      | 4.0000%  | 4.0000% | $240000.00         | $17217.63          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2049-01-01      | 5.0000%  | 5.0000% | $99000.00          | $8493.51           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2029-03-01      | 3.0000%  | 3.0000% | $348979.00         | $15817.77          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2028-09-01      | 2.0000%  | 2.0000% | $335266.00         | $19068.54          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2030-11-01      | 3.0000%  | 3.0000% | $144000.00         | $12363.20          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2030-12-01      | 3.0000%  | 3.0000% | $1944000.00        | $182404.77         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2032-02-01      | 2.5000%  | 2.5000% | $3491000.00        | $564999.57         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2032-04-01      | 3.5000%  | 3.5000% | $120822.00         | $11859.44          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2033-04-01      | 2.5000%  | 2.5000% | $11305072.00       | $1804556.30        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2038-08-01      | 6.0000%  | 6.0000% | $399998.00         | $1776.80           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2028-09-01      | 7.0000%  | 7.0000% | $15996547.00       | $6651.90           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2034-02-01      | 5.0000%  | 5.0000% | $499000.00         | $4619.56           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2035-04-01      | 6.0000%  | 6.0000% | $3006.00           | $27.90             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2039-04-01      | 6.0000%  | 6.0000% | $182000.00         | $7162.83           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2042-06-01      | 3.5000%  | 3.5000% | $151000.00         | $11726.81          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2046-02-01      | 3.5000%  | 3.5000% | $202479.00         | $26867.43          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2043-02-01      | 3.5000%  | 3.5000% | $99000.00          | $11970.74          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2049-02-01      | 4.0000%  | 4.0000% | $5219490.00        | $1345078.78        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2049-03-01      | 4.5000%  | 4.5000% | $135000.00         | $18409.02          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2034-07-01      | 6.0000%  | 6.0000% | $530000.00         | $4173.05           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2044-08-01      | 3.5000%  | 3.5000% | $174000.00         | $13282.04          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2047-05-01      | 3.5000%  | 3.5000% | $26000.00          | $2723.16           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2048-01-01      | 3.5000%  | 3.5000% | $12801000.00       | $1623824.94        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2028-04-01      | 2.5000%  | 2.5000% | $7969300.00        | $210176.40         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2031-05-01      | 3.0000%  | 3.0000% | $611186.00         | $70702.52          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2029-04-01      | 3.5000%  | 3.5000% | $396198.00         | $16091.17          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2031-10-01      | 2.5000%  | 2.5000% | $73000.00          | $9426.98           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2032-09-01      | 3.0000%  | 3.0000% | $136000.00         | $15803.22          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2032-11-01      | 2.5000%  | 2.5000% | $312000.00         | $41943.88          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2035-08-01      | 3.0000%  | 3.0000% | $134000.00         | $23310.19          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2038-01-01      | 3.5000%  | 3.5000% | $99000.00          | $22075.66          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2032-09-01      | 3.5000%  | 3.5000% | $561998.00         | $50132.02          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2043-03-01      | 3.5000%  | 3.5000% | $1099000.00        | $806850.31         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2035-04-01      | 2.5000%  | 2.5000% | $50000.00          | $18955.37          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2034-09-01      | 3.0000%  | 3.0000% | $5149000.00        | $645670.99         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2040-10-01      | 2.5000%  | 2.5000% | $35000.00          | $15760.11          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2051-12-01      | 3.0000%  | 3.0000% | $10434432.00       | $6505757.76        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2050-09-01      | 3.0000%  | 3.0000% | $53404.00          | $24887.43          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2051-07-01      | 2.0000%  | 2.0000% | $2000.00           | $1161.49           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2050-01-01      | 4.5000%  | 4.5000% | $136000.00         | $84884.24          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-02-01      | 3.5000%  | 3.5000% | $1000000.00        | $690233.20         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-11-01      | 4.5000%  | 4.5000% | $200000.00         | $144295.13         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2051-09-01      | 3.5000%  | 3.5000% | $5058416.00        | $3977576.64        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-04-01      | 2.5000%  | 2.5000% | $699000.00         | $513445.84         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-04-01      | 4.0000%  | 4.0000% | $2830000.00        | $2321670.83        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2051-11-01      | 2.5000%  | 2.5000% | $275000.00         | $206488.35         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-08-01      | 3.0000%  | 3.0000% | $2274000.00        | $1776305.70        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-01-01      | 6.0000%  | 6.0000% | $3250000.00        | $2684808.55        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-01-01      | 4.5000%  | 4.5000% | $2000.00           | $1828.80           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2050-02-01      | 2.5000%  | 2.5000% | $13000.00          | $3194.93           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2050-05-01      | 3.0000%  | 3.0000% | $299000.00         | $74802.14          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2049-11-01      | 3.0000%  | 3.0000% | $3160000.00        | $1085165.41        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-07-01      | 3.5000%  | 3.5000% | $22000.00          | $16525.19          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-03-01      | 2.5000%  | 2.5000% | $1180418.00        | $788082.79         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-01-01      | 5.5000%  | 5.5000% | $5000.00           | $3830.54           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-11-01      | 5.5000%  | 5.5000% | $1908198.00        | $1451295.51        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-12-01      | 3.0000%  | 3.0000% | $100000.00         | $74899.88          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2035-05-01      | 3.5000%  | 3.5000% | $102000.00         | $11838.59          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2048-11-01      | 3.5000%  | 3.5000% | $39000.00          | $12222.12          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2033-12-01      | 3.5000%  | 3.5000% | $15000.00          | $2977.32           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2035-08-01      | 2.5000%  | 2.5000% | $50000.00          | $10454.64          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2035-02-01      | 2.5000%  | 2.5000% | $27000.00          | $5764.95           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2049-06-01      | 3.5000%  | 3.5000% | $22000.00          | $6131.93           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2050-08-01      | 5.0000%  | 5.0000% | $4000.00           | $1452.70           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2048-06-01      | 4.0000%  | 4.0000% | $3000.00           | $1500.30           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2050-07-01      | 3.5000%  | 3.5000% | $16000.00          | $9705.22           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-09-01      | 3.5000%  | 3.5000% | $21000.00          | $17126.39          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-06-01      | 3.0000%  | 3.0000% | $23000.00          | $18117.95          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-03-01      | 4.0000%  | 4.0000% | $15000.00          | $12982.78          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2038-05-01      | 6.0000%  | 6.0000% | $198000.00         | $1216.45           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2041-08-01      | 4.5000%  | 4.5000% | $114000.00         | $10564.83          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2030-09-01      | 3.0000%  | 3.0000% | $69000.00          | $5949.31           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2036-12-01      | 6.0000%  | 6.0000% | $3395880.00        | $8928.96           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2038-11-01      | 7.0000%  | 7.0000% | $599000.00         | $2037.81           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2038-04-01      | 4.5000%  | 4.5000% | $594932.00         | $2728.56           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2038-05-01      | 5.5000%  | 5.5000% | $634958.00         | $5547.02           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2027-11-01      | 2.0000%  | 2.0000% | $1219470.00        | $24389.12          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2039-07-01      | 4.5000%  | 4.5000% | $988000.00         | $19064.50          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2030-01-01      | 4.5000%  | 4.5000% | $90000.00          | $1335.31           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2031-11-01      | 4.5000%  | 4.5000% | $100000.00         | $4412.15           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2042-07-01      | 4.0000%  | 4.0000% | $199000.00         | $18835.49          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2033-06-01      | 3.0000%  | 3.0000% | $31000.00          | $3315.35           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2047-12-01      | 4.0000%  | 4.0000% | $77000.00          | $9707.88           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2033-03-01      | 3.5000%  | 3.5000% | $17000.00          | $1811.40           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2048-08-01      | 4.0000%  | 4.0000% | $225000.00         | $16814.38          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2035-03-01      | 2.5000%  | 2.5000% | $24000.00          | $4230.66           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2050-03-01      | 4.0000%  | 4.0000% | $23000.00          | $3447.73           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2050-10-01      | 2.5000%  | 2.5000% | $6000.00           | $2628.21           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2035-10-01      | 3.0000%  | 3.0000% | $42500.00          | $11653.75          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2037-05-01      | 3.0000%  | 3.0000% | $25000.00          | $14936.28          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-07-01      | 4.0000%  | 4.0000% | $10000.00          | $7655.53           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2037-08-01      | 4.0000%  | 4.0000% | $7740.00           | $4378.37           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-08-01      | 4.5000%  | 4.5000% | $8000.00           | $6855.87           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-07-01      | 5.0000%  | 5.0000% | $14000.00          | $13032.79          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-12-01      | 5.0000%  | 5.0000% | $23000.00          | $21555.07          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2035-11-01      | 6.0000%  | 6.0000% | $1000000.00        | $24893.77          | Agency Mortgage-Backed Securities |
| Federal Agricultural Mortgage Corp-Agency Debentures and Agency Strips             | 2028-11-24      | 3.8790%  | 3.8790% | $2950000.00        | $2949265.77        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-03-01      | 5.5000%  | 5.5000% | $2515436.00        | $2548400.31        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-03-01      | 5.5000%  | 5.5000% | $1227140.00        | $1139813.88        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-05-01      | 5.5000%  | 5.5000% | $2559516.00        | $2614068.14        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-05-01      | 6.0000%  | 6.0000% | $1404518.00        | $1456139.60        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-06-01      | 5.5000%  | 5.5000% | $1005600.00        | $1033125.08        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-08-01      | 5.5000%  | 5.5000% | $350156.00         | $360321.29         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-09-01      | 5.5000%  | 5.5000% | $11049360.00       | $11341441.75       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-09-01      | 5.5000%  | 5.5000% | $1059476.00        | $1079692.65        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-10-01      | 5.5000%  | 5.5000% | $1515740.00        | $1558736.31        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-10-01      | 5.5000%  | 5.5000% | $1436796.00        | $1467823.18        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-10-01      | 5.5000%  | 5.5000% | $1765040.00        | $1803498.73        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-11-01      | 5.5000%  | 5.5000% | $17922240.00       | $18324221.28       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-10-01      | 5.5000%  | 5.5000% | $4324074.00        | $4412461.41        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-10-01      | 6.0000%  | 6.0000% | $931892.00         | $958665.97         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-10-01      | 5.5000%  | 5.5000% | $1344900.00        | $1373804.65        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-10-01      | 5.5000%  | 5.5000% | $1758720.00        | $1797070.61        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-11-01      | 6.0000%  | 6.0000% | $2455976.00        | $2563378.37        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-11-01      | 5.5000%  | 5.5000% | $5568920.00        | $5733214.27        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-11-01      | 5.5000%  | 5.5000% | $1577784.00        | $1614030.43        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-11-01      | 6.0000%  | 6.0000% | $6588800.00        | $6810223.21        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-11-01      | 5.5000%  | 5.5000% | $4510352.00        | $4610756.94        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-10-01      | 5.5000%  | 5.5000% | $6809907.00        | $6968897.89        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-12-01      | 5.5000%  | 5.5000% | $1000.00           | $1026.52           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-06-20      | 5.5000%  | 5.5000% | $21905024.00       | $21807913.94       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2033-03-01      | 6.0000%  | 6.0000% | $7170000.00        | $17279.84          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2042-01-01      | 5.0000%  | 5.0000% | $100000.00         | $10245.66          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2032-02-01      | 6.0000%  | 6.0000% | $700000.00         | $20744.70          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2034-04-01      | 4.0000%  | 4.0000% | $25000.00          | $3177.17           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2035-07-01      | 4.0000%  | 4.0000% | $12000.00          | $2222.41           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2046-02-01      | 3.5000%  | 3.5000% | $17000.00          | $3204.22           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2031-03-01      | 3.5000%  | 3.5000% | $49000.00          | $5201.93           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2027-04-01      | 3.0000%  | 3.0000% | $221000.00         | $2593.28           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2027-05-01      | 3.5000%  | 3.5000% | $434954.00         | $5953.59           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2042-07-01      | 3.5000%  | 3.5000% | $37640.00          | $6524.82           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2043-08-01      | 4.0000%  | 4.0000% | $100000.00         | $14649.60          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2030-02-01      | 3.0000%  | 3.0000% | $123828.00         | $8324.03           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2046-02-01      | 3.5000%  | 3.5000% | $8000.00           | $1547.64           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2031-09-01      | 2.5000%  | 2.5000% | $73000.00          | $10184.60          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2031-07-01      | 2.5000%  | 2.5000% | $48000.00          | $5203.70           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2028-04-01      | 3.0000%  | 3.0000% | $247000.00         | $10817.54          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2028-05-01      | 3.0000%  | 3.0000% | $309000.00         | $12607.56          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2043-08-01      | 4.5000%  | 4.5000% | $160000.00         | $7173.41           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2029-07-01      | 3.0000%  | 3.0000% | $274000.00         | $14572.23          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2029-07-01      | 3.5000%  | 3.5000% | $420821.00         | $10719.73          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2033-03-01      | 6.0000%  | 6.0000% | $1168526.00        | $13692.69          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2034-08-01      | 6.0000%  | 6.0000% | $3239172.00        | $21172.58          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2036-05-01      | 5.0000%  | 5.0000% | $1471044.00        | $12813.48          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2033-11-01      | 6.0000%  | 6.0000% | $1974560.00        | $12368.57          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2035-07-01      | 6.0000%  | 6.0000% | $1309000.00        | $9014.64           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2036-04-01      | 5.0000%  | 5.0000% | $1032896.00        | $8831.90           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2036-04-01      | 5.0000%  | 5.0000% | $1211440.00        | $3349.08           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-10-01      | 4.6180%  | 4.6180% | $5762235.00        | $5813813.80        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-10-01      | 4.7990%  | 4.7990% | $4851266.00        | $4910377.34        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2046-11-01      | 3.0000%  | 3.0000% | $31332.00          | $9755.18           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2047-02-01      | 3.5000%  | 3.5000% | $75000.00          | $20368.23          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2048-02-01      | 4.0000%  | 4.0000% | $38000.00          | $7398.12           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2048-06-01      | 4.5000%  | 4.5000% | $69000.00          | $18517.57          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2031-12-01      | 3.0000%  | 3.0000% | $170000.00         | $16609.99          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2031-11-01      | 3.5000%  | 3.5000% | $27000.00          | $1199.66           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2051-06-01      | 5.8630%  | 5.8630% | $6490544.00        | $1421020.58        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2044-05-01      | 5.5000%  | 5.5000% | $49000.00          | $12986.44          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2032-09-01      | 3.0000%  | 3.0000% | $77890.00          | $13608.86          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2048-11-01      | 4.5000%  | 4.5000% | $170000.00         | $14837.41          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2049-04-01      | 3.5000%  | 3.5000% | $50000.00          | $12891.28          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2050-09-01      | 2.5000%  | 2.5000% | $34129.00          | $15200.74          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2036-05-01      | 2.0000%  | 2.0000% | $30000.00          | $12937.07          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2051-08-01      | 4.0000%  | 4.0000% | $14000.00          | $7310.43           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-04-01      | 6.0000%  | 6.0000% | $38000.00          | $22525.78          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2047-12-01      | 3.5000%  | 3.5000% | $54000.00          | $7818.77           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2048-02-01      | 4.0000%  | 4.0000% | $123000.00         | $23835.43          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2048-03-01      | 3.5000%  | 3.5000% | $80000.00          | $19534.79          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2049-06-01      | 4.0000%  | 4.0000% | $100000.00         | $9174.09           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2049-07-01      | 3.0000%  | 3.0000% | $31056.00          | $7845.51           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2049-07-01      | 4.0000%  | 4.0000% | $56000.00          | $15946.65          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2034-09-01      | 3.5000%  | 3.5000% | $65000.00          | $14042.06          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2050-05-01      | 2.5000%  | 2.5000% | $41000.00          | $18344.63          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2035-08-01      | 3.0000%  | 3.0000% | $15781.00          | $5938.29           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2050-10-01      | 3.0000%  | 3.0000% | $28594.00          | $10077.54          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2051-01-01      | 4.0000%  | 4.0000% | $4000.00           | $1436.84           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2051-02-01      | 3.0000%  | 3.0000% | $1000.00           | $523.11            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2051-12-01      | 2.5000%  | 2.5000% | $2000.00           | $1366.60           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2051-12-01      | 3.0000%  | 3.0000% | $30000.00          | $19457.43          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-04-01      | 3.5000%  | 3.5000% | $25000.00          | $17746.56          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-09-01      | 3.5000%  | 3.5000% | $36000.00          | $24475.68          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2049-06-01      | 3.5000%  | 3.5000% | $160000.00         | $18062.12          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2049-09-01      | 3.5000%  | 3.5000% | $50000.00          | $13492.87          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2033-04-01      | 3.0000%  | 3.0000% | $9000.00           | $1736.73           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2050-05-01      | 3.0000%  | 3.0000% | $19285.00          | $7922.61           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2064-08-16      | 2.2500%  | 2.2500% | $8200000.00        | $6540622.47        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-10-20      | 4.5000%  | 4.5000% | $1000.00           | $991.85            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-03-20      | 4.5000%  | 4.5000% | $11881968.00       | $11837957.19       | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2026-02-12      | 0.0000%  | 0.0000% | $25974800.00       | $25779911.07       | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2026-11-27      | 0.0000%  | 0.0000% | $14604200.00       | $14098252.09       | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2029-07-15      | 0.2500%  | 0.2500% | $21660000.00       | $26640619.28       | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2026-07-15      | 0.1250%  | 0.1250% | $15075100.00       | $20313925.74       | Agency Mortgage-Backed Securities |

### Security 5: BANCO SANTANDER SA/NY

- **C.1 - Title:** BANCO SANTANDER SA/NY
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BYM6J72L4, C.3 - LEI: 5493006QMFDDMYWIAM13
- **C.18 - Value (incl. sponsor support):** $32000000.00
- **C.18.a - Value (excl. sponsor support):** $32000000.00
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **C.10 - Ratings:** FITCH'S RATING: F1; MOODY'S RATING: P-1; S&P RATING: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| United States Treasury-U.S. Treasuries (including strips) | 2029-04-30      | 4.6250%  | 4.6250% | $31425600.00       | $32640084.67       | U.S. Treasuries (including strips) |

### Security 6: BANK OF MONTREAL

- **C.1 - Title:** BANK OF MONTREAL
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BYM6J74Z1, C.3 - LEI: NQQ6HPCNCCU6TUTQYE16
- **C.18 - Value (incl. sponsor support):** $450000000.00
- **C.18.a - Value (excl. sponsor support):** $450000000.00
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: P-1; S&P RATING: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                                                        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2055-09-25      | 0.0500%  | 0.0500% | $25000000.00       | $40915.61          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2055-05-25      | 6.0000%  | 6.0000% | $447916.00         | $67647.36          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2055-10-25      | 3.0280%  | 3.0280% | $128883000.00      | $13205524.31       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2052-07-25      | 5.5000%  | 5.5000% | $7079126.00        | $737553.82         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2055-11-25      | 1.6280%  | 1.6280% | $100000000.00      | $6848502.07        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2055-11-25      | 2.4780%  | 2.4780% | $62467855.00       | $5866422.29        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2055-11-25      | 2.4780%  | 2.4780% | $42754489.00       | $4936355.20        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2051-05-25      | 6.0000%  | 6.0000% | $4583333.00        | $525452.34         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2055-11-25      | 3.0280%  | 3.0280% | $75000000.00       | $8229819.11        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2055-11-25      | 1.6780%  | 1.6780% | $27000000.00       | $2004103.04        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2055-11-25      | 1.9280%  | 1.9280% | $80590170.00       | $8192099.41        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2055-11-25      | 1.3280%  | 1.3280% | $60000000.00       | $3616748.12        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2055-11-25      | 0.0500%  | 0.0500% | $62467855.00       | $146611.38         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2051-07-25      | 5.5000%  | 5.5000% | $13372480.00       | $1432513.54        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2055-12-25      | 2.5090%  | 2.5090% | $3750000.00        | $398250.35         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2036-10-25      | 5.5000%  | 5.5000% | $2958545.00        | $534375.35         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2055-12-25      | 1.2880%  | 1.2880% | $84063488.00       | $5304524.83        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Debentures and Agency Strips          | 2051-03-01      | 2.0000%  | 2.0000% | $100000000.00      | $10993030.94       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2053-04-25      | 3.5000%  | 3.5000% | $43010440.00       | $7346931.55        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2053-07-25      | 4.0000%  | 4.0000% | $46102104.00       | $8717217.37        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2066-04-20      | 2.5420%  | 2.5420% | $13000000.00       | $68294.67          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2069-12-20      | 2.3650%  | 2.3650% | $15068715.00       | $191569.74         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2069-05-20      | 0.9630%  | 0.9630% | $35000000.00       | $866912.16         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2070-07-20      | 1.5420%  | 1.5420% | $50000000.00       | $1763563.58        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2071-03-20      | 0.2870%  | 0.2870% | $37155000.00       | $848397.41         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2070-11-20      | 1.8480%  | 1.8480% | $21500000.00       | $1073683.41        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2048-12-20      | 2.0250%  | 2.0250% | $182500000.00      | $3848935.28        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2069-11-20      | 1.1470%  | 1.1470% | $72500000.00       | $2455594.52        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2049-05-20      | 2.0250%  | 2.0250% | $74768000.00       | $2126368.55        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-05-20      | 3.5000%  | 3.5000% | $36469061.00       | $4131112.73        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-05-20      | 0.0000%  | 0.0000% | $148687743.00      | $191166.60         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-05-20      | 0.0000%  | 0.0000% | $100000000.00      | $40537.90          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-04-20      | 4.0000%  | 4.0000% | $45331651.00       | $4627038.97        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-04-20      | 0.0000%  | 0.0000% | $50000000.00       | $44707.25          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-06-20      | 2.5000%  | 2.5000% | $54750000.00       | $4343952.83        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-07-20      | 3.0000%  | 3.0000% | $70000000.00       | $4209154.88        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-05-20      | 3.0000%  | 3.0000% | $67984834.00       | $5126151.67        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-07-20      | 3.0000%  | 3.0000% | $121122886.00      | $14171233.95       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-07-16      | 4.2500%  | 4.2500% | $25500000.00       | $1994468.98        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2071-07-20      | 0.0440%  | 0.0440% | $64199705.00       | $1182389.34        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2071-07-20      | 0.0110%  | 0.0110% | $74679076.00       | $1750405.36        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2071-10-20      | 0.3280%  | 0.3280% | $40000000.00       | $1464038.85        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2072-03-20      | 0.6750%  | 0.6750% | $134814450.00      | $6771731.27        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2073-01-20      | 0.6570%  | 0.6570% | $105727345.00      | $5427758.13        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2072-05-20      | 0.4130%  | 0.4130% | $31000000.00       | $1426122.67        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-10-20      | 2.5000%  | 2.5000% | $38196774.00       | $3110727.21        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-12-20      | 3.5000%  | 3.5000% | $30000000.00       | $3859316.00        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-12-20      | 3.0000%  | 3.0000% | $53678754.00       | $4420216.00        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-10-20      | 3.0000%  | 3.0000% | $20579689.00       | $2159982.21        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-01-20      | 0.0000%  | 0.0000% | $50000000.00       | $664273.80         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-12-20      | 2.1710%  | 2.1710% | $50013993.00       | $2070250.59        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2073-11-20      | 0.4820%  | 0.4820% | $64110827.00       | $3332675.52        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2074-08-20      | 0.7540%  | 0.7540% | $42998198.00       | $2692852.56        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-03-20      | 0.0000%  | 0.0000% | $85000000.00       | $591065.76         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-05-20      | 0.0000%  | 0.0000% | $100000000.00      | $1299987.48        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-08-20      | 1.9510%  | 1.9510% | $66666666.00       | $5313512.20        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-01-20      | 2.1010%  | 2.1010% | $44444445.00       | $2490880.27        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-02-20      | 2.2010%  | 2.2010% | $48016843.00       | $2234627.19        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-02-20      | 1.6510%  | 1.6510% | $42550629.00       | $1944028.09        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-05-20      | 1.4510%  | 1.4510% | $100000000.00      | $1829838.01        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-08-20      | 1.8510%  | 1.8510% | $100000000.00      | $2126670.67        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-08-20      | 1.8510%  | 1.8510% | $75000000.00       | $2023999.02        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-08-20      | 2.6010%  | 2.6010% | $80000000.00       | $1995336.33        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-10-20      | 1.3010%  | 1.3010% | $100000000.00      | $1260148.85        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2047-10-25      | 2.0130%  | 2.0130% | $117305846.00      | $2860512.18        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2049-09-25      | 1.8630%  | 1.8630% | $78844345.00       | $3631145.34        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2051-03-25      | 2.5000%  | 2.5000% | $35649200.00       | $3847772.80        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2051-11-25      | 3.0000%  | 3.0000% | $86512166.00       | $6631766.00        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2051-11-25      | 4.0000%  | 4.0000% | $93952418.00       | $10505600.25       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2051-11-25      | 3.0000%  | 3.0000% | $52605499.00       | $5337631.85        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2052-09-25      | 1.2280%  | 1.2280% | $310000000.00      | $13503444.14       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-06-25      | 2.9280%  | 2.9280% | $250000000.00      | $9944717.22        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-03-25      | 6.5000%  | 6.5000% | $29508844.00       | $3745067.02        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-05-25      | 1.8780%  | 1.8780% | $109383481.00      | $4553599.00        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-01-25      | 2.9280%  | 2.9280% | $57048000.00       | $1766898.39        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-06-25      | 1.8280%  | 1.8280% | $75000000.00       | $2756300.58        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-08-25      | 1.7780%  | 1.7780% | $49499688.00       | $1586898.20        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-08-25      | 0.3280%  | 0.3280% | $50000000.00       | $1038422.91        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-08-25      | 2.9280%  | 2.9280% | $12600000.00       | $1009670.61        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-08-25      | 0.2000%  | 0.2000% | $25200000.00       | $173570.01         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-08-25      | 6.0000%  | 6.0000% | $45189500.00       | $6828355.27        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-11-25      | 2.5280%  | 2.5280% | $36703385.00       | $3319445.34        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2051-04-25      | 5.5000%  | 5.5000% | $9495636.00        | $978306.89         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2036-11-25      | 5.5000%  | 5.5000% | $2219377.00        | $390719.10         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-12-25      | 2.5090%  | 2.5090% | $6250000.00        | $701144.34         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-12-25      | 2.5090%  | 2.5090% | $7834500.00        | $901971.06         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-12-25      | 2.5090%  | 2.5090% | $7500000.00        | $488955.71         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-09-25      | 0.0200%  | 0.0200% | $32000000.00       | $26309.50          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-02-25      | 6.0000%  | 6.0000% | $1770895.00        | $264678.85         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-09-25      | 0.4280%  | 0.4280% | $76000000.00       | $1785216.39        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-09-25      | 0.9780%  | 0.9780% | $30500000.00       | $1813490.96        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-09-25      | 0.0500%  | 0.0500% | $51000000.00       | $86144.43          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2053-02-25      | 6.0000%  | 6.0000% | $416667.00         | $47211.14          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-10-25      | 2.9780%  | 2.9780% | $15483059.00       | $1778270.35        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-10-25      | 0.0500%  | 0.0500% | $15483058.00       | $23814.44          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-05-25      | 6.0000%  | 6.0000% | $864958.00         | $163373.27         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-08-25      | 6.0000%  | 6.0000% | $5043752.00        | $1008600.49        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-10-25      | 3.0280%  | 3.0280% | $43508274.00       | $5061666.65        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-10-25      | 3.0280%  | 3.0280% | $41881934.00       | $4335029.28        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-10-25      | 1.6780%  | 1.6780% | $25000000.00       | $1499751.77        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-08-25      | 6.0000%  | 6.0000% | $7000000.00        | $1424003.78        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-08-25      | 6.0000%  | 6.0000% | $5031250.00        | $1028242.43        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-08-25      | 6.0000%  | 6.0000% | $4352416.00        | $874043.50         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-10-25      | 3.0280%  | 3.0280% | $124365670.00      | $15064769.21       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-07-25      | 5.5000%  | 5.5000% | $1363638.00        | $254063.48         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2050-11-25      | 2.5000%  | 2.5000% | $25000000.00       | $2137929.90        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2049-09-25      | 1.8630%  | 1.8630% | $67482958.00       | $3132710.73        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2049-11-25      | 1.8630%  | 1.8630% | $61023860.00       | $1573130.26        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2052-09-25      | 1.2280%  | 1.2280% | $200000000.00      | $8675466.38        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-06-25      | 2.2780%  | 2.2780% | $81760575.00       | $2032448.64        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-07-25      | 6.5000%  | 6.5000% | $24961538.00       | $3504724.88        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2049-03-15      | 1.7430%  | 1.7430% | $30959344.00       | $2798813.12        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-11-25      | 0.6280%  | 0.6280% | $135827942.00      | $4957436.02        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-03-25      | 0.9780%  | 0.9780% | $305000000.00      | $6629814.57        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-12-25      | 1.7780%  | 1.7780% | $76849463.00       | $4209206.92        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-02-25      | 1.0780%  | 1.0780% | $225000000.00      | $5104511.12        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2055-01-25      | 1.3280%  | 1.3280% | $150000000.00      | $6048366.68        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2055-01-25      | 1.3280%  | 1.3280% | $100000000.00      | $4566814.25        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2053-07-25      | 5.0000%  | 5.0000% | $1445007.00        | $137104.76         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2055-08-25      | 2.9780%  | 2.9780% | $67897666.00       | $5959331.79        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2055-08-25      | 1.3780%  | 1.3780% | $25000000.00       | $1429079.34        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2055-08-25      | 6.0000%  | 6.0000% | $25346417.00       | $4342065.44        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2053-01-25      | 6.0000%  | 6.0000% | $250000.00         | $27598.69          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2055-03-25      | 6.0000%  | 6.0000% | $2708459.00        | $463295.23         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2051-11-25      | 6.0000%  | 6.0000% | $708333.00         | $71541.15          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2055-09-25      | 1.1280%  | 1.1280% | $155353080.00      | $5907182.38        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2055-09-25      | 1.8280%  | 1.8280% | $49180480.00       | $2288712.14        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2055-09-25      | 2.9780%  | 2.9780% | $32122363.00       | $3693902.02        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2063-09-20      | 2.3510%  | 2.3510% | $153709668.00      | $6460952.22        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-09-20      | 1.6010%  | 1.6010% | $100000000.00      | $2116104.01        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-09-20      | 1.6010%  | 1.6010% | $100000000.00      | $2116104.01        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-09-20      | 1.9010%  | 1.9010% | $100000000.00      | $2171232.25        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-09-20      | 1.6010%  | 1.6010% | $100000000.00      | $2116468.34        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-11-20      | 2.8010%  | 2.8010% | $75000000.00       | $1766780.85        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-01-20      | 1.8510%  | 1.8510% | $100000000.00      | $3081167.92        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-12-20      | 2.9510%  | 2.9510% | $60000000.00       | $2263508.50        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-02-20      | 1.8910%  | 1.8910% | $28000000.00       | $1871276.92        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-04-20      | 1.9010%  | 1.9010% | $100000000.00      | $5662107.59        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-04-20      | 1.3510%  | 1.3510% | $200000000.00      | $6911670.04        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-04-20      | 1.2510%  | 1.2510% | $122495781.00      | $2858143.35        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-05-20      | 3.0510%  | 3.0510% | $73861909.00       | $3361749.45        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-05-20      | 3.1010%  | 3.1010% | $50000000.00       | $2414132.98        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-06-20      | 1.9010%  | 1.9010% | $133333334.00      | $8021834.16        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-08-20      | 1.9010%  | 1.9010% | $41666065.00       | $2392798.11        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-12-20      | 1.3010%  | 1.3010% | $100000000.00      | $2645305.15        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-01-20      | 1.1510%  | 1.1510% | $180000000.00      | $2888678.43        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-01-20      | 1.1510%  | 1.1510% | $200000000.00      | $3689930.47        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-01-20      | 2.4510%  | 2.4510% | $70000000.00       | $2066467.53        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-02-20      | 1.2010%  | 1.2010% | $100000000.00      | $6213792.06        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-05-20      | 1.0510%  | 1.0510% | $95000000.00       | $3876139.15        | Agency Collateralized Mortgage Obligation |

### Security 7: BANK OF NOVA SCOTIA

- **C.1 - Title:** BANK OF NOVA SCOTIA
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BYM6J7275, C.3 - LEI: L319ZG2KFGXZ61BMYR72
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: P-1; S&P RATING: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| United States Treasury-U.S. Treasuries (including strips) | 2025-12-31      | 0.3750%  | 0.3750% | $3045.71           | $3040.89           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-02-28      | 0.5000%  | 0.5000% | $1424274.28        | $1414004.24        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-03-31      | 0.7500%  | 0.7500% | $5.71              | $5.66              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-05-31      | 0.7500%  | 0.7500% | $15942.85          | $15760.35          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-06-30      | 1.2500%  | 1.2500% | $5.71              | $5.43              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-09-30      | 0.8750%  | 0.8750% | $5.71              | $5.59              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-11-30      | 1.5000%  | 1.5000% | $51.42             | $48.91             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-04-30      | 2.8750%  | 2.8750% | $560.00            | $549.86            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2032-07-15      | 0.6250%  | 0.6250% | $3669034.28        | $3901260.64        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-08-31      | 3.1250%  | 3.1250% | $85422.85          | $85499.99          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-11-30      | 3.8750%  | 3.8750% | $171480.00         | $176921.10         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-11-30      | 3.8750%  | 3.8750% | $17.14             | $17.59             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-12-31      | 3.8750%  | 3.8750% | $7131.42           | $7300.05           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-01-31      | 3.5000%  | 3.5000% | $17.14             | $17.30             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2033-01-15      | 1.1250%  | 1.1250% | $3040.00           | $3233.26           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2033-02-15      | 3.5000%  | 3.5000% | $5.71              | $5.67              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-02-29      | 4.0000%  | 4.0000% | $5.71              | $5.83              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-02-28      | 4.0000%  | 4.0000% | $571337.14         | $587108.47         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-04-15      | 3.7500%  | 3.7500% | $5.71              | $5.73              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-04-15      | 1.2500%  | 1.2500% | $7880142.85        | $8534258.01        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-04-30      | 3.5000%  | 3.5000% | $2058377.14        | $2064904.63        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-06-30      | 3.7500%  | 3.7500% | $458548.57         | $469226.43         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-06-30      | 4.0000%  | 4.0000% | $56725.71          | $58399.29          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-07-15      | 4.5000%  | 4.5000% | $11.42             | $11.67             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2033-07-15      | 1.3750%  | 1.3750% | $2800685.71        | $2971423.20        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-07-31      | 4.0000%  | 4.0000% | $5.71              | $5.89              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-08-15      | 4.3750%  | 4.3750% | $5.71              | $5.81              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-09-15      | 4.6250%  | 4.6250% | $1811.42           | $1841.78           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-10-31      | 4.8750%  | 4.8750% | $5.71              | $5.95              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2033-11-15      | 4.5000%  | 4.5000% | $1050651.42        | $1100164.45        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-11-30      | 4.3750%  | 4.3750% | $21405.71          | $22632.17          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2025-12-31      | 4.2500%  | 4.2500% | $89011.42          | $90593.06          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-01-31      | 4.0000%  | 4.0000% | $2541474.28        | $2612763.85        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-02-15      | 4.1250%  | 4.1250% | $42417.14          | $43179.79          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-02-28      | 4.6250%  | 4.6250% | $5.71              | $5.78              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-03-31      | 4.1250%  | 4.1250% | $211714.28         | $217264.61         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-04-30      | 4.6250%  | 4.6250% | $485714.28         | $511319.85         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-06-30      | 4.2500%  | 4.2500% | $5.71              | $5.95              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-07-15      | 4.3750%  | 4.3750% | $57.14             | $58.82             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2034-07-15      | 1.8750%  | 1.8750% | $2837594.28        | $3007668.24        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-08-31      | 3.7500%  | 3.7500% | $45.71             | $46.36             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-09-15      | 3.3750%  | 3.3750% | $140925.71         | $141551.30         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-09-30      | 3.6250%  | 3.6250% | $11.42             | $11.47             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-09-30      | 3.5000%  | 3.5000% | $5.71              | $5.74              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-10-31      | 4.1250%  | 4.1250% | $5.71              | $5.85              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-10-31      | 4.1250%  | 4.1250% | $11388.57          | $11699.19          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-10-15      | 1.6250%  | 1.6250% | $1079520.00        | $1134415.15        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2034-11-15      | 4.2500%  | 4.2500% | $11.42             | $11.72             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-11-30      | 4.1250%  | 4.1250% | $8720.00           | $9088.32           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-12-31      | 4.3750%  | 4.3750% | $57.14             | $59.97             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-12-31      | 4.2500%  | 4.2500% | $1414548.57        | $1448382.95        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-01-15      | 4.2500%  | 4.2500% | $11.42             | $11.78             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-01-31      | 4.2500%  | 4.2500% | $5.71              | $5.94              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-02-28      | 4.1250%  | 4.1250% | $15662.85          | $15921.47          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2032-03-31      | 4.1250%  | 4.1250% | $312514.28         | $321941.63         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-03-31      | 4.0000%  | 4.0000% | $177137.14         | $181454.59         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-03-31      | 3.8750%  | 3.8750% | $239028.57         | $241445.36         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2035-05-15      | 4.2500%  | 4.2500% | $469377.14         | $480654.51         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-05-15      | 3.7500%  | 3.7500% | $102.85            | $103.66            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-06-30      | 3.8750%  | 3.8750% | $5.71              | $5.88              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-07-31      | 3.8750%  | 3.8750% | $2216605.71        | $2273718.48        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2035-08-15      | 4.2500%  | 4.2500% | $236268.57         | $244192.15         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-08-31      | 3.6250%  | 3.6250% | $610720.00         | $617549.24         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-09-15      | 3.3750%  | 3.3750% | $5.71              | $5.73              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-04-16      | 0.0000%  | 0.0000% | $22.85             | $22.53             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-05-14      | 0.0000%  | 0.0000% | $5.71              | $5.61              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-06-11      | 0.0000%  | 0.0000% | $62.85             | $61.64             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-07-09      | 0.0000%  | 0.0000% | $51.42             | $50.31             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-02-05      | 0.0000%  | 0.0000% | $34.28             | $34.03             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-09-03      | 0.0000%  | 0.0000% | $22.85             | $22.24             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-02-26      | 0.0000%  | 0.0000% | $17.14             | $16.98             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2025-12-09      | 0.0000%  | 0.0000% | $80.00             | $79.90             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2025-12-23      | 0.0000%  | 0.0000% | $11.42             | $11.39             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-04-02      | 0.0000%  | 0.0000% | $5.71              | $5.64              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-01-13      | 0.0000%  | 0.0000% | $5.71              | $5.68              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-04-09      | 0.0000%  | 0.0000% | $11.42             | $11.27             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-01-15      | 2.3750%  | 2.3750% | $6285.71           | $10315.92          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-01-15      | 1.7500%  | 1.7500% | $30840.00          | $48611.77          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2039-08-15      | 4.5000%  | 4.5000% | $80.00             | $82.60             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2040-02-15      | 4.6250%  | 4.6250% | $748480.00         | $780153.67         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2040-11-15      | 4.2500%  | 4.2500% | $17.14             | $16.87             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2042-05-15      | 3.0000%  | 3.0000% | $11.42             | $9.41              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2043-02-15      | 3.1250%  | 3.1250% | $51.42             | $43.04             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2043-05-15      | 2.8750%  | 2.8750% | $11.42             | $9.09              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2043-11-15      | 3.7500%  | 3.7500% | $17.14             | $15.40             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2044-02-15      | 3.6250%  | 3.6250% | $5.71              | $5.08              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2044-02-15      | 1.3750%  | 1.3750% | $1195537.14        | $1436937.96        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2045-02-15      | 0.7500%  | 0.7500% | $68.57             | $71.14             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2046-02-15      | 2.5000%  | 2.5000% | $5.71              | $4.13              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2046-05-15      | 2.5000%  | 2.5000% | $74.28             | $53.12             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2047-02-15      | 3.0000%  | 3.0000% | $17.14             | $13.43             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2047-11-15      | 2.7500%  | 2.7500% | $11.42             | $8.40              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2048-02-15      | 3.0000%  | 3.0000% | $22.85             | $17.72             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2048-02-15      | 1.0000%  | 1.0000% | $108828.57         | $108476.07         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2048-05-15      | 3.1250%  | 3.1250% | $80.00             | $62.71             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2048-08-15      | 3.0000%  | 3.0000% | $5.71              | $4.40              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2049-11-15      | 2.3750%  | 2.3750% | $62.85             | $41.80             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2050-02-15      | 2.0000%  | 2.0000% | $5.71              | $3.50              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2050-05-15      | 1.2500%  | 1.2500% | $11.42             | $5.70              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2050-08-15      | 1.3750%  | 1.3750% | $91.42             | $47.08             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2040-05-15      | 1.1250%  | 1.1250% | $17.14             | $11.13             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2040-11-15      | 1.3750%  | 1.3750% | $5.71              | $3.79              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2041-08-15      | 1.7500%  | 1.7500% | $18513617.14       | $12872114.52       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2052-02-15      | 2.2500%  | 2.2500% | $45.71             | $29.06             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2052-05-15      | 2.8750%  | 2.8750% | $11.42             | $8.28              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2042-05-15      | 3.2500%  | 3.2500% | $11.42             | $9.76              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2052-08-15      | 3.0000%  | 3.0000% | $5.71              | $4.28              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2042-08-15      | 3.3750%  | 3.3750% | $85.71             | $74.96             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2052-11-15      | 4.0000%  | 4.0000% | $5.71              | $5.13              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2053-11-15      | 4.7500%  | 4.7500% | $34.28             | $34.84             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2054-02-15      | 2.1250%  | 2.1250% | $3657091.42        | $3621300.26        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2044-02-15      | 4.5000%  | 4.5000% | $589908.57         | $592391.89         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2054-05-15      | 4.6250%  | 4.6250% | $34.28             | $34.19             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2044-11-15      | 4.6250%  | 4.6250% | $5.71              | $5.74              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-01-15      | 0.5000%  | 0.5000% | $11.42             | $14.83             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-08-15      | 2.8750%  | 2.8750% | $514.28            | $510.52            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-04-30      | 2.3750%  | 2.3750% | $3622.85           | $3608.28           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-06-30      | 1.8750%  | 1.8750% | $17.14             | $17.08             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-01-15      | 0.6250%  | 0.6250% | $8571434.28        | $11709905.65       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-07-31      | 1.8750%  | 1.8750% | $1085.71           | $1079.03           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-01-31      | 1.5000%  | 1.5000% | $5417.14           | $5312.84           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-02-15      | 1.5000%  | 1.5000% | $479931.42         | $444038.74         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-03-31      | 0.6250%  | 0.6250% | $9914.28           | $9546.32           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-04-30      | 0.5000%  | 0.5000% | $52822.85          | $50617.33          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-05-15      | 0.6250%  | 0.6250% | $3378605.71        | $2973887.42        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-08-15      | 0.6250%  | 0.6250% | $1149588.57        | $1005781.12        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-08-31      | 0.5000%  | 0.5000% | $5.71              | $5.42              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-12-31      | 0.6250%  | 0.6250% | $2174365.71        | $2055252.95        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2032-09-30      | 3.8750%  | 3.8750% | $13711857.14       | $13900818.96       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-10-15      | 3.5000%  | 3.5000% | $6763828.57        | $6796164.87        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-10-15      | 1.1250%  | 1.1250% | $7334520.00        | $7324995.85        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2035-11-15      | 4.0000%  | 4.0000% | $11.42             | $11.44             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-11-15      | 3.5000%  | 3.5000% | $1256462.85        | $1258921.63        | U.S. Treasuries (including strips) |

### Security 8: BANK OF NOVA SCOTIA

- **C.1 - Title:** BANK OF NOVA SCOTIA
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BYM6J72G5, C.3 - LEI: L3I9ZG2KFGXZ61BMYR72
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: P-1; S&P RATING: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                                             | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| United States Treasury-U.S. Treasuries (including strips)               | 2041-02-15      | 1.8750%  | 1.8750% | $116564800.00      | $83940627.93       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)               | 2043-05-15      | 3.8750%  | 3.8750% | $19691400.00       | $18122814.08       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)               | 2044-08-15      | 4.1250%  | 4.1250% | $29860000.00       | $28450300.47       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)               | 2044-11-15      | 4.6250%  | 4.6250% | $118630000.00      | $119322907.34      | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2035-07-01      | 3.0000%  | 3.0000% | $2832.00           | $852.61            | U.S. Treasuries (including strips) |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2044-07-01      | 4.0000%  | 4.0000% | $3177160.00        | $172224.60         | U.S. Treasuries (including strips) |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2044-11-01      | 4.0000%  | 4.0000% | $3327940.00        | $229107.43         | U.S. Treasuries (including strips) |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-11-01      | 6.5000%  | 6.5000% | $4650432.00        | $4863593.85        | U.S. Treasuries (including strips) |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-11-01      | 6.5000%  | 6.5000% | $1000.00           | $960.16            | U.S. Treasuries (including strips) |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-03-01      | 2.5000%  | 2.5000% | $1000.00           | $726.11            | U.S. Treasuries (including strips) |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-08-01      | 3.5000%  | 3.5000% | $1000.00           | $838.61            | U.S. Treasuries (including strips) |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-04-01      | 5.5000%  | 5.5000% | $4814120.00        | $4821403.55        | U.S. Treasuries (including strips) |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2040-11-01      | 4.0000%  | 4.0000% | $1000.00           | $90.66             | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2052-06-01      | 3.0000%  | 3.0000% | $1000.00           | $841.36            | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2055-02-01      | 5.5000%  | 5.5000% | $1000.00           | $964.02            | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2055-08-01      | 5.5000%  | 5.5000% | $8957716.00        | $9094095.31        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)               | 2046-02-15      | 2.5000%  | 2.5000% | $9323100.00        | $6744844.72        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)               | 2040-08-15      | 1.1250%  | 1.1250% | $46997700.00       | $30337152.51       | U.S. Treasuries (including strips) |

### Security 9: BARCLAYS BANK PLC

- **C.1 - Title:** BARCLAYS BANK PLC
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BYM6EC4U6, C.3 - LEI: G5GSEF7VJP5I7OUK5573
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.5900%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **C.10 - Ratings:** FITCH'S RATING: F1; MOODY'S RATING: P-1; S&P RATING: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                                                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2051-01-20      | 2.0000%  | 2.0000% | $558549542.00      | $277100436.77      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2052-06-20      | 3.0000%  | 3.0000% | $813217174.00      | $551546816.05      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2054-10-20      | 4.0000%  | 4.0000% | $208325733.00      | $191352747.46      | Agency Mortgage-Backed Securities |

### Security 10: BMO CAPITAL MARKETS CORP

- **C.1 - Title:** BMO CAPITAL MARKETS CORP
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BYM6J7507, C.3 - LEI: RUC0QBLBRPRCU4W1NE59
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: P-1; S&P RATING: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                                                        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2027-07-15      | 7.5000%  | 7.5000% | $26805.00          | $0.21              | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-05-01      | 3.5000%  | 3.5000% | $7000.00           | $5040.10           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2052-09-20      | 5.0000%  | 5.0000% | $1000.00           | $748.12            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2054-06-20      | 6.5000%  | 6.5000% | $1024.00           | $540.77            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-03-20      | 5.5000%  | 5.5000% | $200000000.00      | $189396961.45      | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2053-12-20      | 7.0000%  | 7.0000% | $1024.00           | $1024.60           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-09-20      | 4.5000%  | 4.5000% | $60292608.00       | $59212511.45       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2065-11-20      | 6.5000%  | 6.5000% | $1024.00           | $1061.09           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2038-10-20      | 5.8750%  | 5.8750% | $1024.00           | $6.02              | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2038-12-20      | 4.7500%  | 4.7500% | $1024.00           | $4.52              | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-09-20      | 6.5000%  | 6.5000% | $1024.00           | $1063.87           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-04-20      | 0.3500%  | 0.3500% | $21194555.00       | $192612.34         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2065-04-20      | 0.1000%  | 0.1000% | $360000000.00      | $738874.97         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2065-04-20      | 0.1000%  | 0.1000% | $360000000.00      | $738874.97         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-01-20      | 5.5000%  | 5.5000% | $2266564.00        | $458256.41         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-01-20      | 6.0000%  | 6.0000% | $286786.00         | $30072.06          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-04-20      | 6.0000%  | 6.0000% | $125000.00         | $13202.49          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-05-20      | 0.0500%  | 0.0500% | $40000000.00       | $46170.11          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-05-20      | 0.0500%  | 0.0500% | $4000000.00        | $4752.16           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-05-20      | 0.0500%  | 0.0500% | $199356000.00      | $136148.79         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-05-20      | 0.0500%  | 0.0500% | $30000000.00       | $20488.29          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-05-20      | 0.0500%  | 0.0500% | $175000000.00      | $119515.03         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-05-20      | 0.0500%  | 0.0500% | $350000000.00      | $239030.06         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-05-20      | 0.0300%  | 0.0300% | $200000000.00      | $81718.14          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-05-20      | 0.0500%  | 0.0500% | $122500000.00      | $83301.00          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-05-20      | 6.0000%  | 6.0000% | $321274.00         | $45350.39          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-05-20      | 2.9510%  | 2.9510% | $7843217.00        | $701674.99         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-12-20      | 6.0000%  | 6.0000% | $126042.00         | $18325.27          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-01-20      | 6.0000%  | 6.0000% | $2760625.00        | $288458.09         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2049-08-20      | 5.5000%  | 5.5000% | $2272727.00        | $245895.82         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-07-20      | 0.0300%  | 0.0300% | $10000000.00       | $9581.59           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2049-10-20      | 0.0000%  | 0.0000% | $24496666.00       | $346216.07         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-06-20      | 1.9010%  | 1.9010% | $18781751.00       | $1020094.72        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-03-20      | 0.1000%  | 0.1000% | $9921161.00        | $31661.37          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-06-20      | 6.0000%  | 6.0000% | $423962.00         | $63336.85          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-03-20      | 0.1000%  | 0.1000% | $17458859.00       | $53261.29          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-03-20      | 0.0500%  | 0.0500% | $20989179.00       | $32015.57          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-10-20      | 6.0000%  | 6.0000% | $4138855.00        | $850440.25         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-11-20      | 6.5000%  | 6.5000% | $408964.00         | $83782.81          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-11-20      | 1.2890%  | 1.2890% | $1186513.00        | $63280.97          | Agency Collateralized Mortgage Obligation |

### Security 11: BNP PARIBAS NEW YORK

- **C.1 - Title:** BNP PARIBAS NEW YORK
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BYM62TYB1, C.3 - LEI: R0MUWSFPU8MPRO8K5P83
- **C.18 - Value (incl. sponsor support):** $750000000.00
- **C.18.a - Value (excl. sponsor support):** $750000000.00
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2025-12-08
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: P-1; S&P RATING: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| United States Treasury-U.S. Treasuries (including strips) | 2026-04-16      | 0.0000%  | 0.0000% | $600.00            | $591.47            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-04-30      | 0.0000%  | 0.0000% | $200.00            | $196.86            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2045-02-15      | 0.0000%  | 0.0000% | $36800.00          | $14862.56          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-08-15      | 2.2500%  | 2.2500% | $1840700.00        | $1813582.50        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-02-15      | 1.6250%  | 1.6250% | $13800.00          | $13798.71          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-07-15      | 0.7500%  | 0.7500% | $47042000.00       | $60489222.23       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-01-31      | 0.7500%  | 0.7500% | $123358700.00      | $116637211.60      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-06-30      | 1.2500%  | 1.2500% | $205308500.00      | $195114743.28      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-10-15      | 3.8750%  | 3.8750% | $378900000.00      | $383175532.58      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2035-08-15      | 4.2500%  | 4.2500% | $7489000.00        | $7740153.79        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-11-15      | 0.0000%  | 0.0000% | $108.06            | $104.38            | U.S. Treasuries (including strips) |

### Security 12: BNP PARIBAS NEW YORK

- **C.1 - Title:** BNP PARIBAS NEW YORK
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BYM6DRNR0, C.3 - LEI: R0MUWSFPU8MPRO8K5P83
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.5900%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2026-01-23
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: P-1; S&P RATING: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| United States Treasury-U.S. Treasuries (including strips) | 2055-02-15      | 0.0000%  | 0.0000% | $3600800.00        | $915215.33         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2053-02-15      | 1.5000%  | 1.5000% | $144249000.00      | $127818884.86      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-10-15      | 0.1250%  | 0.1250% | $47206400.00       | $55592692.12       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-04-30      | 4.6250%  | 4.6250% | $562765000.00      | $584981469.78      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2035-02-15      | 4.6250%  | 4.6250% | $229705700.00      | $244752877.73      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2035-05-15      | 0.0000%  | 0.0000% | $8767334.40        | $5929444.69        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2049-08-15      | 0.0000%  | 0.0000% | $29906.95          | $9415.45           | U.S. Treasuries (including strips) |

### Security 13: BNP PARIBAS NEW YORK

- **C.1 - Title:** BNP PARIBAS NEW YORK
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BYM6J73W9, C.3 - LEI: R0MUWSFPU8MPRO8K5P83
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.5900%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: P-1; S&P RATING: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                                                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2051-10-01      | 2.5000%  | 2.5000% | $877609.00         | $546118.06         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2051-12-01      | 2.0000%  | 2.0000% | $29008.00          | $18762.81          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-03-01      | 2.0000%  | 2.0000% | $15000.00          | $9948.17           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-04-01      | 2.0000%  | 2.0000% | $2103940.00        | $1416876.49        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-04-01      | 2.5000%  | 2.5000% | $223567.00         | $152511.74         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-10-01      | 4.0000%  | 4.0000% | $34418.00          | $27159.71          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-10-01      | 4.5000%  | 4.5000% | $76000.00          | $59739.97          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-10-01      | 5.0000%  | 5.0000% | $3377200.00        | $2635139.14        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-07-01      | 5.0000%  | 5.0000% | $9000.00           | $6628.47           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-01-01      | 5.0000%  | 5.0000% | $493991.00         | $400148.73         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-11-01      | 3.5000%  | 3.5000% | $12000.00          | $9246.18           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-12-01      | 4.0000%  | 4.0000% | $257370.00         | $208267.82         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-05-01      | 5.0000%  | 5.0000% | $5967460.00        | $4997078.77        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-05-01      | 5.5000%  | 5.5000% | $840000.00         | $666472.29         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-02-01      | 5.0000%  | 5.0000% | $1210700.00        | $992254.54         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-02-01      | 5.5000%  | 5.5000% | $312998.00         | $238337.07         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-03-01      | 5.0000%  | 5.0000% | $181106.00         | $150192.86         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-04-01      | 5.0000%  | 5.0000% | $383999.00         | $317935.18         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-04-01      | 3.5000%  | 3.5000% | $7006.00           | $5704.11           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-07-01      | 6.0000%  | 6.0000% | $903637.00         | $678233.73         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-09-01      | 6.0000%  | 6.0000% | $2245464.00        | $1675291.90        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-10-01      | 5.5000%  | 5.5000% | $2805816.00        | $2301583.86        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-02-01      | 5.5000%  | 5.5000% | $4371000.00        | $3655369.89        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-04-01      | 5.5000%  | 5.5000% | $112000.00         | $105395.68         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-05-01      | 5.0000%  | 5.0000% | $499000.00         | $483690.90         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-12-01      | 6.5000%  | 6.5000% | $23000.00          | $17380.16          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2049-02-01      | 2.1090%  | 2.1090% | $681109.00         | $450645.69         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2051-01-01      | 2.5000%  | 2.5000% | $99000.00          | $27411.10          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2051-05-01      | 3.0000%  | 3.0000% | $299000.00         | $172104.60         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2051-06-01      | 2.5000%  | 2.5000% | $1000000.00        | $506760.29         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2051-11-01      | 2.0000%  | 2.0000% | $99000.00          | $64928.72          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-04-01      | 3.5000%  | 3.5000% | $89031.00          | $53809.85          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-04-01      | 3.5000%  | 3.5000% | $20787.00          | $15146.40          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-05-01      | 4.5000%  | 4.5000% | $87000.00          | $62887.54          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-08-01      | 6.0000%  | 6.0000% | $1100500.00        | $807609.32         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-08-01      | 5.0000%  | 5.0000% | $357692.00         | $239100.88         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-09-01      | 5.0000%  | 5.0000% | $1432214.00        | $1142214.33        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-09-01      | 5.0000%  | 5.0000% | $718848.00         | $484644.30         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-10-01      | 5.0000%  | 5.0000% | $4452440.00        | $3637319.69        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-09-01      | 4.5000%  | 4.5000% | $7000.00           | $6451.26           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-11-01      | 5.0000%  | 5.0000% | $2190000.00        | $1753907.37        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-12-01      | 6.5000%  | 6.5000% | $2588724.00        | $2105501.07        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-02-01      | 5.0000%  | 5.0000% | $5494000.00        | $4340646.52        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-02-01      | 5.5000%  | 5.5000% | $3444000.00        | $2729727.16        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-05-01      | 5.5000%  | 5.5000% | $2067130.00        | $1678780.80        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-05-01      | 7.0000%  | 7.0000% | $5001.00           | $5332.74           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-06-01      | 5.0000%  | 5.0000% | $3113348.00        | $2995321.02        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-07-01      | 6.0000%  | 6.0000% | $2027960.00        | $2053344.37        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-09-01      | 6.5000%  | 6.5000% | $481141.00         | $385437.32         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-09-01      | 5.5000%  | 5.5000% | $269527.00         | $256471.30         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-09-01      | 5.5000%  | 5.5000% | $1192706.00        | $1197791.53        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-11-01      | 6.0000%  | 6.0000% | $2241560.00        | $2116316.75        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2049-08-01      | 3.5000%  | 3.5000% | $240000.00         | $48977.11          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2051-09-01      | 2.5000%  | 2.5000% | $500000.00         | $313078.36         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2051-09-01      | 2.5000%  | 2.5000% | $777783.00         | $485051.69         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2051-09-01      | 2.0000%  | 2.0000% | $1574946.00        | $982784.71         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-04-01      | 4.0000%  | 4.0000% | $82685.00          | $58859.71          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-06-01      | 5.0000%  | 5.0000% | $26276.00          | $20169.02          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-07-01      | 5.0000%  | 5.0000% | $263082.00         | $187680.92         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-04-01      | 6.0000%  | 6.0000% | $2497000.00        | $1981515.55        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-11-01      | 5.0000%  | 5.0000% | $8002.00           | $6574.66           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-11-01      | 5.5000%  | 5.5000% | $6582000.00        | $5129779.31        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-06-01      | 6.5000%  | 6.5000% | $421071.00         | $268495.79         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2038-07-01      | 6.3070%  | 6.3070% | $30328019.00       | $17957.49          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-12-01      | 4.8460%  | 4.8460% | $1000000.00        | $796117.96         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2038-01-01      | 6.4000%  | 6.4000% | $3579740.00        | $3284546.25        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-11-01      | 5.1360%  | 5.1360% | $63464904.00       | $63982806.04       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-04-01      | 4.8810%  | 4.8810% | $30785088.00       | $30419976.88       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2046-12-01      | 3.5000%  | 3.5000% | $99000.00          | $14015.86          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2035-04-01      | 6.2450%  | 6.2450% | $4995232.00        | $63942.03          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2036-02-01      | 6.1410%  | 6.1410% | $7301378.00        | $39031.46          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2036-03-01      | 6.5000%  | 6.5000% | $2712000.00        | $25326.43          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2035-07-01      | 6.6740%  | 6.6740% | $24138192.00       | $383786.12         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2037-08-01      | 6.5350%  | 6.5350% | $7849728.00        | $48424.50          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2037-09-01      | 6.5590%  | 6.5590% | $79236448.00       | $1145408.98        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2037-04-01      | 6.4260%  | 6.4260% | $141590.00         | $64003.91          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2038-06-01      | 5.5000%  | 5.5000% | $22023776.00       | $82712.43          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2037-08-01      | 7.0000%  | 7.0000% | $1376558.00        | $15886.44          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2040-07-01      | 4.5000%  | 4.5000% | $2350604.00        | $237750.20         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2032-03-01      | 7.0000%  | 7.0000% | $2870649.00        | $6726.56           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2041-09-01      | 4.5000%  | 4.5000% | $700000.00         | $33747.06          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2043-02-01      | 3.0000%  | 3.0000% | $653000.00         | $117907.58         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2046-02-01      | 4.0000%  | 4.0000% | $506524.00         | $32768.04          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2046-03-01      | 4.0000%  | 4.0000% | $14701870.00       | $1831896.50        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2046-08-01      | 3.0000%  | 3.0000% | $148152.00         | $32725.16          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2046-12-01      | 3.0000%  | 3.0000% | $75000.00          | $15136.00          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2044-07-01      | 6.2540%  | 6.2540% | $591000.00         | $9856.25           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2032-10-01      | 3.0000%  | 3.0000% | $490968.00         | $45184.40          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2037-02-01      | 7.0000%  | 7.0000% | $865000.00         | $8079.35           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2042-06-01      | 4.0000%  | 4.0000% | $341888.00         | $37904.42          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2035-05-01      | 7.0000%  | 7.0000% | $315000.00         | $6487.94           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2042-12-01      | 4.0000%  | 4.0000% | $530000.00         | $49163.42          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2046-02-01      | 4.5000%  | 4.5000% | $1175000.00        | $124371.36         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2046-06-01      | 3.0000%  | 3.0000% | $225000.00         | $33262.24          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2046-10-01      | 3.0000%  | 3.0000% | $1467002.00        | $232642.05         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2047-07-01      | 3.0000%  | 3.0000% | $12874984.00       | $1889639.56        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2048-03-01      | 3.5000%  | 3.5000% | $1285000.00        | $276588.24         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2048-11-01      | 4.0000%  | 4.0000% | $129996.00         | $9330.80           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2045-03-01      | 4.0000%  | 4.0000% | $15968816.00       | $3966607.85        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2046-12-01      | 4.0000%  | 4.0000% | $1241050.00        | $229775.54         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2035-02-01      | 3.0000%  | 3.0000% | $230000.00         | $36893.25          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2049-12-01      | 3.5000%  | 3.5000% | $364000.00         | $103978.92         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2044-09-01      | 3.5000%  | 3.5000% | $5545480.00        | $2501994.19        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2051-04-01      | 2.0000%  | 2.0000% | $13000.00          | $6235.65           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2049-12-01      | 4.0000%  | 4.0000% | $2939000.00        | $1575249.25        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-07-01      | 5.0000%  | 5.0000% | $156000.00         | $111759.40         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-08-01      | 4.5000%  | 4.5000% | $1197000.00        | $934442.02         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-09-01      | 5.0000%  | 5.0000% | $2625000.00        | $2058938.15        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2051-08-01      | 2.0000%  | 2.0000% | $2325000.00        | $1548351.84        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-12-01      | 4.5000%  | 4.5000% | $103123.00         | $76119.56          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-04-01      | 5.0000%  | 5.0000% | $32111.00          | $26648.23          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-03-01      | 3.5000%  | 3.5000% | $414992.00         | $324200.84         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-06-01      | 3.0000%  | 3.0000% | $319981.00         | $226476.31         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-03-01      | 6.0000%  | 6.0000% | $9991000.00        | $8611049.07        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-12-01      | 3.5000%  | 3.5000% | $124979.00         | $107181.41         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-01-01      | 6.0000%  | 6.0000% | $2084900.00        | $1730461.24        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-07-01      | 3.0000%  | 3.0000% | $7000.00           | $5641.64           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-04-01      | 5.0000%  | 5.0000% | $13336.00          | $11825.91          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-10-01      | 4.5000%  | 4.5000% | $436589.00         | $400132.60         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-12-01      | 5.0000%  | 5.0000% | $3137824.00        | $2933698.13        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2051-04-01      | 2.0000%  | 2.0000% | $1859000.00        | $1040449.47        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2051-08-01      | 2.5000%  | 2.5000% | $3442160.00        | $2061672.29        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-05-01      | 6.5000%  | 6.5000% | $9000.00           | $7196.22           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2051-02-01      | 2.5000%  | 2.5000% | $720968.00         | $342022.07         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2051-05-01      | 3.0000%  | 3.0000% | $14000.00          | $6387.57           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2051-07-01      | 2.0000%  | 2.0000% | $1640000.00        | $1009120.45        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-01-01      | 2.5000%  | 2.5000% | $247000.00         | $160432.11         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-01-01      | 3.5000%  | 3.5000% | $21990.00          | $13016.09          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-07-01      | 5.5000%  | 5.5000% | $544756.00         | $538349.83         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-08-01      | 6.0000%  | 6.0000% | $499534.00         | $514599.48         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-08-01      | 6.5000%  | 6.5000% | $1006635.00        | $1052382.24        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-09-01      | 6.5000%  | 6.5000% | $947501.00         | $989222.39         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-09-01      | 6.5000%  | 6.5000% | $1862344.00        | $1951879.63        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-10-01      | 5.5000%  | 5.5000% | $5940032.00        | $6047976.09        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-09-01      | 6.0000%  | 6.0000% | $2572140.00        | $2664111.94        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-10-01      | 6.5000%  | 6.5000% | $502269.00         | $525891.24         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-10-01      | 6.0000%  | 6.0000% | $1900830.00        | $1967857.62        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-09-01      | 6.0000%  | 6.0000% | $2996284.00        | $3103025.96        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-10-01      | 5.0000%  | 5.0000% | $1222308.00        | $1232231.91        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-11-01      | 5.5000%  | 5.5000% | $1777862.00        | $1814918.01        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2045-11-01      | 3.0000%  | 3.0000% | $5545000.00        | $797941.71         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2030-08-01      | 3.0000%  | 3.0000% | $107331.00         | $7803.93           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2046-04-01      | 4.0000%  | 4.0000% | $148000.00         | $9495.29           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2046-08-01      | 3.0000%  | 3.0000% | $4500000.00        | $856656.07         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2047-03-01      | 4.0000%  | 4.0000% | $500000.00         | $55743.72          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2046-12-01      | 3.5000%  | 3.5000% | $326000.00         | $67180.89          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2047-02-01      | 3.0000%  | 3.0000% | $853686.00         | $198064.35         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2047-08-01      | 4.0000%  | 4.0000% | $3937852.00        | $1153109.71        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2032-10-01      | 3.0000%  | 3.0000% | $43000.00          | $8062.19           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2032-10-01      | 3.0000%  | 3.0000% | $28999.00          | $5165.80           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2048-12-01      | 4.5000%  | 4.5000% | $12724768.00       | $2264100.42        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2048-06-01      | 5.0000%  | 5.0000% | $1067024.00        | $263533.20         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2048-10-01      | 5.0000%  | 5.0000% | $4265360.00        | $561051.39         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2047-09-01      | 4.0000%  | 4.0000% | $2708610.00        | $645850.75         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2045-10-01      | 4.5000%  | 4.5000% | $97040.00          | $24368.40          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2045-02-01      | 4.0000%  | 4.0000% | $92368.00          | $19281.02          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2047-07-01      | 3.0000%  | 3.0000% | $1517000.00        | $342783.14         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2041-07-01      | 6.0000%  | 6.0000% | $7307000.00        | $1987042.66        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2048-10-01      | 4.0000%  | 4.0000% | $786000.00         | $212018.91         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2043-02-01      | 3.0000%  | 3.0000% | $4335000.00        | $1325257.65        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2049-06-01      | 4.0000%  | 4.0000% | $14996000.00       | $2611105.67        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2049-05-01      | 5.0000%  | 5.0000% | $537812.00         | $75389.92          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-05-01      | 2.2660%  | 2.2660% | $85641.00          | $62649.13          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-01-01      | 4.1840%  | 4.1840% | $2107464.00        | $1964483.59        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2050-04-01      | 6.5700%  | 6.5700% | $7827000.00        | $7427894.33        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2044-02-01      | 6.4640%  | 6.4640% | $1503062.00        | $1453650.47        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2048-09-01      | 5.0000%  | 5.0000% | $2008988.00        | $75868.64          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2049-06-01      | 3.5000%  | 3.5000% | $4685000.00        | $1110768.11        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2049-10-01      | 3.0000%  | 3.0000% | $13639936.00       | $2497747.77        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2050-03-01      | 3.0000%  | 3.0000% | $327000.00         | $74048.00          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2050-07-01      | 3.0000%  | 3.0000% | $60787.00          | $16388.10          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2050-09-01      | 2.5000%  | 2.5000% | $1756886.00        | $563831.89         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-01-01      | 2.0000%  | 2.0000% | $247001.00         | $141882.13         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-08-01      | 2.5000%  | 2.5000% | $55987.00          | $34025.05          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-03-01      | 2.0000%  | 2.0000% | $3397000.00        | $1925163.79        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2042-03-01      | 2.9700%  | 2.9700% | $3276928.00        | $2588687.44        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2034-11-01      | 4.9400%  | 4.9400% | $5697.00           | $5937.75           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2029-09-01      | 4.8090%  | 4.8090% | $150000.00         | $154301.17         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2030-01-01      | 5.0490%  | 5.0490% | $1112126.00        | $1114860.16        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-07-01      | 2.5000%  | 2.5000% | $7206000.00        | $4246144.66        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-03-01      | 2.5000%  | 2.5000% | $1015474.00        | $759783.43         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-10-01      | 2.0000%  | 2.0000% | $49000.00          | $34140.12          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-02-01      | 2.5000%  | 2.5000% | $9000.00           | $6027.99           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-09-01      | 2.5000%  | 2.5000% | $1488000.00        | $911462.26         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-01-01      | 3.0000%  | 3.0000% | $52000.00          | $34020.30          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-02-01      | 5.5000%  | 5.5000% | $4921975.00        | $4739004.41        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-01-01      | 2.0000%  | 2.0000% | $1860200.00        | $1213141.50        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-02-01      | 3.5000%  | 3.5000% | $20000.00          | $12930.98          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-05-01      | 6.5000%  | 6.5000% | $2875884.00        | $2838421.45        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-04-01      | 3.5000%  | 3.5000% | $91999.00          | $50817.16          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-04-01      | 2.0000%  | 2.0000% | $2887478.00        | $1987561.62        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-04-01      | 2.5000%  | 2.5000% | $98717.00          | $69922.80          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2040-06-01      | 5.5080%  | 5.5080% | $15700000.00       | $34721.98          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2032-03-01      | 6.5000%  | 6.5000% | $4998000.00        | $8454.99           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2041-06-01      | 5.5000%  | 5.5000% | $3793350.00        | $164731.34         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2041-08-01      | 4.5000%  | 4.5000% | $2760128.00        | $216844.24         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2041-09-01      | 4.5000%  | 4.5000% | $796000.00         | $93711.86          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2041-11-01      | 4.0000%  | 4.0000% | $1244988.00        | $128194.44         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2042-01-01      | 6.3340%  | 6.3340% | $1425000.00        | $14466.91          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2042-10-01      | 6.5590%  | 6.5590% | $6891384.00        | $317682.25         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2037-10-01      | 6.4400%  | 6.4400% | $2550000.00        | $50013.22          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2040-05-01      | 6.5000%  | 6.5000% | $64825600.00       | $4114082.27        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2045-05-01      | 4.5000%  | 4.5000% | $210332.00         | $36787.46          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2045-08-01      | 3.5000%  | 3.5000% | $38002.00          | $6556.12           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2046-10-01      | 3.0000%  | 3.0000% | $2959000.00        | $764271.69         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2047-01-01      | 3.0000%  | 3.0000% | $571000.00         | $152500.95         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2026-07-01      | 3.3500%  | 3.3500% | $55000.00          | $45108.15          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2027-06-01      | 2.9700%  | 2.9700% | $110000.00         | $90204.69          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2042-09-01      | 6.3890%  | 6.3890% | $247000.00         | $5659.97           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2043-02-01      | 2.5000%  | 2.5000% | $609830.00         | $119255.53         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2029-09-01      | 3.0000%  | 3.0000% | $413129.00         | $32631.36          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2045-01-01      | 4.0000%  | 4.0000% | $1500000.00        | $213287.59         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2045-03-01      | 4.0000%  | 4.0000% | $230999.00         | $42291.40          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2047-01-01      | 3.0000%  | 3.0000% | $555000.00         | $177722.02         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2043-06-01      | 6.2430%  | 6.2430% | $3481936.00        | $151306.75         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2044-04-01      | 4.5000%  | 4.5000% | $678394.00         | $71279.96          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2045-05-01      | 3.0000%  | 3.0000% | $781997.00         | $107304.74         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2045-10-01      | 4.0000%  | 4.0000% | $7166000.00        | $750125.91         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2032-11-01      | 5.5000%  | 5.5000% | $3513000.00        | $8990.49           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2032-12-01      | 6.2060%  | 6.2060% | $2841289.00        | $5594.14           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2033-01-01      | 6.3490%  | 6.3490% | $23248928.00       | $46684.05          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2034-04-01      | 5.5000%  | 5.5000% | $890958.00         | $5565.94           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2033-12-01      | 6.2480%  | 6.2480% | $4025000.00        | $8318.05           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2034-08-01      | 6.2060%  | 6.2060% | $1199150.00        | $6625.19           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2035-04-01      | 6.0000%  | 6.0000% | $5000000.00        | $44538.98          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2036-09-01      | 6.4130%  | 6.4130% | $89134592.00       | $279247.35         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2033-08-01      | 6.1820%  | 6.1820% | $24032146.00       | $560229.29         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2034-06-01      | 6.3250%  | 6.3250% | $8369472.00        | $19479.67          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2044-09-01      | 5.3070%  | 5.3070% | $9750000.00        | $90516.58          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2035-10-01      | 5.9320%  | 5.9320% | $50013299.00       | $83079.43          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2036-04-01      | 6.8250%  | 6.8250% | $2150000.00        | $37933.21          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-02-01      | 7.0000%  | 7.0000% | $1034866.00        | $883919.62         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-05-01      | 6.0000%  | 6.0000% | $5358820.00        | $3396905.38        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-08-01      | 6.5000%  | 6.5000% | $433216.00         | $446613.78         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-09-01      | 6.0000%  | 6.0000% | $36942720.00       | $32169591.58       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-09-01      | 6.5000%  | 6.5000% | $30000.00          | $21634.63          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-09-01      | 5.0000%  | 5.0000% | $6699654.00        | $5905034.00        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-11-01      | 5.5000%  | 5.5000% | $1192800.00        | $1125804.20        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-11-01      | 5.5000%  | 5.5000% | $53861.00          | $54244.81          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-11-01      | 6.0000%  | 6.0000% | $1117232.00        | $767143.26         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-01-01      | 5.5000%  | 5.5000% | $12263280.00       | $11200115.66       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-01-01      | 6.0000%  | 6.0000% | $113301.00         | $115629.49         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-01-01      | 6.0000%  | 6.0000% | $13000.00          | $12240.34          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-02-01      | 6.0000%  | 6.0000% | $10000.00          | $10156.14          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-02-01      | 6.0000%  | 6.0000% | $610152.00         | $627945.23         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-04-01      | 6.5000%  | 6.5000% | $2729350.00        | $2830156.46        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-04-01      | 5.5000%  | 5.5000% | $7000.00           | $7085.20           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-02-01      | 6.5000%  | 6.5000% | $398752.00         | $244964.22         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-02-01      | 6.5000%  | 6.5000% | $4631378.00        | $4232211.06        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-03-01      | 6.0000%  | 6.0000% | $1426094.00        | $1239601.37        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-02-01      | 5.5000%  | 5.5000% | $7000.00           | $7112.38           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-04-01      | 6.5000%  | 6.5000% | $237770.00         | $122565.00         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-05-01      | 6.0000%  | 6.0000% | $1538456.00        | $1540188.48        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-08-01      | 5.5000%  | 5.5000% | $26985.00          | $27688.33          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-07-01      | 3.4680%  | 3.4680% | $3136179.00        | $2981901.38        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-09-01      | 7.0000%  | 7.0000% | $1124738.00        | $1187976.98        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2050-04-01      | 4.5000%  | 4.5000% | $1194000.00        | $292519.63         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-07-01      | 2.5000%  | 2.5000% | $40000.00          | $23691.67          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-07-01      | 2.0000%  | 2.0000% | $4610000.00        | $2555290.40        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2050-04-01      | 3.0000%  | 3.0000% | $164000.00         | $81473.98          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-08-01      | 2.5000%  | 2.5000% | $1383500.00        | $884483.27         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-09-01      | 3.0000%  | 3.0000% | $100000.00         | $58690.56          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-10-01      | 3.0000%  | 3.0000% | $3221845.00        | $2033281.68        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-11-01      | 2.5000%  | 2.5000% | $50000.00          | $27985.32          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-09-01      | 4.5000%  | 4.5000% | $698000.00         | $397098.97         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-01-01      | 2.0000%  | 2.0000% | $98000.00          | $62428.71          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-03-01      | 3.5000%  | 3.5000% | $1099998.00        | $747396.15         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2047-12-01      | 5.0000%  | 5.0000% | $13002.00          | $6985.50           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-09-01      | 2.5000%  | 2.5000% | $10000.00          | $7059.16           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-03-01      | 2.5000%  | 2.5000% | $90001.00          | $60419.51          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-06-01      | 3.5000%  | 3.5000% | $107000.00         | $76522.96          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-06-01      | 4.0000%  | 4.0000% | $654307.00         | $488445.25         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-07-01      | 4.0000%  | 4.0000% | $690000.00         | $510205.23         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-08-01      | 2.5000%  | 2.5000% | $22000.00          | $15382.99          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-03-01      | 2.0000%  | 2.0000% | $617950.00         | $403189.53         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-01-01      | 2.0000%  | 2.0000% | $451926.00         | $297503.71         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-12-01      | 3.0000%  | 3.0000% | $198000.00         | $137313.81         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-05-01      | 2.0000%  | 2.0000% | $17000.00          | $11836.24          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2050-08-01      | 3.5000%  | 3.5000% | $80000.00          | $55471.57          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-04-01      | 3.0000%  | 3.0000% | $52000.00          | $37765.19          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-11-01      | 5.0000%  | 5.0000% | $900000.00         | $591378.89         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-11-01      | 5.0000%  | 5.0000% | $3038348.00        | $2398827.33        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-10-01      | 4.0000%  | 4.0000% | $775000.00         | $632230.14         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-04-01      | 3.0000%  | 3.0000% | $26000.00          | $19822.07          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-11-01      | 5.0000%  | 5.0000% | $245512.00         | $191054.06         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-11-01      | 5.5000%  | 5.5000% | $39000.00          | $27994.19          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-07-01      | 2.0000%  | 2.0000% | $22948.00          | $15641.66          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2050-09-01      | 3.5000%  | 3.5000% | $235000.00         | $171507.36         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-09-01      | 5.0000%  | 5.0000% | $14850816.00       | $12531600.87       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-04-01      | 5.0000%  | 5.0000% | $654000.00         | $521055.72         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-09-01      | 5.0000%  | 5.0000% | $640000.00         | $501802.38         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-07-01      | 5.0000%  | 5.0000% | $19710720.00       | $16333778.46       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-08-01      | 4.5000%  | 4.5000% | $15066800.00       | $12412225.28       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-03-01      | 2.5000%  | 2.5000% | $496557.00         | $370353.05         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-05-01      | 3.0000%  | 3.0000% | $927870.00         | $692868.61         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-12-01      | 3.0000%  | 3.0000% | $25000.00          | $19479.12          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-03-01      | 3.0000%  | 3.0000% | $227448.00         | $177181.55         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-12-01      | 2.0000%  | 2.0000% | $805093.00         | $607588.40         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-03-01      | 2.5000%  | 2.5000% | $40000.00          | $30263.44          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-04-01      | 2.0000%  | 2.0000% | $42000.00          | $30966.21          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-09-01      | 3.5000%  | 3.5000% | $592693.00         | $498123.24         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-04-01      | 2.5000%  | 2.5000% | $155000.00         | $121194.78         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-12-01      | 3.5000%  | 3.5000% | $1563524.00        | $1337752.85        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-05-01      | 6.0000%  | 6.0000% | $2128532.00        | $2036155.53        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-01-01      | 7.5000%  | 7.5000% | $1273680.00        | $868173.35         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2037-08-01      | 6.5000%  | 6.5000% | $4031700.00        | $29980.17          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2038-04-01      | 6.8650%  | 6.8650% | $3466000.00        | $33878.88          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2040-06-01      | 4.5000%  | 4.5000% | $15968000.00       | $829832.52         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2033-01-01      | 3.0000%  | 3.0000% | $1000000.00        | $97232.04          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2034-02-01      | 4.5000%  | 4.5000% | $204000.00         | $20427.10          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2048-11-01      | 4.0000%  | 4.0000% | $308994.00         | $24261.68          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2048-01-01      | 3.0000%  | 3.0000% | $992000.00         | $159671.35         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2048-06-01      | 5.0000%  | 5.0000% | $228000.00         | $15790.33          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2048-07-01      | 4.5000%  | 4.5000% | $830048.00         | $65751.42          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-07-01      | 2.5000%  | 2.5000% | $274003.00         | $160878.90         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-11-01      | 3.5000%  | 3.5000% | $13000.00          | $6815.42           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2049-12-01      | 3.5000%  | 3.5000% | $388587.00         | $53265.64          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2040-01-01      | 3.0000%  | 3.0000% | $535421.00         | $89844.13          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2050-06-01      | 3.0000%  | 3.0000% | $142000.00         | $37828.50          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2050-08-01      | 2.5000%  | 2.5000% | $11373000.00       | $4272085.12        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-07-01      | 4.3590%  | 4.3590% | $100000.00         | $68493.93          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-06-01      | 2.5000%  | 2.5000% | $1170590.00        | $797877.08         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-06-01      | 4.0000%  | 4.0000% | $98999.00          | $69576.15          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-09-01      | 6.5000%  | 6.5000% | $430212.00         | $308799.20         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-04-01      | 6.0000%  | 6.0000% | $489888.00         | $314536.55         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-01-01      | 6.5000%  | 6.5000% | $1108824.00        | $883966.58         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-10-01      | 5.0000%  | 5.0000% | $434486.00         | $357511.36         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-12-01      | 5.0000%  | 5.0000% | $904861.00         | $692700.21         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-08-01      | 3.0000%  | 3.0000% | $793925.00         | $660898.03         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-10-01      | 3.5000%  | 3.5000% | $372985.00         | $329231.82         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-06-01      | 5.5000%  | 5.5000% | $100000.00         | $76001.18          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2030-09-01      | 4.6390%  | 4.6390% | $5342048.00        | $5497811.43        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2030-11-01      | 4.7400%  | 4.7400% | $1210000.00        | $1250943.98        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2032-11-01      | 4.0850%  | 4.0850% | $1293034.00        | $1288224.88        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2048-04-01      | 4.5000%  | 4.5000% | $6818208.00        | $519279.74         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2048-07-01      | 4.5000%  | 4.5000% | $4746000.00        | $719654.08         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2048-11-01      | 4.5000%  | 4.5000% | $1594988.00        | $116449.53         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2049-06-01      | 4.0000%  | 4.0000% | $165000.00         | $48693.23          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2050-03-01      | 4.5000%  | 4.5000% | $1285152.00        | $557293.28         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2049-12-01      | 4.0000%  | 4.0000% | $197000.00         | $56487.72          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2050-01-01      | 3.0000%  | 3.0000% | $16562921.00       | $3609126.00        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2050-04-01      | 3.5000%  | 3.5000% | $605998.00         | $200011.72         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2050-04-01      | 3.0000%  | 3.0000% | $1000000.00        | $398156.85         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2050-05-01      | 3.0000%  | 3.0000% | $83899.00          | $37104.23          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-01-01      | 2.0000%  | 2.0000% | $606002.00         | $339099.30         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-02-01      | 2.5000%  | 2.5000% | $930000.00         | $491907.26         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-07-01      | 6.0000%  | 6.0000% | $922329.00         | $794923.77         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-11-01      | 3.0000%  | 3.0000% | $120000.00         | $76661.97          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-11-01      | 3.0000%  | 3.0000% | $99904.00          | $68076.95          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-01-01      | 2.5000%  | 2.5000% | $123000.00         | $80904.52          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-04-01      | 2.5000%  | 2.5000% | $88609.00          | $59787.65          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-06-01      | 4.0000%  | 4.0000% | $170840.00         | $127621.27         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-06-01      | 3.5000%  | 3.5000% | $39999.00          | $30026.46          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-07-01      | 4.0000%  | 4.0000% | $10718.00          | $7752.14           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-07-01      | 3.0000%  | 3.0000% | $494544.00         | $367455.11         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-07-01      | 3.5000%  | 3.5000% | $345000.00         | $251697.42         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-07-01      | 3.5000%  | 3.5000% | $1326936.00        | $975815.91         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-09-01      | 6.0000%  | 6.0000% | $2359798.00        | $1815373.17        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-11-01      | 4.0000%  | 4.0000% | $33000.00          | $25677.64          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-02-01      | 5.5000%  | 5.5000% | $933697.00         | $723829.58         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-03-01      | 5.0000%  | 5.0000% | $41204736.00       | $34199302.10       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-04-01      | 5.0000%  | 5.0000% | $13795744.00       | $10060029.86       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-04-01      | 5.0000%  | 5.0000% | $7158.00           | $5683.49           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-04-01      | 6.5000%  | 6.5000% | $96000.00          | $60007.14          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-07-01      | 5.0000%  | 5.0000% | $28000.00          | $24115.45          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-08-01      | 4.0000%  | 4.0000% | $60000.00          | $50522.12          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-06-01      | 5.5000%  | 5.5000% | $1006390.00        | $801383.20         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-07-01      | 6.0000%  | 6.0000% | $410000.00         | $385654.80         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-05-01      | 6.0000%  | 6.0000% | $254000.00         | $174085.50         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-09-01      | 6.0000%  | 6.0000% | $91000.00          | $84821.76          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-09-01      | 6.5000%  | 6.5000% | $52000.00          | $48067.87          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-08-01      | 3.5000%  | 3.5000% | $25369960.00       | $21918271.21       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-02-01      | 5.5000%  | 5.5000% | $3693308.00        | $3415768.91        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-10-01      | 4.5000%  | 4.5000% | $3294000.00        | $3078189.25        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-09-01      | 6.0000%  | 6.0000% | $5016560.00        | $4992799.23        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-12-01      | 5.0000%  | 5.0000% | $25362656.00       | $24071707.31       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-01-01      | 6.0000%  | 6.0000% | $1004147.00        | $999875.13         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-07-01      | 2.5000%  | 2.5000% | $751662.00         | $635928.23         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-04-01      | 3.5000%  | 3.5000% | $15777840.00       | $14815990.22       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2049-08-01      | 5.0000%  | 5.0000% | $55141632.00       | $12395688.14       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2048-04-01      | 4.5000%  | 4.5000% | $17000.00          | $5048.03           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2049-11-01      | 4.5000%  | 4.5000% | $4991000.00        | $912240.85         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2044-10-01      | 4.5000%  | 4.5000% | $500000.00         | $149350.31         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2047-07-01      | 5.0000%  | 5.0000% | $140000.00         | $50872.71          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-03-01      | 6.0000%  | 6.0000% | $8783584.00        | $7510408.36        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-03-01      | 5.5000%  | 5.5000% | $6000.00           | $6090.61           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-03-01      | 6.5000%  | 6.5000% | $130949.00         | $110232.26         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-03-01      | 7.0000%  | 7.0000% | $27683.00          | $29384.11          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-04-01      | 6.5000%  | 6.5000% | $5002.00           | $5230.18           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-04-01      | 6.5000%  | 6.5000% | $56696.00          | $59189.35          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-05-01      | 6.0000%  | 6.0000% | $9000.00           | $9214.60           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-06-01      | 6.5000%  | 6.5000% | $1003500.00        | $658024.68         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-06-01      | 6.5000%  | 6.5000% | $909159.00         | $951926.39         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-06-01      | 5.0000%  | 5.0000% | $3093883.00        | $2867661.69        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-06-01      | 5.5000%  | 5.5000% | $110039.00         | $109274.40         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-06-01      | 5.5000%  | 5.5000% | $333965.00         | $238559.27         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-07-01      | 6.0000%  | 6.0000% | $696675.00         | $702996.63         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-07-01      | 5.5000%  | 5.5000% | $1043472.00        | $1067270.09        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-08-01      | 6.5000%  | 6.5000% | $1646171.00        | $1722935.58        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-08-01      | 6.0000%  | 6.0000% | $6303691.00        | $6411154.55        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-09-01      | 6.0000%  | 6.0000% | $23707.00          | $24371.69          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-09-01      | 6.5000%  | 6.5000% | $1423504.00        | $1500777.10        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-08-01      | 6.5000%  | 6.5000% | $1351012.00        | $1415750.79        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-09-01      | 5.5000%  | 5.5000% | $2807594.00        | $2863870.55        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-09-01      | 5.5000%  | 5.5000% | $6937350.00        | $7114830.16        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-09-01      | 6.0000%  | 6.0000% | $209256.00         | $217673.90         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-11-01      | 4.0000%  | 4.0000% | $6000.00           | $5744.26           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-11-01      | 6.0000%  | 6.0000% | $5001.00           | $5183.92           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-11-01      | 4.5000%  | 4.5000% | $6541312.00        | $6433328.02        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-11-01      | 5.0000%  | 5.0000% | $9006.00           | $9103.29           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-11-01      | 5.0000%  | 5.0000% | $3493270.00        | $3531007.79        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-12-01      | 5.5000%  | 5.5000% | $6950237.00        | $7163928.98        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-04-01      | 5.0000%  | 5.0000% | $4800000.00        | $4462218.33        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-12-01      | 3.5000%  | 3.5000% | $7357048.00        | $6457195.91        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-01-01      | 5.0000%  | 5.0000% | $6898577.00        | $6170506.14        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-03-01      | 6.5000%  | 6.5000% | $57328128.00       | $49913847.39       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-01-01      | 3.0000%  | 3.0000% | $40158.00          | $34666.99          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-06-01      | 6.0000%  | 6.0000% | $130000.00         | $121771.47         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-06-01      | 5.0000%  | 5.0000% | $12167072.00       | $12191870.57       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-07-01      | 6.5000%  | 6.5000% | $11048928.00       | $10970264.97       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2033-05-01      | 4.7300%  | 4.7300% | $319496.00         | $316715.48         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2034-01-01      | 3.7500%  | 3.7500% | $4918624.00        | $4708576.37        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-12-01      | 6.0000%  | 6.0000% | $4947850.00        | $3631244.02        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-04-01      | 6.0000%  | 6.0000% | $92580798.00       | $80008525.44       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-05-02      | 6.0000%  | 6.0000% | $34428672.00       | $30530647.40       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-09-01      | 6.0000%  | 6.0000% | $9845599.00        | $9959383.97        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2038-10-20      | 6.0000%  | 6.0000% | $47983.00          | $20574.66          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-10-20      | 6.0000%  | 6.0000% | $1701410.00        | $1771606.77        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-10-20      | 6.0000%  | 6.0000% | $3157960.00        | $3288251.11        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-05-20      | 5.5000%  | 5.5000% | $63143936.00       | $63227338.98       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-06-01      | 2.5000%  | 2.5000% | $1015000.00        | $593672.00         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-05-01      | 6.0000%  | 6.0000% | $4312990.00        | $3234347.29        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-06-01      | 5.5000%  | 5.5000% | $40543424.00       | $34573896.05       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-06-01      | 6.0000%  | 6.0000% | $1627000.00        | $1242197.27        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-03-01      | 2.0000%  | 2.0000% | $229872.00         | $153709.25         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-03-01      | 3.0000%  | 3.0000% | $36999.00          | $24813.16          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-04-01      | 2.0000%  | 2.0000% | $64033.00          | $43448.46          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-06-01      | 3.5000%  | 3.5000% | $128186.00         | $94968.90          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-07-01      | 3.0000%  | 3.0000% | $23000.00          | $17081.37          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-07-01      | 3.5000%  | 3.5000% | $468000.00         | $352868.24         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-07-01      | 2.0000%  | 2.0000% | $60000.00          | $41387.12          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-08-01      | 4.0000%  | 4.0000% | $19724544.00       | $15295345.28       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-11-01      | 4.0000%  | 4.0000% | $8000.00           | $6442.49           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-01-01      | 5.5000%  | 5.5000% | $611000.00         | $458538.95         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-01-01      | 3.5000%  | 3.5000% | $52000.00          | $41308.94          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-02-01      | 3.5000%  | 3.5000% | $17000.00          | $13172.78          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-04-01      | 4.5000%  | 4.5000% | $215000.00         | $177855.26         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-03-01      | 3.5000%  | 3.5000% | $107962.00         | $85001.60          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-06-01      | 5.0000%  | 5.0000% | $14367746.00       | $11948524.60       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-06-01      | 6.0000%  | 6.0000% | $8015.00           | $5569.02           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-06-01      | 4.0000%  | 4.0000% | $27000.00          | $22518.94          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-08-01      | 5.0000%  | 5.0000% | $639999.00         | $540929.67         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-09-01      | 4.0000%  | 4.0000% | $42000.00          | $35440.84          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-10-01      | 5.5000%  | 5.5000% | $650000.00         | $525810.10         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-11-01      | 6.0000%  | 6.0000% | $20978991.00       | $15482720.56       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-08-01      | 4.0000%  | 4.0000% | $11000.00          | $9701.77           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-08-01      | 5.0000%  | 5.0000% | $1052700.00        | $984290.44         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-09-01      | 7.5000%  | 7.5000% | $81373.00          | $43696.15          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-10-01      | 5.5000%  | 5.5000% | $695000.00         | $620620.00         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-12-01      | 5.0000%  | 5.0000% | $114979.00         | $107755.70         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-11-01      | 5.5000%  | 5.5000% | $791529.00         | $710874.97         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-01-01      | 5.0000%  | 5.0000% | $395089.00         | $373396.48         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-01-01      | 4.0000%  | 4.0000% | $1728553.00        | $1584740.92        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-07-01      | 5.5000%  | 5.5000% | $460129.00         | $448491.29         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2040-04-01      | 5.0000%  | 5.0000% | $4172992.00        | $266819.98         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2040-03-01      | 5.0000%  | 5.0000% | $301015.00         | $8103.52           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2039-12-01      | 4.0000%  | 4.0000% | $5499000.00        | $210197.55         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2040-09-01      | 4.5000%  | 4.5000% | $2772911.00        | $76875.69          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2040-09-01      | 4.5000%  | 4.5000% | $894213.00         | $40879.77          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2040-10-01      | 4.5000%  | 4.5000% | $2292160.00        | $89306.88          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-01-01      | 5.5000%  | 5.5000% | $102000.00         | $100566.95         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-01-01      | 6.5000%  | 6.5000% | $1028002.00        | $1062958.84        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-02-01      | 6.5000%  | 6.5000% | $2179904.00        | $1115901.19        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-02-01      | 6.0000%  | 6.0000% | $4947376.00        | $4696732.55        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-01-01      | 6.0000%  | 6.0000% | $1065732.00        | $1090468.22        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-01-01      | 6.5000%  | 6.5000% | $1618748.00        | $1671314.52        | Agency Mortgage-Backed Securities |

### Security 14: BOFA SECURITIES INC

- **C.1 - Title:** BOFA SECURITIES INC
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BYM6F5BJ7, C.3 - LEI: 549300HN4UKV1E2R3U73
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.5900%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2026-02-04
- **C.12 - Maturity Date (WAL):** 2026-02-04
- **C.13 - Final Legal Maturity Date:** 2026-02-04
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: P-1; S&P RATING: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 National Mortgage Association-Agency Mortgage-Backed Securities    | 2034-12-01      | 3.0000%  | 3.0000% | $5562000.00        | $1512041.64        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2050-02-01      | 3.5000%  | 3.5000% | $10986400.00       | $5309145.91        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2036-12-01      | 1.5000%  | 1.5000% | $751508.00         | $463243.02         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-06-01      | 3.5000%  | 3.5000% | $139867.00         | $105748.77         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-10-01      | 4.5000%  | 4.5000% | $1039994.00        | $819944.23         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-01-01      | 4.0000%  | 4.0000% | $53957440.00       | $44794326.54       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-07-01      | 5.5000%  | 5.5000% | $900000.00         | $751861.85         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-08-01      | 6.5000%  | 6.5000% | $1916000.00        | $1594505.84        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-12-01      | 5.5000%  | 5.5000% | $12522976.00       | $12943572.67       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2050-09-01      | 2.0000%  | 2.0000% | $91426.00          | $43887.46          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-05-01      | 2.0000%  | 2.0000% | $180000.00         | $105125.73         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-07-01      | 2.5000%  | 2.5000% | $24113184.00       | $16036178.23       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-09-01      | 4.0000%  | 4.0000% | $500000.00         | $405279.30         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-11-01      | 5.0000%  | 5.0000% | $55142.00          | $42910.74          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-01-01      | 4.5000%  | 4.5000% | $40250000.00       | $35347598.45       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2050-06-01      | 3.5000%  | 3.5000% | $112144768.00      | $85568466.63       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-06-01      | 3.5000%  | 3.5000% | $40000000.00       | $30654252.64       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-07-01      | 2.5000%  | 2.5000% | $313083.00         | $240053.41         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-09-01      | 6.0000%  | 6.0000% | $5643040.00        | $5679720.44        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-09-01      | 5.0000%  | 5.0000% | $1410944.00        | $1408243.97        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-03-01      | 6.0000%  | 6.0000% | $14162540.00       | $13283404.52       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-10-01      | 6.0000%  | 6.0000% | $16988000.00       | $17755757.52       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2030-11-01      | 4.0000%  | 4.0000% | $254000.00         | $6754.54           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2046-02-01      | 3.5000%  | 3.5000% | $4475000.00        | $505086.64         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-12-01      | 5.5000%  | 5.5000% | $56000.00          | $47379.93          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-09-01      | 5.5000%  | 5.5000% | $5112200.00        | $5077583.92        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2040-10-01      | 5.0000%  | 5.0000% | $112315264.00      | $109841646.56      | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2039-10-01      | 6.0000%  | 6.0000% | $2665000.00        | $39533.33          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-04-01      | 6.0000%  | 6.0000% | $677063.00         | $689845.85         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-05-01      | 6.0000%  | 6.0000% | $2236992.00        | $2316402.21        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-07-01      | 6.0000%  | 6.0000% | $70002048.00       | $70660215.33       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-08-01      | 6.5000%  | 6.5000% | $9185750.00        | $7410584.28        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-11-01      | 5.5000%  | 5.5000% | $8961744.00        | $9266183.40        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-01-01      | 5.5000%  | 5.5000% | $805000.00         | $780575.02         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-07-01      | 2.5000%  | 2.5000% | $191885312.00      | $162359516.99      | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-11-01      | 5.0000%  | 5.0000% | $11620096.00       | $11820230.36       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-11-01      | 4.5000%  | 4.5000% | $32831232.00       | $32231651.28       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2047-08-20      | 3.5000%  | 3.5000% | $6037032.00        | $5365587.29        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2065-08-20      | 6.5000%  | 6.5000% | $370247.00         | $383499.95         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-09-20      | 5.5000%  | 5.5000% | $781691.00         | $795570.46         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-11-20      | 6.5000%  | 6.5000% | $1348648.00        | $1411480.16        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-09-20      | 5.5000%  | 5.5000% | $1489242.00        | $1501829.82        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-09-20      | 6.5000%  | 6.5000% | $5668120.00        | $5920749.03        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-11-20      | 5.5000%  | 5.5000% | $263688.00         | $269464.08         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-11-20      | 6.0000%  | 6.0000% | $1649922.00        | $1680095.77        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-06-20      | 5.5000%  | 5.5000% | $32487168.00       | $32913335.92       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2037-01-15      | 6.0000%  | 6.0000% | $3368320.00        | $64310.17          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-04-01      | 4.3970%  | 4.3970% | $23790240.00       | $23367913.95       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2027-10-01      | 2.5000%  | 2.5000% | $2500000.00        | $76346.05          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2037-02-01      | 3.0000%  | 3.0000% | $29500000.00       | $5789424.23        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2039-06-01      | 5.0000%  | 5.0000% | $99991.00          | $1028.73           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2041-03-01      | 4.5000%  | 4.5000% | $22559552.00       | $1767840.46        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2038-02-01      | 3.0000%  | 3.0000% | $4000000.00        | $2561907.90        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2036-05-01      | 2.0000%  | 2.0000% | $901999.00         | $459030.87         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-01-01      | 2.5000%  | 2.5000% | $77603120.00       | $53232370.66       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2051-08-01      | 3.5000%  | 3.5000% | $315000.00         | $181206.64         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-04-01      | 4.0000%  | 4.0000% | $1036000.00        | $833626.04         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-05-01      | 7.0000%  | 7.0000% | $50654208.00       | $26380175.01       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2051-11-01      | 2.0000%  | 2.0000% | $536120.00         | $343824.98         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-04-01      | 2.0000%  | 2.0000% | $10000.00          | $6734.39           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-11-01      | 4.0000%  | 4.0000% | $571516.00         | $495792.99         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-09-01      | 6.0000%  | 6.0000% | $28214360.00       | $22324906.96       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-01-01      | 6.0000%  | 6.0000% | $16081184.00       | $13559236.42       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-03-01      | 6.5000%  | 6.5000% | $68829952.00       | $54912197.55       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-05-01      | 4.5000%  | 4.5000% | $2068784.00        | $1966790.87        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2050-09-01      | 2.0000%  | 2.0000% | $26995000.00       | $13718875.67       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-05-01      | 5.5000%  | 5.5000% | $1214238.00        | $794168.57         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-10-01      | 6.5000%  | 6.5000% | $218536.00         | $158980.42         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2040-11-01      | 1.5000%  | 1.5000% | $700000.00         | $368476.86         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2042-02-01      | 2.0000%  | 2.0000% | $969853.00         | $629847.33         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2036-04-01      | 2.0000%  | 2.0000% | $1000000.00        | $516949.31         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2050-10-25      | 2.5000%  | 2.5000% | $26358000.00       | $19589200.42       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2040-03-01      | 6.0000%  | 6.0000% | $1063092.00        | $1075224.40        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2033-09-01      | 5.0000%  | 5.0000% | $97689760.00       | $604453.68         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-05-01      | 5.5000%  | 5.5000% | $54517.00          | $51423.13          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2032-02-01      | 2.5000%  | 2.5000% | $63583488.00       | $10248613.51       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2046-05-01      | 3.0000%  | 3.0000% | $1500558.00        | $546518.24         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-09-01      | 6.0000%  | 6.0000% | $141207.00         | $93041.53          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2040-05-01      | 6.0000%  | 6.0000% | $1171800.00        | $1186715.74        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-09-01      | 6.0000%  | 6.0000% | $8335200.00        | $8661674.91        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-11-01      | 6.0000%  | 6.0000% | $1680034.00        | $1762221.26        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-11-01      | 5.0000%  | 5.0000% | $1297152.00        | $1318792.38        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2050-02-01      | 3.5000%  | 3.5000% | $5175.00           | $1359.67           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2050-11-01      | 3.0000%  | 3.0000% | $1081050.00        | $868271.16         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-09-01      | 2.0000%  | 2.0000% | $3630664.00        | $2306007.29        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-01-01      | 2.5000%  | 2.5000% | $314084.00         | $223020.12         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-11-01      | 5.5000%  | 5.5000% | $2501812.00        | $2595252.17        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-11-01      | 5.0000%  | 5.0000% | $2835510.00        | $2880180.62        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-08-01      | 2.5000%  | 2.5000% | $761598.00         | $486871.09         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-04-01      | 2.5000%  | 2.5000% | $42822.00          | $30887.47          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-04-01      | 6.5000%  | 6.5000% | $1791776.00        | $1852452.06        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-05-01      | 5.5000%  | 5.5000% | $430000.00         | $272364.41         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2048-01-01      | 5.0000%  | 5.0000% | $65000.00          | $11152.07          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2049-04-01      | 3.5000%  | 3.5000% | $1477124.00        | $662268.57         | Agency Mortgage-Backed Securities |

### Security 15: BOFA SECURITIES INC

- **C.1 - Title:** BOFA SECURITIES INC
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BYM6J73P4, C.3 - LEI: 549300HN4UKV1E2R3U73
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: P-1; S&P RATING: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                                                        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2064-03-20      | 2.0810%  | 2.0810% | $18930752.00       | $132575.42         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2068-07-20      | 1.6150%  | 1.6150% | $92140672.00       | $2318345.44        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2069-04-20      | 1.3280%  | 1.3280% | $15731696.00       | $288304.37         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2068-02-20      | 1.9380%  | 1.9380% | $9147088.00        | $249885.44         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2068-02-20      | 1.9380%  | 1.9380% | $9147088.00        | $249885.44         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2069-01-20      | 1.2450%  | 1.2450% | $12415616.00       | $320126.29         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2069-01-20      | 1.2450%  | 1.2450% | $12415616.00       | $320126.29         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2068-03-20      | 1.9480%  | 1.9480% | $9068080.00        | $333697.90         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2068-03-20      | 1.9480%  | 1.9480% | $9068080.00        | $333697.90         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2070-03-20      | 1.3740%  | 1.3740% | $62193024.00       | $1451287.27        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2069-09-20      | 1.3020%  | 1.3020% | $24500000.00       | $715494.33         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2068-04-20      | 2.0450%  | 2.0450% | $23122752.00       | $753362.33         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2068-02-20      | 2.2810%  | 2.2810% | $551000.00         | $4885.54           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2068-07-20      | 2.2980%  | 2.2980% | $25125000.00       | $240434.24         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2068-06-20      | 1.7920%  | 1.7920% | $64904576.00       | $243474.62         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2068-08-20      | 1.5620%  | 1.5620% | $5872000.00        | $103659.65         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2068-07-20      | 2.5310%  | 2.5310% | $1858000.00        | $22958.50          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2068-08-20      | 1.4840%  | 1.4840% | $22383296.00       | $470158.41         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2068-08-20      | 2.2560%  | 2.2560% | $76651264.00       | $915969.19         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2068-09-20      | 1.3450%  | 1.3450% | $30050784.00       | $672402.91         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2068-09-20      | 2.2370%  | 2.2370% | $518000.00         | $4581.07           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2068-10-20      | 1.3880%  | 1.3880% | $42231040.00       | $930131.16         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2068-10-20      | 2.2450%  | 2.2450% | $6513000.00        | $66563.81          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2068-11-20      | 2.2390%  | 2.2390% | $5286000.00        | $59108.10          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2068-06-20      | 2.1420%  | 2.1420% | $11327000.00       | $111316.44         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2068-12-20      | 2.2680%  | 2.2680% | $7448000.00        | $91739.73          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2068-10-20      | 0.2610%  | 0.2610% | $145694720.00      | $72528.11          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2070-01-20      | 1.3910%  | 1.3910% | $23938688.00       | $528129.96         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2069-05-20      | 1.3110%  | 1.3110% | $31127880.00       | $556621.32         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2069-01-20      | 1.3400%  | 1.3400% | $110486144.00      | $2735201.93        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2069-06-20      | 1.0810%  | 1.0810% | $19410000.00       | $307803.64         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2070-01-20      | 0.6490%  | 0.6490% | $31522816.00       | $18136.13          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2069-08-20      | 0.7170%  | 0.7170% | $70066176.00       | $35267.88          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2070-02-20      | 2.2390%  | 2.2390% | $15010816.00       | $240443.82         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2070-05-20      | 1.3150%  | 1.3150% | $48890000.00       | $1581945.11        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2070-04-20      | 1.1020%  | 1.1020% | $18283872.00       | $113661.63         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2071-03-20      | 0.2870%  | 0.2870% | $26764100.00       | $611131.56         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2070-06-20      | 1.5500%  | 1.5500% | $50000000.00       | $1794828.96        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2070-07-20      | 1.8150%  | 1.8150% | $118001664.00      | $5020642.30        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2070-08-20      | 0.7370%  | 0.7370% | $20406272.00       | $12977.12          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2070-04-20      | 0.8620%  | 0.8620% | $11540384.00       | $211419.23         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2070-09-20      | 1.0550%  | 1.0550% | $49834112.00       | $1435360.48        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2070-11-20      | 1.7270%  | 1.7270% | $13975856.00       | $707894.75         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2070-11-20      | 0.9960%  | 0.9960% | $103989120.00      | $3484471.53        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2071-04-20      | 0.2180%  | 0.2180% | $236407552.00      | $5322412.62        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2069-06-20      | 1.3330%  | 1.3330% | $41752768.00       | $871027.04         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2068-09-20      | 1.3640%  | 1.3640% | $20435136.00       | $778301.74         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2068-09-20      | 1.3640%  | 1.3640% | $20435136.00       | $778301.74         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2068-09-20      | 1.3640%  | 1.3640% | $20435136.00       | $778301.74         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2068-09-20      | 1.3640%  | 1.3640% | $20435136.00       | $778301.74         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2068-03-20      | 1.9510%  | 1.9510% | $2683000.00        | $16514.07          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2064-07-20      | 1.7130%  | 1.7130% | $57060607.00       | $92617.36          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2057-07-16      | 0.4000%  | 0.4000% | $200000000.00      | $2881820.63        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2066-12-16      | 0.9160%  | 0.9160% | $140326912.00      | $11153093.48       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2065-12-16      | 1.0760%  | 1.0760% | $50455104.00       | $3914634.92        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2049-03-20      | 4.5000%  | 4.5000% | $4595296.00        | $200087.51         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2039-10-20      | 2.1930%  | 2.1930% | $3315932.00        | $32260.45          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2069-11-20      | 1.1470%  | 1.1470% | $47440000.00       | $1606805.57        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2045-06-20      | 4.0000%  | 4.0000% | $64208128.00       | $1118489.67        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-06-20      | 3.0000%  | 3.0000% | $80133248.00       | $6135132.92        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-09-20      | 2.5000%  | 2.5000% | $45163520.00       | $1565267.83        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-10-20      | 2.5000%  | 2.5000% | $100000000.00      | $8522050.88        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-05-20      | 3.0000%  | 3.0000% | $115263232.00      | $8591432.23        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-06-20      | 3.5000%  | 3.5000% | $12638000.00       | $893727.78         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2041-05-20      | 4.0000%  | 4.0000% | $10502000.00       | $17927.69          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2043-01-20      | 3.5000%  | 3.5000% | $24812768.00       | $72072.26          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2043-01-20      | 3.5000%  | 3.5000% | $37774976.00       | $789200.73         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2042-12-20      | 3.5000%  | 3.5000% | $22012512.00       | $142127.60         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-09-16      | 0.5330%  | 0.5330% | $1903140.00        | $3287.98           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2039-10-20      | 3.5000%  | 3.5000% | $33120256.00       | $22252.43          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2043-01-20      | 0.7650%  | 0.7650% | $75892352.00       | $108643.54         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-07-16      | 0.5070%  | 0.5070% | $179062528.00      | $491607.98         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2059-11-16      | 0.6630%  | 0.6630% | $161650000.00      | $973747.00         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2058-09-16      | 0.9660%  | 0.9660% | $160000000.00      | $1240106.65        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2045-04-20      | 0.7460%  | 0.7460% | $56784320.00       | $120953.78         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2046-04-16      | 3.5000%  | 3.5000% | $18900992.00       | $528676.70         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2041-09-20      | 1.0210%  | 1.0210% | $61526912.00       | $205968.51         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2058-04-16      | 0.4560%  | 0.4560% | $135879040.00      | $1439175.07        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2069-03-20      | 1.2430%  | 1.2430% | $16319680.00       | $322494.25         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2069-03-20      | 1.2430%  | 1.2430% | $16319680.00       | $322494.25         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2069-03-20      | 1.2050%  | 1.2050% | $16358656.00       | $239826.16         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2069-03-20      | 1.2050%  | 1.2050% | $16358656.00       | $239826.16         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2049-03-25      | 0.0000%  | 0.0000% | $22727040.00       | $21421303.37       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2052-05-25      | 0.0000%  | 0.0000% | $10480416.00       | $9701742.05        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2035-03-25      | 1.5980%  | 1.5980% | $2000000.00        | $105612.38         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2051-12-25      | 1.6020%  | 1.6020% | $130972672.00      | $2513890.09        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-12-25      | 0.0000%  | 0.0000% | $250000.00         | $623.00            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2049-10-25      | 5.5000%  | 5.5000% | $17235360.00       | $2354729.35        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2035-10-25      | 0.8180%  | 0.8180% | $348500992.00      | $18154260.11       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2048-01-25      | 4.5000%  | 4.5000% | $30000000.00       | $2026536.20        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2050-10-25      | 2.5000%  | 2.5000% | $27843008.00       | $1970805.83        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2051-11-25      | 3.0000%  | 3.0000% | $97401500.00       | $9650712.46        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2049-02-25      | 3.0000%  | 3.0000% | $11833328.00       | $769048.17         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2053-11-25      | 0.0000%  | 0.0000% | $9457776.00        | $5583920.07        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2055-01-25      | 0.0000%  | 0.0000% | $8333328.00        | $5399505.72        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2051-06-25      | 7.0000%  | 7.0000% | $758640.00         | $32907.03          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2052-06-25      | 5.5000%  | 5.5000% | $18487936.00       | $1930702.63        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2049-08-25      | 5.5000%  | 5.5000% | $25852544.00       | $3918702.76        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2044-08-25      | 1.6730%  | 1.6730% | $56098816.00       | $33002.63          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2036-08-15      | 0.0000%  | 0.0000% | $138412032.00      | $235.58            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-03-16      | 1.4500%  | 1.4500% | $161480704.00      | $237.19            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2045-11-16      | 0.1560%  | 0.1560% | $411041790.00      | $236.75            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2063-05-20      | 2.0610%  | 2.0610% | $22631456.00       | $40448.62          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2063-06-20      | 1.3400%  | 1.3400% | $3500000.00        | $22319.86          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2063-03-20      | 1.4530%  | 1.4530% | $9998336.00        | $6033.07           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2063-08-20      | 1.7270%  | 1.7270% | $23000000.00       | $28037.33          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2063-08-20      | 1.2110%  | 1.2110% | $129024000.00      | $77421.87          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2063-04-20      | 0.5950%  | 0.5950% | $62849024.00       | $4586.62           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2059-09-20      | 1.3050%  | 1.3050% | $19922943.00       | $226.17            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2060-10-20      | 1.4980%  | 1.4980% | $28603000.00       | $35215.56          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2061-01-20      | 1.6640%  | 1.6640% | $3997696.00        | $663.74            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2060-12-20      | 1.5050%  | 1.5050% | $52006160.00       | $119464.44         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2061-03-20      | 1.3610%  | 1.3610% | $62113600.00       | $67357.09          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2062-02-20      | 1.0100%  | 1.0100% | $186769408.00      | $122336.62         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2063-03-20      | 1.7200%  | 1.7200% | $52894656.00       | $107488.10         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2062-05-20      | 0.5060%  | 0.5060% | $23134208.00       | $3496.62           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2062-05-20      | 2.2020%  | 2.2020% | $85532672.00       | $34499.98          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2063-04-20      | 0.5220%  | 0.5220% | $21413888.00       | $4415.10           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2061-04-20      | 0.3340%  | 0.3340% | $7340017.00        | $118.29            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2062-10-20      | 1.8430%  | 1.8430% | $30784192.00       | $91674.82          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2062-10-20      | 1.5770%  | 1.5770% | $35789184.00       | $51746.15          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2061-11-20      | 0.5060%  | 0.5060% | $5177344.00        | $727.26            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2062-10-20      | 1.8080%  | 1.8080% | $12099584.00       | $8085.46           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2039-11-16      | 5.5000%  | 5.5000% | $37535744.00       | $36926.60          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2067-11-20      | 2.0420%  | 2.0420% | $6315000.00        | $100740.59         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2068-01-20      | 1.9730%  | 1.9730% | $25220256.00       | $178670.70         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2067-12-20      | 2.0590%  | 2.0590% | $50000000.00       | $803097.26         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2068-01-20      | 2.1930%  | 2.1930% | $813000.00         | $13298.62          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-06-20      | 5.5000%  | 5.5000% | $2727272.00        | $352395.89         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-03-20      | 1.0000%  | 1.0000% | $10630688.00       | $221768.47         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-05-20      | 0.0000%  | 0.0000% | $250000.00         | $627.07            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-04-20      | 5.5000%  | 5.5000% | $2597664.00        | $489081.65         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2045-12-20      | 5.5000%  | 5.5000% | $2272724.00        | $250169.44         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2074-06-20      | 0.8300%  | 0.8300% | $70000000.00       | $5512505.61        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-10-20      | 0.9990%  | 0.9990% | $10487584.00       | $85006.40          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2075-08-20      | 0.9570%  | 0.9570% | $46276992.00       | $3817285.55        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2075-02-20      | 0.8850%  | 0.8850% | $25216120.00       | $1857752.18        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2075-02-20      | 0.8850%  | 0.8850% | $25216096.00       | $1857750.41        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-09-20      | 0.9990%  | 0.9990% | $5177616.00        | $40577.94          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2073-09-20      | 0.6960%  | 0.6960% | $50000000.00       | $3493925.66        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2074-04-20      | 1.4470%  | 1.4470% | $37755840.00       | $2083323.01        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2073-07-20      | 0.5860%  | 0.5860% | $60000000.00       | $3279723.87        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2074-11-20      | 1.5790%  | 1.5790% | $22864448.00       | $1257648.63        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2074-12-20      | 0.7130%  | 0.7130% | $90000000.00       | $6895458.62        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2074-12-20      | 0.7330%  | 0.7330% | $60000000.00       | $4658180.99        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-12-20      | 3.5000%  | 3.5000% | $55000000.00       | $4123888.78        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-09-20      | 3.0000%  | 3.0000% | $89489000.00       | $6007404.58        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-09-20      | 3.0000%  | 3.0000% | $93863200.00       | $5813029.59        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2072-09-20      | 0.7430%  | 0.7430% | $50000000.00       | $3289028.64        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2072-09-20      | 1.3960%  | 1.3960% | $45197056.00       | $1635366.61        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2072-05-20      | 0.4130%  | 0.4130% | $71675648.00       | $3297363.44        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2072-03-20      | 1.6160%  | 1.6160% | $10875472.00       | $471562.00         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2071-11-20      | 1.4470%  | 1.4470% | $53850112.00       | $44777.80          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2073-01-20      | 0.7900%  | 0.7900% | $154000000.00      | $10038054.68       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2067-11-20      | 0.5920%  | 0.5920% | $44989888.00       | $205662.86         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2071-11-20      | 0.9500%  | 0.9500% | $10443000.00       | $648409.09         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2071-09-20      | 0.0870%  | 0.0870% | $126421632.00      | $3036556.60        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2073-05-20      | 0.6320%  | 0.6320% | $100321664.00      | $5818804.79        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-09-20      | 3.5000%  | 3.5000% | $39511552.00       | $3833891.86        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-09-20      | 3.0000%  | 3.0000% | $15786656.00       | $1441081.12        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2038-06-16      | 7.0000%  | 7.0000% | $14641424.00       | $74259.10          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2066-06-20      | 1.9300%  | 1.9300% | $12074000.00       | $59299.71          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2066-02-20      | 2.0050%  | 2.0050% | $1425000.00        | $3674.20           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2067-01-20      | 1.5490%  | 1.5490% | $4832000.00        | $19632.32          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2066-12-20      | 1.7860%  | 1.7860% | $7914000.00        | $60811.38          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2065-11-20      | 1.7280%  | 1.7280% | $46908352.00       | $233090.69         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2065-07-20      | 1.9170%  | 1.9170% | $1451000.00        | $5446.22           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2066-11-20      | 2.0290%  | 2.0290% | $32474000.00       | $359328.57         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2066-11-20      | 2.3920%  | 2.3920% | $743000.00         | $5463.87           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2064-08-20      | 2.2190%  | 2.2190% | $133038080.00      | $2451.95           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2067-09-20      | 2.2410%  | 2.2410% | $13339000.00       | $276351.63         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2067-07-20      | 2.2740%  | 2.2740% | $1100000.00        | $21959.05          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-04-16      | 0.7490%  | 0.7490% | $82637440.00       | $88481.59          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2067-11-20      | 2.4330%  | 2.4330% | $23850000.00       | $154300.54         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2067-10-20      | 2.3710%  | 2.3710% | $4863000.00        | $32378.16          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2066-05-20      | 2.1150%  | 2.1150% | $12122000.00       | $73527.34          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2066-01-20      | 1.8510%  | 1.8510% | $1436000.00        | $2836.94           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2067-11-20      | 2.2930%  | 2.2930% | $17138000.00       | $506445.12         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2064-03-20      | 1.6190%  | 1.6190% | $7959000.00        | $10556.11          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2064-04-20      | 1.5530%  | 1.5530% | $19560000.00       | $107572.54         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2064-03-20      | 0.5810%  | 0.5810% | $20430848.00       | $3660.08           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2067-05-20      | 1.5590%  | 1.5590% | $34473408.00       | $86831.13          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2068-02-20      | 2.0480%  | 2.0480% | $2012000.00        | $13822.53          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2068-01-20      | 2.2590%  | 2.2590% | $5504400.00        | $52973.23          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2058-04-20      | 0.5770%  | 0.5770% | $14942207.00       | $4659.89           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2064-10-20      | 1.6110%  | 1.6110% | $19319000.00       | $71962.77          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2064-07-20      | 1.5270%  | 1.5270% | $7033576.00        | $7767.97           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2067-08-20      | 1.5400%  | 1.5400% | $22360360.00       | $51899.06          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2064-05-20      | 1.6350%  | 1.6350% | $3281000.00        | $18543.16          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2064-05-20      | 1.4860%  | 1.4860% | $12500000.00       | $20531.60          | Agency Collateralized Mortgage Obligation |

### Security 16: CANADIAN IMPERIAL BANK

- **C.1 - Title:** CANADIAN IMPERIAL BANK
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BYM6J73H2, C.3 - LEI: 2IGI19DL77OX0HC3ZE78
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.5900%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: P-1; S&P RATING: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                                                        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2054-05-20      | 7.5000%  | 7.5000% | $1549974.00        | $1676510.96        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2064-08-20      | 7.0000%  | 7.0000% | $20723470.00       | $8592180.95        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2064-08-20      | 7.0000%  | 7.0000% | $377472.00         | $388865.65         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2064-08-20      | 7.0000%  | 7.0000% | $9228619.00        | $3921292.71        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2054-11-20      | 6.0000%  | 6.0000% | $2766448.00        | $2883131.09        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-01-20      | 5.5000%  | 5.5000% | $3947763.00        | $4027840.89        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-01-20      | 6.0000%  | 6.0000% | $15761.00          | $16499.81          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-01-20      | 6.0000%  | 6.0000% | $1274914.00        | $1329207.21        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-11-20      | 6.5000%  | 6.5000% | $5792992.00        | $6137171.03        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-07-20      | 6.0000%  | 6.0000% | $9936922.00        | $10326214.68       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2070-12-20      | 5.8000%  | 5.8000% | $19836897.00       | $6662024.96        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2071-02-20      | 5.5000%  | 5.5000% | $1100000.00        | $829498.25         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2075-10-20      | 4.8890%  | 4.8890% | $389617.00         | $387623.97         | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2026-06-30      | 0.8750%  | 0.8750% | $4998300.00        | $4932929.00        | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2031-08-15      | 1.2500%  | 1.2500% | $38000.00          | $33455.14          | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2027-04-30      | 2.7500%  | 2.7500% | $200.00            | $198.18            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2033-05-15      | 3.3750%  | 3.3750% | $19382800.00       | $18874815.89       | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2030-11-30      | 4.3750%  | 4.3750% | $95800.00          | $101288.94         | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2026-10-31      | 3.9850%  | 3.9850% | $32900.00          | $33012.91          | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2030-06-30      | 3.8750%  | 3.8750% | $12441500.00       | $12803760.84       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2051-10-01      | 2.5000%  | 2.5000% | $1838.00           | $1099.96           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2049-02-01      | 3.0000%  | 3.0000% | $12904208.00       | $9482162.19        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2050-11-01      | 1.5000%  | 1.5000% | $3453.00           | $1896.96           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-06-01      | 5.5000%  | 5.5000% | $2048.00           | $1734.89           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2050-06-01      | 2.5000%  | 2.5000% | $2065.00           | $952.20            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2050-07-01      | 2.0000%  | 2.0000% | $1000.00           | $482.34            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-05-01      | 4.5000%  | 4.5000% | $1000.00           | $784.26            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-04-01      | 5.0000%  | 5.0000% | $2085244.00        | $2021352.37        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-07-01      | 6.0000%  | 6.0000% | $1000.00           | $991.00            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-08-01      | 5.5000%  | 5.5000% | $1000.00           | $912.51            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2050-06-01      | 2.5000%  | 2.5000% | $2091.00           | $785.81            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2048-10-25      | 2.0130%  | 2.0130% | $2803000.00        | $114694.62         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2038-10-15      | 4.7790%  | 4.7790% | $19409221.00       | $1726985.02        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2052-10-25      | 4.8910%  | 4.8910% | $159135886.00      | $104753379.26      | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-10-25      | 5.0210%  | 5.0210% | $69299400.00       | $57403827.91       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2055-03-25      | 4.9710%  | 4.9710% | $93525155.00       | $83014340.26       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2047-05-01      | 4.0000%  | 4.0000% | $74469551.00       | $11754034.17       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-03-01      | 6.0000%  | 6.0000% | $85308.00          | $86477.12          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-07-01      | 5.5000%  | 5.5000% | $1000.00           | $908.26            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-12-01      | 5.5000%  | 5.5000% | $1000.00           | $959.60            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-12-01      | 4.5000%  | 4.5000% | $1000.00           | $910.85            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-04-01      | 6.0000%  | 6.0000% | $1000.00           | $1033.18           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-03-01      | 6.5000%  | 6.5000% | $1259630.00        | $1316465.66        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2044-04-01      | 4.0000%  | 4.0000% | $2016.00           | $1022.54           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2046-11-01      | 3.0000%  | 3.0000% | $6003.00           | $1324.90           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2051-02-01      | 2.0000%  | 2.0000% | $13141601.00       | $8072975.62        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-03-01      | 2.0000%  | 2.0000% | $21195854.00       | $14930298.28       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-11-01      | 6.0000%  | 6.0000% | $1515816.00        | $1568667.95        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-05-01      | 5.5000%  | 5.5000% | $8169822.00        | $5735725.54        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2030-11-01      | 3.8990%  | 3.8990% | $1113.00           | $1111.76           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2030-11-01      | 3.8100%  | 3.8100% | $1897.00           | $1891.21           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2051-05-01      | 2.0000%  | 2.0000% | $5001.00           | $2989.65           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-11-01      | 6.0000%  | 6.0000% | $1088.00           | $841.33            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-06-01      | 6.5000%  | 6.5000% | $3072.00           | $2262.53           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-06-01      | 6.5000%  | 6.5000% | $342391.00         | $258082.94         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-02-01      | 7.0000%  | 7.0000% | $3016.00           | $2351.01           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-12-01      | 7.0000%  | 7.0000% | $3231.00           | $2540.71           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-04-01      | 5.5000%  | 5.5000% | $4663038.00        | $4214869.00        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-11-01      | 4.5000%  | 4.5000% | $5072.00           | $4723.67           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-04-01      | 6.5000%  | 6.5000% | $5232720.00        | $5154363.99        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-04-01      | 2.0000%  | 2.0000% | $222127.00         | $181351.65         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-06-01      | 6.0000%  | 6.0000% | $1000.00           | $990.69            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2050-09-01      | 2.5000%  | 2.5000% | $27001.00          | $13288.86          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2049-06-01      | 3.5000%  | 3.5000% | $11726797.00       | $3565392.48        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-11-01      | 6.0000%  | 6.0000% | $1248313.00        | $997019.48         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-10-01      | 4.5000%  | 4.5000% | $1406871.00        | $1099366.35        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-09-01      | 5.5000%  | 5.5000% | $1170192.00        | $842339.08         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-12-01      | 6.0000%  | 6.0000% | $1164306.00        | $1000579.46        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-02-01      | 4.5000%  | 4.5000% | $1235422.00        | $945135.59         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-03-01      | 5.5000%  | 5.5000% | $548835.00         | $380201.14         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-05-01      | 5.5000%  | 5.5000% | $101891.00         | $69858.92          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-06-01      | 5.5000%  | 5.5000% | $1696550.00        | $1055469.36        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-06-01      | 6.5000%  | 6.5000% | $1038576.00        | $928387.03         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2030-01-01      | 4.4690%  | 4.4690% | $6287931.00        | $6436455.07        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2032-04-01      | 4.6500%  | 4.6500% | $21955547.00       | $22679037.16       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2032-09-01      | 4.5190%  | 4.5190% | $888344.00         | $904867.19         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2030-11-01      | 3.8100%  | 3.8100% | $1041.00           | $1037.82           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2047-09-01      | 4.0000%  | 4.0000% | $28944113.00       | $3975915.36        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2050-06-01      | 2.5000%  | 2.5000% | $8971681.00        | $5091323.10        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2051-01-01      | 2.5000%  | 2.5000% | $11559131.00       | $6670854.33        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-03-01      | 2.5000%  | 2.5000% | $335000.00         | $235572.36         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-04-01      | 4.0000%  | 4.0000% | $2216276.00        | $1564264.19        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-09-01      | 4.0000%  | 4.0000% | $18101126.00       | $13378550.71       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-06-01      | 6.5000%  | 6.5000% | $94443.00          | $71187.99          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-11-01      | 6.5000%  | 6.5000% | $68771760.00       | $50171566.25       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-04-01      | 5.5000%  | 5.5000% | $1332182.00        | $1204144.72        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-04-01      | 5.5000%  | 5.5000% | $430463.00         | $425346.31         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-04-01      | 2.0000%  | 2.0000% | $46546429.00       | $38002008.20       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2051-04-01      | 2.0000%  | 2.0000% | $5091227.00        | $3205189.13        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2051-07-01      | 2.0000%  | 2.0000% | $16824.00          | $10243.32          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2050-07-01      | 3.0000%  | 3.0000% | $321572.00         | $218979.96         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-10-01      | 6.5000%  | 6.5000% | $10225136.00       | $7666603.97        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-12-01      | 6.5000%  | 6.5000% | $58976.00          | $42952.97          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-07-01      | 6.0000%  | 6.0000% | $4960358.00        | $4521982.93        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-06-01      | 6.5000%  | 6.5000% | $4026990.00        | $3998876.53        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-09-01      | 6.5000%  | 6.5000% | $8532300.00        | $8833358.32        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2036-01-01      | 6.0000%  | 6.0000% | $11275000.00       | $175640.06         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2046-11-01      | 3.5000%  | 3.5000% | $19035844.00       | $5184311.75        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2037-04-01      | 6.5000%  | 6.5000% | $1445899.00        | $105475.17         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-06-01      | 5.5000%  | 5.5000% | $10839512.00       | $9243525.19        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-04-01      | 6.0000%  | 6.0000% | $9917184.00        | $8725453.91        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-11-01      | 5.5000%  | 5.5000% | $11902928.00       | $12110657.89       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2039-04-01      | 6.0000%  | 6.0000% | $17817376.00       | $238385.12         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-12-01      | 4.5000%  | 4.5000% | $1264350.00        | $1231400.65        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-02-01      | 5.5000%  | 5.5000% | $6060245.00        | $6086559.86        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-03-01      | 7.0000%  | 7.0000% | $1420161.00        | $1317000.31        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-03-01      | 6.5000%  | 6.5000% | $1175000.00        | $1232166.87        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-04-01      | 6.5000%  | 6.5000% | $68800.00          | $72104.49          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-07-01      | 6.5000%  | 6.5000% | $3102197.00        | $3268379.81        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-06-01      | 7.0000%  | 7.0000% | $1380881.00        | $1462661.97        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-11-01      | 5.5000%  | 5.5000% | $1504488.00        | $1553295.09        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-12-01      | 5.5000%  | 5.5000% | $1123600.00        | $1159888.90        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2051-12-01      | 2.0000%  | 2.0000% | $1729329.00        | $1355947.73        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-12-01      | 6.5000%  | 6.5000% | $417967.00         | $321303.31         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-10-01      | 6.5000%  | 6.5000% | $1613642.00        | $1437780.96        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2050-01-20      | 3.5000%  | 3.5000% | $1558356.00        | $201025.84         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2050-10-20      | 2.0000%  | 2.0000% | $14969296.00       | $6990677.23        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2052-12-20      | 7.0000%  | 7.0000% | $58778.00          | $37866.24          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2051-08-20      | 3.5000%  | 3.5000% | $139909.00         | $118437.01         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2053-06-20      | 5.5000%  | 5.5000% | $2872870.00        | $2102823.35        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2053-01-20      | 7.5000%  | 7.5000% | $2930088.00        | $1256457.06        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2053-07-20      | 6.0000%  | 6.0000% | $2412620.00        | $2167726.26        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2053-06-20      | 6.0000%  | 6.0000% | $3183066.00        | $2879714.59        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2053-07-20      | 6.5000%  | 6.5000% | $36017.00          | $32922.59          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2073-10-20      | 6.5540%  | 6.5540% | $482560.00         | $190102.45         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2073-11-20      | 6.5690%  | 6.5690% | $891860.00         | $457785.80         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2054-07-20      | 7.5000%  | 7.5000% | $5321476.00        | $5507010.83        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2054-09-20      | 6.0000%  | 6.0000% | $805761.00         | $849563.09         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2070-11-20      | 5.4700%  | 5.4700% | $1000000.00        | $681268.53         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2070-12-20      | 5.4200%  | 5.4200% | $1000000.00        | $719853.62         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2071-02-20      | 5.3980%  | 5.3980% | $3640540.00        | $2422808.56        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2071-02-20      | 5.5000%  | 5.5000% | $2857160.00        | $2154553.83        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2068-12-20      | 4.9200%  | 4.9200% | $11233042.00       | $4142594.24        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2049-12-20      | 1.9750%  | 1.9750% | $45521147.00       | $1506706.44        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-10-20      | 0.0000%  | 0.0000% | $29012333.00       | $310664.71         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2073-06-20      | 5.1480%  | 5.1480% | $500000.00         | $488197.62         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2072-10-20      | 4.9980%  | 4.9980% | $4934805.00        | $4807567.35        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2071-08-20      | 5.4480%  | 5.4480% | $4836882.00        | $4405684.53        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2071-09-20      | 5.3980%  | 5.3980% | $1000000.00        | $894430.40         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2073-01-20      | 4.9980%  | 4.9980% | $3407007.00        | $3291092.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2074-08-20      | 4.8480%  | 4.8480% | $2000000.00        | $2012170.39        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2074-04-20      | 4.9480%  | 4.9480% | $1000000.00        | $892631.81         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2073-09-20      | 5.0480%  | 5.0480% | $400000.00         | $381422.12         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2073-07-20      | 3.9740%  | 3.9740% | $750000.00         | $362505.32         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2073-12-20      | 5.2480%  | 5.2480% | $1000000.00        | $951192.88         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2074-09-20      | 4.8980%  | 4.8980% | $1000000.00        | $972568.45         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2074-01-20      | 4.9980%  | 4.9980% | $1000000.00        | $942945.36         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2074-03-20      | 4.7980%  | 4.7980% | $1113212.00        | $1051611.53        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2074-08-20      | 4.7480%  | 4.7480% | $1000000.00        | $689407.65         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2074-10-20      | 4.8980%  | 4.8980% | $1000000.00        | $953539.34         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-01-20      | 3.5000%  | 3.5000% | $1000000.00        | $514103.14         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-03-20      | 3.5000%  | 3.5000% | $1900000.00        | $1287207.15        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2075-10-20      | 4.8890%  | 4.8890% | $673983.00         | $670535.35         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2075-03-20      | 5.2980%  | 5.2980% | $845969.00         | $856555.50         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2072-11-20      | 4.8980%  | 4.8980% | $40508098.00       | $40013657.92       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2075-05-20      | 4.8980%  | 4.8980% | $31256359.00       | $30759968.86       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2074-06-20      | 4.8980%  | 4.8980% | $1000000.00        | $979076.97         | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2025-12-18      | 0.0000%  | 0.0000% | $103100.00         | $102874.21         | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2026-10-01      | 0.0000%  | 0.0000% | $100.00            | $97.01             | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2050-05-15      | 1.2500%  | 1.2500% | $200.00            | $99.76             | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2053-05-15      | 3.6250%  | 3.6250% | $100.00            | $83.80             | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2045-05-15      | 5.0000%  | 5.0000% | $36900.00          | $38891.62          | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2026-01-15      | 0.6250%  | 0.6250% | $100.00            | $136.61            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2035-01-15      | 2.1250%  | 2.1250% | $90800.00          | $97100.52          | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2035-05-15      | 4.2500%  | 4.2500% | $12600.00          | $12902.73          | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2030-06-30      | 3.8750%  | 3.8750% | $100.00            | $102.91            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2035-08-15      | 4.2500%  | 4.2500% | $100.00            | $103.35            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2046-11-01      | 3.0000%  | 3.0000% | $14976000.00       | $2488505.75        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2051-10-01      | 2.5000%  | 2.5000% | $10697.00          | $6401.69           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-10-01      | 6.0000%  | 6.0000% | $671564.00         | $639683.37         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2050-11-01      | 1.5000%  | 1.5000% | $40441039.00       | $22217009.25       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-12-01      | 7.0000%  | 7.0000% | $33384.00          | $24095.68          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2032-07-01      | 4.2590%  | 4.2590% | $27867.00          | $27988.47          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-10-01      | 4.5000%  | 4.5000% | $2151727.00        | $1593268.41        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-12-01      | 6.0000%  | 6.0000% | $1131063.00        | $788164.14         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-06-01      | 5.5000%  | 5.5000% | $1448459.00        | $1121712.30        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-08-01      | 5.5000%  | 5.5000% | $1193537.00        | $831078.15         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-12-01      | 7.0000%  | 7.0000% | $2580784.00        | $2127863.03        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-12-01      | 5.5000%  | 5.5000% | $1290832.00        | $978816.00         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-02-01      | 7.0000%  | 7.0000% | $1303083.00        | $934224.79         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-02-01      | 7.0000%  | 7.0000% | $1049894.00        | $943075.61         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-02-01      | 7.0000%  | 7.0000% | $1121382.00        | $829015.28         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-08-01      | 6.5000%  | 6.5000% | $1105122.00        | $1048257.08        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-08-01      | 6.0000%  | 6.0000% | $1085551.00        | $1013469.83        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-08-01      | 6.0000%  | 6.0000% | $1211548.00        | $1064931.05        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-08-01      | 6.0000%  | 6.0000% | $1835383.00        | $1774964.38        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-08-01      | 6.0000%  | 6.0000% | $1100421.00        | $1129307.06        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-08-01      | 6.0000%  | 6.0000% | $1588495.00        | $1350066.89        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-09-01      | 6.0000%  | 6.0000% | $3336407.00        | $3106338.28        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-11-01      | 4.5000%  | 4.5000% | $1065252.00        | $1027716.88        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-11-01      | 4.5000%  | 4.5000% | $1589002.00        | $1373723.70        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2051-09-01      | 2.5000%  | 2.5000% | $11572600.00       | $7163396.80        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2051-07-01      | 2.0000%  | 2.0000% | $1860388.00        | $1132700.43        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-07-01      | 6.5000%  | 6.5000% | $11806058.00       | $8711465.37        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-12-01      | 6.5000%  | 6.5000% | $8801970.00        | $6410586.57        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-01-01      | 7.0000%  | 7.0000% | $8702412.00        | $6888091.90        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-07-01      | 6.0000%  | 6.0000% | $6987989.00        | $6370420.65        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-07-01      | 2.5000%  | 2.5000% | $5402670.00        | $4291247.92        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-04-01      | 6.5000%  | 6.5000% | $1263.00           | $1290.45           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-01-01      | 7.0000%  | 7.0000% | $1004.00           | $616.82            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2037-09-01      | 6.0000%  | 6.0000% | $18346934.00       | $144471.41         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2050-12-01      | 2.0000%  | 2.0000% | $18448998.00       | $9916827.51        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-06-01      | 5.5000%  | 5.5000% | $6562300.00        | $5596080.83        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-04-01      | 6.0000%  | 6.0000% | $769000.00         | $676590.65         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-12-01      | 5.5000%  | 5.5000% | $5562665.00        | $5419480.35        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-04-01      | 6.5000%  | 6.5000% | $1000.00           | $1048.03           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-10-01      | 6.5000%  | 6.5000% | $2395708.00        | $2492898.31        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-06-01      | 6.5000%  | 6.5000% | $105327.00         | $85855.20          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-07-01      | 5.5000%  | 5.5000% | $79875.00          | $75176.92          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-09-01      | 5.0000%  | 5.0000% | $510460.00         | $479200.68         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2050-10-20      | 2.0000%  | 2.0000% | $1461.00           | $682.28            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2052-12-20      | 7.0000%  | 7.0000% | $139860.00         | $90101.28          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2050-09-20      | 3.0000%  | 3.0000% | $1000.00           | $83.89             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2053-01-20      | 7.5000%  | 7.5000% | $1002.00           | $654.60            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2053-06-20      | 6.0000%  | 6.0000% | $1001.00           | $979.75            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2053-11-20      | 8.0000%  | 8.0000% | $1000.00           | $154.71            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2053-01-20      | 7.5000%  | 7.5000% | $95670.00          | $74980.29          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2053-07-20      | 7.5000%  | 7.5000% | $1001.00           | $821.02            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2053-04-20      | 5.5000%  | 5.5000% | $1000.00           | $984.68            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2053-07-20      | 6.5000%  | 6.5000% | $195675.00         | $178863.53         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2053-08-20      | 7.5000%  | 7.5000% | $665489.00         | $171647.24         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2054-04-20      | 6.0000%  | 6.0000% | $1000.00           | $1036.46           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2054-07-20      | 7.5000%  | 7.5000% | $178849.00         | $185084.62         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2054-02-20      | 7.3750%  | 7.3750% | $263441.00         | $284441.76         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2064-08-20      | 7.0000%  | 7.0000% | $4877761.00        | $2072588.39        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-01-20      | 5.5000%  | 5.5000% | $1403.00           | $1431.45           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-11-20      | 6.5000%  | 6.5000% | $8819.00           | $9342.96           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2038-04-20      | 3.6250%  | 3.6250% | $66957985.00       | $7393.16           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2067-10-20      | 4.7000%  | 4.7000% | $1200000.00        | $215896.02         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2038-10-20      | 2.7250%  | 2.7250% | $100000000.00      | $6965.15           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2047-06-20      | 2.0750%  | 2.0750% | $2057115.00        | $64823.50          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2046-10-20      | 4.0000%  | 4.0000% | $5831990.00        | $141150.97         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2047-03-20      | 2.0750%  | 2.0750% | $22714285.00       | $612244.32         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2065-06-20      | 4.6600%  | 4.6600% | $1250000.00        | $139171.48         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2065-09-20      | 4.8700%  | 4.8700% | $2700000.00        | $425424.74         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2066-01-20      | 5.0200%  | 5.0200% | $2747257.00        | $370201.64         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2045-09-20      | 2.1750%  | 2.1750% | $30000000.00       | $396201.62         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2068-02-20      | 4.9130%  | 4.9130% | $1000000.00        | $342257.47         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2069-10-20      | 4.9200%  | 4.9200% | $4341390.00        | $2505917.98        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2068-10-20      | 4.4910%  | 4.4910% | $1000000.00        | $397136.69         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2068-11-20      | 4.3040%  | 4.3040% | $1000000.00        | $376784.04         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2069-11-20      | 4.8700%  | 4.8700% | $2000000.00        | $990915.27         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2068-12-20      | 4.6700%  | 4.6700% | $1100000.00        | $128581.86         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2069-05-20      | 4.8700%  | 4.8700% | $2000000.00        | $1009883.35        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2069-05-20      | 4.8200%  | 4.8200% | $1000000.00        | $298447.56         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2069-08-20      | 4.7200%  | 4.7200% | $2000000.00        | $576587.49         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2071-05-20      | 5.5980%  | 5.5980% | $7034563.00        | $5731419.79        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2071-05-20      | 4.9980%  | 4.9980% | $1000000.00        | $538924.39         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2071-06-20      | 5.5980%  | 5.5980% | $7200000.00        | $5588077.65        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2071-07-20      | 5.5980%  | 5.5980% | $3380570.00        | $2626661.38        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2070-06-20      | 5.2700%  | 5.2700% | $5500000.00        | $3035953.84        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2070-09-20      | 5.5200%  | 5.5200% | $4944427.00        | $2707472.48        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2070-11-20      | 5.8000%  | 5.8000% | $7400000.00        | $2280142.29        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2070-12-20      | 5.4400%  | 5.4400% | $1000000.00        | $591233.53         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2070-12-20      | 5.4200%  | 5.4200% | $4882019.00        | $2979366.71        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2070-12-20      | 5.4200%  | 5.4200% | $14804906.00       | $9702428.92        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-09-01      | 6.0000%  | 6.0000% | $17385184.00       | $16393483.07       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-06-01      | 7.0000%  | 7.0000% | $1474094.00        | $1369114.96        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2030-06-01      | 4.3790%  | 4.3790% | $8529000.00        | $8639904.44        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2028-11-01      | 1.3890%  | 1.3890% | $1150000.00        | $1075053.92        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2031-10-01      | 1.7900%  | 1.7900% | $12927.00          | $11329.44          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-08-01      | 6.5000%  | 6.5000% | $1166691.00        | $906787.40         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2044-04-01      | 4.0000%  | 4.0000% | $2551276.00        | $1294045.93        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2029-11-01      | 2.3300%  | 2.3300% | $11053900.00       | $9603520.91        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2061-09-01      | 5.5000%  | 5.5000% | $17336736.00       | $12978988.43       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-10-01      | 6.0000%  | 6.0000% | $30000.00          | $31331.91          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-10-01      | 6.0000%  | 6.0000% | $72117.00          | $75318.63          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-07-01      | 7.0000%  | 7.0000% | $2392037.00        | $2522834.38        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-06-01      | 7.0000%  | 7.0000% | $1617395.00        | $1713425.20        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-07-01      | 6.5000%  | 6.5000% | $478956.00         | $501779.71         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-03-01      | 6.5000%  | 6.5000% | $2405622.00        | $2515766.95        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-02-01      | 5.5000%  | 5.5000% | $1065755.00        | $1082982.53        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-04-01      | 6.5000%  | 6.5000% | $10197569.00       | $10197099.67       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-04-01      | 7.0000%  | 7.0000% | $864596.00         | $768454.30         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-11-01      | 4.5000%  | 4.5000% | $6812.00           | $5655.54           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-10-01      | 6.5000%  | 6.5000% | $1168009.00        | $1091688.66        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-10-01      | 5.5000%  | 5.5000% | $1112553.00        | $962958.80         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-10-01      | 5.5000%  | 5.5000% | $1161356.00        | $1085907.70        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-09-01      | 6.0000%  | 6.0000% | $1382611.00        | $1166249.04        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-10-01      | 5.5000%  | 5.5000% | $12624.00          | $12113.79          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-09-01      | 5.5000%  | 5.5000% | $1094185.00        | $1110228.26        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-08-01      | 6.5000%  | 6.5000% | $1428652.00        | $1099990.49        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-08-01      | 6.5000%  | 6.5000% | $1054775.00        | $993597.49         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-08-01      | 7.0000%  | 7.0000% | $1228089.00        | $998373.44         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-08-01      | 7.0000%  | 7.0000% | $1001738.00        | $1050115.16        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-07-01      | 6.5000%  | 6.5000% | $1667111.00        | $1406703.13        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-07-01      | 7.0000%  | 7.0000% | $1077966.00        | $1036516.84        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-06-01      | 7.0000%  | 7.0000% | $3038427.00        | $2031157.46        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-07-01      | 5.5000%  | 5.5000% | $1008188.00        | $915198.74         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-05-01      | 7.0000%  | 7.0000% | $1139350.00        | $744824.00         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-04-01      | 6.0000%  | 6.0000% | $5295608.00        | $3899819.24        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-03-01      | 7.0000%  | 7.0000% | $1040973.00        | $403017.94         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-11-01      | 7.0000%  | 7.0000% | $1176048.00        | $927828.35         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-03-01      | 6.0000%  | 6.0000% | $966138.00         | $979378.64         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-11-01      | 7.0000%  | 7.0000% | $761138.00         | $606637.08         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-10-01      | 5.5000%  | 5.5000% | $1252454.00        | $623661.83         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2035-04-01      | 6.0000%  | 6.0000% | $12640267.00       | $114748.40         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2043-05-01      | 3.0000%  | 3.0000% | $10905982.00       | $2043125.70        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2030-12-01      | 3.3990%  | 3.3990% | $55971.00          | $40454.27          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-06-01      | 6.5000%  | 6.5000% | $5272487.00        | $4215466.74        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-07-01      | 6.5000%  | 6.5000% | $5203472.00        | $3927769.23        | Agency Mortgage-Backed Securities |

### Security 17: CITIGROUP GLOBAL MARKETS

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BYM6CFY79, C.3 - LEI: MBNUM2BPBDO7JBLYG310
- **C.18 - Value (incl. sponsor support):** $2210000000.00
- **C.18.a - Value (excl. sponsor support):** $2210000000.00
- **C.19 - Percentage of Net Assets:** 1.3100%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2026-01-13
- **C.12 - Maturity Date (WAL):** 2026-01-13
- **C.13 - Final Legal Maturity Date:** 2026-01-13
- **C.10 - Ratings:** FITCH'S RATING: F1; MOODY'S RATING: P-1; S&P RATING: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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                           |
|:---|:---|:---|:---|:---|:---|:---|
| United States Treasury-U.S. Treasuries (including strips) | 2028-06-15      | 3.8750%  | 3.8750% | $305237200.00      | $313617529.02      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2055-11-15      | 4.6250%  | 4.6250% | $800.00            | $798.89            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2045-05-15      | 5.0000%  | 5.0000% | $282279600.00      | $297515240.60      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2055-05-15      | 4.7500%  | 4.7500% | $4838000.00        | $4925644.24        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2055-05-15      | 4.7500%  | 4.7500% | $119028100.00      | $121184389.38      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2045-02-15      | 4.7500%  | 4.7500% | $13573300.00       | $14022888.26       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2055-02-15      | 2.3750%  | 2.3750% | $1499200.00        | $1526912.27        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2055-02-15      | 4.6250%  | 4.6250% | $20322600.00       | $20506648.20       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2044-11-15      | 4.6250%  | 4.6250% | $67313400.00       | $67706571.61       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2044-11-15      | 4.6250%  | 4.6250% | $54743400.00       | $55063151.36       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2054-11-15      | 4.5000%  | 4.5000% | $12501600.00       | $12215638.67       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2044-08-15      | 4.1250%  | 4.1250% | $90719000.00       | $86436128.89       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2044-08-15      | 4.1250%  | 4.1250% | $50394900.00       | $48015741.70       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2054-08-15      | 4.2500%  | 4.2500% | $64743000.00       | $61348094.53       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2044-05-15      | 4.6250%  | 4.6250% | $39517400.00       | $39830018.65       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2054-05-15      | 4.6250%  | 4.6250% | $78081000.00       | $77863225.18       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2054-05-15      | 4.6250%  | 4.6250% | $51711600.00       | $51567371.77       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2044-02-15      | 4.5000%  | 4.5000% | $135883700.00      | $136455726.06      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2054-02-15      | 2.1250%  | 2.1250% | $200.00            | $198.04            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2043-11-15      | 4.7500%  | 4.7500% | $49200.00          | $50460.29          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2043-11-15      | 4.7500%  | 4.7500% | $1000.00           | $1025.61           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2053-11-15      | 4.7500%  | 4.7500% | $109353300.00      | $111146234.95      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2053-11-15      | 4.7500%  | 4.7500% | $147600900.00      | $150020934.99      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2043-08-15      | 4.3750%  | 4.3750% | $100.00            | $99.07             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2053-08-15      | 4.1250%  | 4.1250% | $33020700.00       | $30615000.05       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2053-05-15      | 3.6250%  | 3.6250% | $1670700.00        | $1400149.84        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2053-02-15      | 3.6250%  | 3.6250% | $10590900.00       | $8980268.44        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2052-08-15      | 3.0000%  | 3.0000% | $1485500.00        | $1114778.29        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2042-05-15      | 3.2500%  | 3.2500% | $300.00            | $256.32            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2052-02-15      | 0.1250%  | 0.1250% | $100.00            | $64.17             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2041-08-15      | 1.7500%  | 1.7500% | $6390600.00        | $4443244.90        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2051-08-15      | 2.0000%  | 2.0000% | $800.00            | $480.34            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2051-05-15      | 2.3750%  | 2.3750% | $311900900.00      | $203999688.32      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2051-02-15      | 0.1250%  | 0.1250% | $46972100.00       | $32899590.52       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2051-02-15      | 1.8750%  | 1.8750% | $115258000.00      | $67461644.31       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2040-11-15      | 1.3750%  | 1.3750% | $200.00            | $132.92            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2050-11-15      | 1.6250%  | 1.6250% | $56523800.00       | $30854339.41       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2040-08-15      | 1.1250%  | 1.1250% | $9751600.00        | $6294686.25        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2050-08-15      | 1.3750%  | 1.3750% | $607900.00         | $313076.54         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2050-05-15      | 1.2500%  | 1.2500% | $200.00            | $99.76             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2050-02-15      | 0.2500%  | 0.2500% | $17500000.00       | $13216263.88       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2049-11-15      | 2.3750%  | 2.3750% | $3353200.00        | $2229988.32        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2049-08-15      | 2.2500%  | 2.2500% | $300.00            | $196.39            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2049-05-15      | 2.8750%  | 2.8750% | $28455900.00       | $21094627.82       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2049-02-15      | 1.0000%  | 1.0000% | $40665200.00       | $39130059.26       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2048-11-15      | 3.3750%  | 3.3750% | $100.00            | $81.60             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2048-08-15      | 3.0000%  | 3.0000% | $6531100.00        | $5039199.40        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2048-02-15      | 1.0000%  | 1.0000% | $28220000.00       | $28128595.65       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2047-08-15      | 2.7500%  | 2.7500% | $300.00            | $223.20            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2047-05-15      | 3.0000%  | 3.0000% | $2700.00           | $2090.98           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2047-02-15      | 3.0000%  | 3.0000% | $2603000.00        | $2039996.56        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2046-11-15      | 2.8750%  | 2.8750% | $71000.00          | $54082.43          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2046-05-15      | 2.5000%  | 2.5000% | $6692600.00        | $4785930.39        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2046-02-15      | 1.0000%  | 1.0000% | $28205500.00       | $30112602.22       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2046-02-15      | 2.5000%  | 2.5000% | $900.00            | $651.10            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2045-11-15      | 3.0000%  | 3.0000% | $10545000.00       | $8296820.21        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2045-08-15      | 2.8750%  | 2.8750% | $9541400.00        | $7433371.98        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2045-05-15      | 3.0000%  | 3.0000% | $441000.00         | $348957.27         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2045-02-15      | 2.5000%  | 2.5000% | $5118000.00        | $3760267.03        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2044-11-15      | 3.0000%  | 3.0000% | $14000.00          | $11132.84          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2044-08-15      | 3.1250%  | 3.1250% | $9748100.00        | $8008019.70        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2044-05-15      | 3.3750%  | 3.3750% | $500.00            | $423.76            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2044-02-15      | 1.3750%  | 1.3750% | $2135800.00        | $2567057.09        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2044-02-15      | 3.6250%  | 3.6250% | $6765400.00        | $6021828.89        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2043-02-15      | 0.6250%  | 0.6250% | $3100.00           | $3349.11           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2040-02-15      | 2.1250%  | 2.1250% | $100.00            | $152.50            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2039-05-15      | 4.2500%  | 4.2500% | $4000000.00        | $3993808.97        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-01-15      | 1.7500%  | 1.7500% | $6000.00           | $9457.54           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2036-02-15      | 4.5000%  | 4.5000% | $100.00            | $105.92            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-01-15      | 2.0000%  | 2.0000% | $100.00            | $164.61            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-05-15      | 6.2500%  | 6.2500% | $2498800.00        | $2778814.21        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-08-15      | 6.1250%  | 6.1250% | $200.00            | $221.41            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-04-15      | 3.8750%  | 3.8750% | $400.00            | $860.76            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-11-15      | 5.2500%  | 5.2500% | $197900.00         | $207997.91         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-08-15      | 5.5000%  | 5.5000% | $2200.00           | $2350.70           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-08-15      | 6.3750%  | 6.3750% | $100.00            | $106.56            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-02-15      | 6.6250%  | 6.6250% | $551200.00         | $582587.45         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-02-15      | 6.0000%  | 6.0000% | $4837600.00        | $4939429.37        | U.S. Treasuries (including strips) |

### Security 18: CITIGROUP GLOBAL MARKETS

- **C.1 - Title:** CITIGROUP GLOBAL MARKETS
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BYM65YF51, C.3 - LEI: MBNUM2BPBDO7JBLYG310
- **C.18 - Value (incl. sponsor support):** $760000000.00
- **C.18.a - Value (excl. sponsor support):** $760000000.00
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 4.2200%
- **C.11 - Maturity Date (WAM):** 2025-12-02
- **C.12 - Maturity Date (WAL):** 2025-12-02
- **C.13 - Final Legal Maturity Date:** 2025-12-02
- **C.10 - Ratings:** FITCH'S RATING: F1; MOODY'S RATING: P-1; S&P RATING: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| United States Treasury-U.S. Treasuries (including strips) | 2040-02-15      | 4.6250%  | 4.6250% | $63423200.00       | $66107100.58       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2042-02-15      | 3.1250%  | 3.1250% | $94534100.00       | $80385601.00       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2042-08-15      | 2.7500%  | 2.7500% | $88188100.00       | $70351392.48       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2044-05-15      | 4.6250%  | 4.6250% | $119291100.00      | $120234801.34      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2045-02-15      | 4.7500%  | 4.7500% | $26832200.00       | $27720962.66       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-07-15      | 0.1250%  | 0.1250% | $31000.00          | $35142.76          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-02-28      | 4.2500%  | 4.2500% | $100.00            | $104.10            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-06-30      | 4.2500%  | 4.2500% | $700.00            | $733.83            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-07-31      | 4.1250%  | 4.1250% | $1730600.00        | $1796176.04        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-07-31      | 4.1250%  | 4.1250% | $88257200.00       | $91601449.49       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-11-30      | 4.1250%  | 4.1250% | $116419300.00      | $121599911.13      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2032-03-31      | 4.1250%  | 4.1250% | $118039200.00      | $121599985.42      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2032-05-31      | 4.1250%  | 4.1250% | $70689600.00       | $73766689.31       | U.S. Treasuries (including strips) |

### Security 19: CREDIT AGRICOLE CIB

- **C.1 - Title:** CREDIT AGRICOLE CIB
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BYM6J7267, C.3 - LEI: 969500TJ5KRTCJQWXH05
- **C.18 - Value (incl. sponsor support):** $23000000.00
- **C.18.a - Value (excl. sponsor support):** $23000000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: P-1; S&P RATING: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| United States Treasury-U.S. Treasuries (including strips) | 2027-11-30      | 3.8750%  | 3.8750% | $2.34              | $2.40              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-12-31      | 3.8750%  | 3.8750% | $2032.20           | $2080.25           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-01-31      | 3.5000%  | 3.5000% | $173358.47         | $175384.69         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2033-01-15      | 1.1250%  | 1.1250% | $27757.63          | $29522.26          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-02-29      | 4.0000%  | 4.0000% | $58067.23          | $59282.42          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-03-31      | 3.6250%  | 3.6250% | $586449.60         | $591588.47         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2033-05-15      | 3.3750%  | 3.3750% | $67451.82          | $65684.04          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-06-30      | 3.7500%  | 3.7500% | $2778.16           | $2842.85           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-06-30      | 4.0000%  | 4.0000% | $4.68              | $4.82              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2033-07-15      | 1.3750%  | 1.3750% | $147134.36         | $156104.08         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-07-31      | 4.1250%  | 4.1250% | $18.16             | $18.70             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-08-31      | 4.1250%  | 4.1250% | $5853.42           | $6051.36           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2033-11-15      | 4.5000%  | 4.5000% | $1317.29           | $1379.37           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-11-30      | 4.3750%  | 4.3750% | $86748.38          | $91718.71          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-12-15      | 4.3750%  | 4.3750% | $585987.26         | $601986.99         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2034-01-15      | 1.7500%  | 1.7500% | $87337.88          | $93514.45          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-03-15      | 4.2500%  | 4.2500% | $328149.93         | $333704.80         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-04-30      | 4.6250%  | 4.6250% | $29159.31          | $30696.51          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-05-15      | 4.5000%  | 4.5000% | $252290.95         | $256086.93         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-06-30      | 4.2500%  | 4.2500% | $145635.41         | $151776.69         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-07-15      | 4.3750%  | 4.3750% | $80047.03          | $82401.09          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-07-31      | 4.1250%  | 4.1250% | $7611.97           | $7900.40           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-08-31      | 3.7500%  | 3.7500% | $585987.26         | $594335.59         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-09-30      | 3.6250%  | 3.6250% | $1045091.28        | $1049299.54        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-10-31      | 4.1250%  | 4.1250% | $0.58              | $0.60              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-10-15      | 1.6250%  | 1.6250% | $352895.00         | $370840.22         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-11-15      | 4.1250%  | 4.1250% | $0.58              | $0.59              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-12-15      | 4.0000%  | 4.0000% | $362.14            | $372.37            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-12-31      | 4.3750%  | 4.3750% | $682.67            | $716.47            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-12-31      | 4.2500%  | 4.2500% | $13451.92          | $13773.67          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-02-15      | 4.2500%  | 4.2500% | $33342.67          | $34287.48          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-03-15      | 3.8750%  | 3.8750% | $33248.91          | $33809.86          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-04-30      | 3.7500%  | 3.7500% | $107.82            | $108.41            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-04-15      | 1.6250%  | 1.6250% | $347608.81         | $359799.55         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-06-30      | 3.8750%  | 3.8750% | $1215072.71        | $1250452.15        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-06-30      | 3.7500%  | 3.7500% | $0.58              | $0.59              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2035-07-15      | 1.8750%  | 1.8750% | $21063.89          | $21685.52          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2035-11-15      | 4.0000%  | 4.0000% | $272399.69         | $272832.66         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2032-02-15      | 0.0000%  | 0.0000% | $37536.22          | $29628.80          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2032-08-15      | 0.0000%  | 0.0000% | $12824.20          | $9900.77           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2033-02-15      | 0.0000%  | 0.0000% | $20196.85          | $15236.99          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2033-08-15      | 0.0000%  | 0.0000% | $0.42              | $0.31              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2034-08-15      | 0.0000%  | 0.0000% | $320753.61         | $225376.88         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2035-02-15      | 0.0000%  | 0.0000% | $1.40              | $0.95              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2036-02-15      | 0.0000%  | 0.0000% | $0.86              | $0.56              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2036-08-15      | 0.0000%  | 0.0000% | $0.11              | $0.06              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2037-02-15      | 0.0000%  | 0.0000% | $1.91              | $1.18              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2032-11-15      | 0.0000%  | 0.0000% | $0.97              | $0.74              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2033-05-15      | 0.0000%  | 0.0000% | $0.25              | $0.19              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-02-15      | 0.0000%  | 0.0000% | $155518.52         | $143844.52         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-02-15      | 0.0000%  | 0.0000% | $55308.40          | $51156.68          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-05-15      | 0.0000%  | 0.0000% | $13480.05          | $12360.10          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2035-11-15      | 0.0000%  | 0.0000% | $4.76              | $3.14              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-02-15      | 0.0000%  | 0.0000% | $228496.89         | $188343.59         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2037-05-15      | 0.0000%  | 0.0000% | $0.44              | $0.27              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2037-08-15      | 0.0000%  | 0.0000% | $0.34              | $0.20              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2037-11-15      | 0.0000%  | 0.0000% | $0.11              | $0.06              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2038-05-15      | 0.0000%  | 0.0000% | $0.19              | $0.11              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2038-08-15      | 0.0000%  | 0.0000% | $33654.31          | $19159.40          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2039-02-15      | 0.0000%  | 0.0000% | $6.38              | $3.52              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2039-11-15      | 0.0000%  | 0.0000% | $0.13              | $0.07              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2041-11-15      | 0.0000%  | 0.0000% | $0.96              | $0.45              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2043-05-15      | 0.0000%  | 0.0000% | $0.88              | $0.38              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-10-29      | 0.0000%  | 0.0000% | $27275.36          | $26389.73          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2043-02-15      | 0.0000%  | 0.0000% | $0.58              | $0.26              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2048-11-15      | 0.0000%  | 0.0000% | $2.34              | $0.78              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2042-11-15      | 0.0000%  | 0.0000% | $0.58              | $0.26              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2054-11-15      | 0.0000%  | 0.0000% | $0.58              | $0.15              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2032-04-15      | 3.3750%  | 3.3750% | $144292.33         | $295950.70         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2040-02-15      | 2.1250%  | 2.1250% | $125824.35         | $191886.46         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2041-02-15      | 2.1250%  | 2.1250% | $192977.32         | $287803.50         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2041-08-15      | 3.7500%  | 3.7500% | $522037.29         | $485974.82         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2043-02-15      | 0.6250%  | 0.6250% | $588315.97         | $635592.90         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2044-02-15      | 1.3750%  | 1.3750% | $935040.53         | $1123842.32        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2046-02-15      | 1.0000%  | 1.0000% | $622681.19         | $664783.50         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2048-02-15      | 1.0000%  | 1.0000% | $1793742.16        | $1787932.24        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2048-08-15      | 3.0000%  | 3.0000% | $585987.26         | $452130.06         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2049-02-15      | 1.0000%  | 1.0000% | $1441629.45        | $1387206.89        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2050-02-15      | 0.2500%  | 0.2500% | $1313304.68        | $991827.50         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2050-08-15      | 1.3750%  | 1.3750% | $49690.54          | $25591.28          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2051-02-15      | 0.1250%  | 0.1250% | $1047305.14        | $733539.91         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2041-05-15      | 2.2500%  | 2.2500% | $32144.91          | $24226.11          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2052-02-15      | 0.1250%  | 0.1250% | $165073.78         | $105936.65         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2053-02-15      | 1.5000%  | 1.5000% | $284374.34         | $251983.80         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2053-05-15      | 3.6250%  | 3.6250% | $155047.54         | $129939.42         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2054-02-15      | 2.1250%  | 2.1250% | $1304659.61        | $1291891.19        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2055-02-15      | 2.3750%  | 2.3750% | $661345.22         | $673569.99         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2045-02-15      | 4.7500%  | 4.7500% | $874544.96         | $903512.51         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-02-15      | 0.0000%  | 0.0000% | $0.58              | $0.58              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-07-15      | 0.3750%  | 0.3750% | $0.58              | $0.77              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-01-15      | 0.8750%  | 0.8750% | $140545.52         | $179269.22         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-01-31      | 2.6250%  | 2.6250% | $45191.33          | $45476.93          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-03-31      | 2.2500%  | 2.2500% | $739.51            | $738.35            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-02-15      | 1.6250%  | 1.6250% | $0.58              | $0.58              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-07-15      | 0.1250%  | 0.1250% | $191341.24         | $257716.53         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-11-15      | 2.0000%  | 2.0000% | $7417.42           | $7306.50           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-01-15      | 0.3750%  | 0.3750% | $248259.94         | $330233.98         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-05-15      | 2.3750%  | 2.3750% | $0.58              | $0.57              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-07-15      | 0.7500%  | 0.7500% | $34027.10          | $43753.94          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-07-31      | 1.8750%  | 1.8750% | $11318.92          | $11249.31          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-08-31      | 1.3750%  | 1.3750% | $5.85              | $5.77              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-01-15      | 0.1250%  | 0.1250% | $61134.87          | $73632.43          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-04-30      | 0.5000%  | 0.5000% | $0.58              | $0.56              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-05-31      | 0.5000%  | 0.5000% | $293402.64         | $281108.10         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-07-15      | 0.1250%  | 0.1250% | $51284.43          | $61781.29          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-08-15      | 0.6250%  | 0.6250% | $69305.29          | $60635.57          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-11-15      | 0.8750%  | 0.8750% | $4.68              | $4.11              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-02-15      | 1.1250%  | 1.1250% | $5.85              | $5.20              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-02-29      | 1.1250%  | 1.1250% | $1.75              | $1.67              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-03-31      | 1.2500%  | 1.2500% | $381.47            | $363.29            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-04-30      | 0.7500%  | 0.7500% | $27689.65          | $27350.73          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-05-31      | 1.2500%  | 1.2500% | $322737.75         | $307600.93         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-05-31      | 0.7500%  | 0.7500% | $145910.82         | $144240.58         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-06-30      | 1.2500%  | 1.2500% | $2.34              | $2.22              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-07-15      | 0.1250%  | 0.1250% | $34950.62          | $39621.34          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-10-15      | 0.1250%  | 0.1250% | $27825.60          | $32768.86          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-12-31      | 1.3750%  | 1.3750% | $0.58              | $0.55              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2032-01-15      | 0.1250%  | 0.1250% | $0.58              | $0.63              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-02-28      | 1.8750%  | 1.8750% | $4.10              | $3.91              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-02-28      | 1.8750%  | 1.8750% | $12223.69          | $12024.44          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-03-31      | 2.3750%  | 2.3750% | $240253.60         | $232687.67         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-04-30      | 2.8750%  | 2.8750% | $100314.57         | $98499.75          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-07-31      | 2.7500%  | 2.7500% | $592126.06         | $589963.25         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2032-08-15      | 2.7500%  | 2.7500% | $0.58              | $0.55              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-09-30      | 4.1250%  | 4.1250% | $701066.95         | $713365.86         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-10-15      | 1.6250%  | 1.6250% | $1.17              | $1.30              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-11-30      | 3.8750%  | 3.8750% | $1.17              | $1.20              | U.S. Treasuries (including strips) |

### Security 20: CREDIT AGRICOLE SA

- **C.1 - Title:** CREDIT AGRICOLE SA
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BYM6J72F7, C.3 - LEI: 969500TJ5KRTCJQWXH05
- **C.18 - Value (incl. sponsor support):** $1100000000.00
- **C.18.a - Value (excl. sponsor support):** $1100000000.00
- **C.19 - Percentage of Net Assets:** 0.6500%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: P-1; S&P RATING: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                                                        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| United States Treasury-U.S. Treasuries (including strips)                          | 2032-05-31      | 4.1250%  | 4.1250% | $9009100.00        | $9401262.43        | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2028-03-15      | 3.8750%  | 3.8750% | $13507200.00       | $13735083.62       | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2026-09-30      | 3.5000%  | 3.5000% | $29086800.00       | $29209054.05       | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2029-09-30      | 3.5000%  | 3.5000% | $1044400.00        | $1049375.60        | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2027-01-15      | 4.0000%  | 4.0000% | $8626000.00        | $8790813.60        | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2027-12-31      | 3.8750%  | 3.8750% | $17300.00          | $17709.06          | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2029-11-30      | 3.8750%  | 3.8750% | $1021500.00        | $1053912.45        | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2026-11-15      | 2.0000%  | 2.0000% | $1800.00           | $1773.08           | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2026-01-15      | 0.6250%  | 0.6250% | $40088200.00       | $54766684.80       | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2029-05-15      | 2.3750%  | 2.3750% | $13500.00          | $13016.40          | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2047-11-15      | 2.7500%  | 2.7500% | $51048400.00       | $37524840.06       | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2043-08-15      | 3.6250%  | 3.6250% | $101544500.00      | $90820392.52       | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2053-08-15      | 0.0000%  | 0.0000% | $30000000.00       | $8096970.00        | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2026-01-02      | 0.0000%  | 0.0000% | $18432600.00       | $18363662.07       | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2026-02-19      | 0.0000%  | 0.0000% | $721500.00         | $715266.23         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-10-20      | 5.1980%  | 5.1980% | $13468.00          | $11012.08          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2040-09-15      | 5.0000%  | 5.0000% | $31345102.00       | $1725731.12        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2035-10-20      | 5.5000%  | 5.5000% | $25001.00          | $434.70            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-08-20      | 6.0000%  | 6.0000% | $1129294.00        | $1151777.39        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-06-20      | 5.5000%  | 5.5000% | $157802532.00      | $158972370.64      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-07-20      | 3.5000%  | 3.5000% | $58889100.00       | $53776981.28       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2054-10-20      | 3.5000%  | 3.5000% | $145428800.00      | $130410312.54      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-11-20      | 7.0000%  | 7.0000% | $14087888.00       | $14959843.73       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2065-09-20      | 7.0000%  | 7.0000% | $5110907.00        | $5247571.84        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-09-20      | 7.0000%  | 7.0000% | $6116040.00        | $6530107.16        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2053-08-20      | 6.5000%  | 6.5000% | $1000.00           | $815.17            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2053-07-20      | 6.5000%  | 6.5000% | $1000.00           | $521.77            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2053-08-20      | 6.7990%  | 6.7990% | $320591.00         | $244793.36         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2053-09-20      | 7.0000%  | 7.0000% | $1000.00           | $829.71            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2053-01-15      | 7.0000%  | 7.0000% | $104429.00         | $106985.94         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2028-08-15      | 3.0000%  | 3.0000% | $5842886.00        | $141920.19         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2053-05-20      | 4.5000%  | 4.5000% | $36537280.00       | $34367630.37       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2052-08-20      | 5.5000%  | 5.5000% | $1045062.00        | $1021365.55        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2054-08-20      | 6.5000%  | 6.5000% | $63930823.00       | $36093754.53       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2053-04-20      | 5.5000%  | 5.5000% | $113266.00         | $81716.47          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2052-10-20      | 5.5000%  | 5.5000% | $71713791.00       | $50838892.19       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2051-09-20      | 2.5000%  | 2.5000% | $1000.00           | $592.92            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2051-08-20      | 2.5000%  | 2.5000% | $3722000.00        | $2166993.46        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2049-08-20      | 3.0000%  | 3.0000% | $143897088.00      | $20590581.49       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2048-08-20      | 4.0000%  | 4.0000% | $99990400.00       | $9428835.21        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2046-10-20      | 3.0000%  | 3.0000% | $8049456.00        | $1076949.08        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2046-01-20      | 4.0000%  | 4.0000% | $46484500.00       | $3927553.78        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2044-09-20      | 4.0000%  | 4.0000% | $27689000.00       | $1830813.55        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2040-11-01      | 5.0000%  | 5.0000% | $34580880.00       | $35141021.09       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-09-01      | 5.0000%  | 5.0000% | $28579612.00       | $28265948.13       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2048-10-01      | 4.0000%  | 4.0000% | $160607235.00      | $12071367.25       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-08-01      | 6.0000%  | 6.0000% | $51703296.00       | $53170827.10       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2051-12-01      | 2.5000%  | 2.5000% | $10132736.00       | $6437582.56        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-12-01      | 5.0000%  | 5.0000% | $1000.00           | $925.80            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-11-01      | 5.5000%  | 5.5000% | $27623200.00       | $26104952.04       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2032-11-01      | 4.2300%  | 4.2300% | $34122977.00       | $34310875.17       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-02-01      | 6.0000%  | 6.0000% | $1000.00           | $1038.93           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2051-07-01      | 3.0000%  | 3.0000% | $1024.00           | $604.78            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2050-07-01      | 2.5000%  | 2.5000% | $97299842.00       | $36332251.77       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-08-01      | 6.0000%  | 6.0000% | $1015760.00        | $863121.54         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-05-01      | 5.5000%  | 5.5000% | $1834810.00        | $1317370.49        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-12-01      | 5.0000%  | 5.0000% | $1024.00           | $953.12            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-11-01      | 4.0000%  | 4.0000% | $26677600.00       | $24236650.34       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-04-01      | 6.0000%  | 6.0000% | $102241.00         | $99747.64          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-01-01      | 4.5000%  | 4.5000% | $60561024.00       | $55377151.01       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2034-12-01      | 2.5000%  | 2.5000% | $4450.00           | $783.02            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2041-01-01      | 6.7260%  | 6.7260% | $1857.00           | $16.67             | Agency Mortgage-Backed Securities |

### Security 21: DAIWA CAPITAL MARKETS AMERICA

- **C.1 - Title:** DAIWA CAPITAL MARKETS AMERICA
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BYM6J74H1, C.3 - LEI: M67H5PRC0NQKM73ZAS82
- **C.18 - Value (incl. sponsor support):** $600000000.00
- **C.18.a - Value (excl. sponsor support):** $600000000.00
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| United States Treasury-U.S. Treasuries (including strips) | 2030-10-15      | 1.1250%  | 1.1250% | $1630588.23        | $1627971.68        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-10-31      | 3.5000%  | 3.5000% | $359505.88         | $360389.61         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2032-09-30      | 3.8750%  | 3.8750% | $748729.41         | $757817.41         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-09-15      | 3.3750%  | 3.3750% | $3430588.23        | $3443707.39        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-08-31      | 3.6250%  | 3.6250% | $1117411.76        | $1128792.93        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-08-31      | 3.6250%  | 3.6250% | $20667882.35       | $20887422.65       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2035-07-15      | 1.8750%  | 1.8750% | $1918305.88        | $1974029.57        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-07-31      | 3.8750%  | 3.8750% | $100094.11         | $101900.30         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-06-30      | 3.7500%  | 3.7500% | $19058.82          | $19410.82          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2035-05-15      | 4.2500%  | 4.2500% | $1944705.88        | $1988349.44        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-03-31      | 4.0000%  | 4.0000% | $169411.76         | $173372.69         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-02-28      | 4.1250%  | 4.1250% | $3069317.64        | $3120294.63        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-02-15      | 4.2500%  | 4.2500% | $25359952.94       | $26070446.47       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2035-02-15      | 4.6250%  | 4.6250% | $20470588.23       | $21776475.25       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2035-01-15      | 2.1250%  | 2.1250% | $423529.41         | $452753.90         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-12-31      | 4.2500%  | 4.2500% | $15880588.23       | $16262260.04       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-09-30      | 3.5000%  | 3.5000% | $9115694.11        | $9155120.19        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-08-31      | 3.6250%  | 3.6250% | $10086211.76       | $10205564.86       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-08-31      | 3.7500%  | 3.7500% | $12440470.58       | $12600798.56       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-07-15      | 4.3750%  | 4.3750% | $12846494.11       | $13221592.19       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-05-31      | 4.6250%  | 4.6250% | $352941.17         | $377937.97         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-05-31      | 4.8750%  | 4.8750% | $717388.23         | $738433.25         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-04-30      | 4.6250%  | 4.6250% | $535058.82         | $555736.89         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-02-15      | 4.1250%  | 4.1250% | $1080141.17        | $1099561.79        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-12-31      | 3.7500%  | 3.7500% | $7368705.88        | $7536131.93        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-10-15      | 2.3750%  | 2.3750% | $97411.76          | $107186.77         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-10-31      | 4.8750%  | 4.8750% | $630423.52         | $656572.68         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-08-31      | 4.3750%  | 4.3750% | $50117.64          | $51796.79          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-03-15      | 4.6250%  | 4.6250% | $42694305.88       | $43199440.14       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-02-28      | 4.0000%  | 4.0000% | $390352.94         | $400759.45         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-02-29      | 4.0000%  | 4.0000% | $389647.05         | $397661.02         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-12-31      | 3.8750%  | 3.8750% | $3529411.76        | $3626816.95        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-11-30      | 3.8750%  | 3.8750% | $135105.88         | $138650.55         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-08-31      | 3.1250%  | 3.1250% | $61411.76          | $61462.24          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-05-31      | 2.7500%  | 2.7500% | $60273599.99       | $59564464.62       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-04-30      | 2.7500%  | 2.7500% | $35294117.64       | $34970508.41       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-03-31      | 2.3750%  | 2.3750% | $17647058.82       | $17079416.25       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2032-01-15      | 0.1250%  | 0.1250% | $72603529.41       | $78520373.14       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-11-15      | 1.3750%  | 1.3750% | $2329411.76        | $2042257.68        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-07-15      | 0.1250%  | 0.1250% | $9687952.94        | $10980222.60       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-04-15      | 0.1250%  | 0.1250% | $1051058.82        | $1293332.08        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-04-30      | 1.2500%  | 1.2500% | $3678494.11        | $3492416.94        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-02-15      | 1.1250%  | 1.1250% | $635.29            | $563.71            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-01-31      | 0.3750%  | 0.3750% | $211.76            | $210.79            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-09-30      | 0.3750%  | 0.3750% | $47223.52          | $44640.34          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-05-31      | 0.5000%  | 0.5000% | $564705.88         | $541180.61         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-01-31      | 1.5000%  | 1.5000% | $4750094.11        | $4659444.76        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-07-31      | 1.8750%  | 1.8750% | $6737294.11        | $6697443.90        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-05-15      | 2.3750%  | 2.3750% | $2258823.52        | $2223115.82        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-01-31      | 2.6250%  | 2.6250% | $494.11            | $497.28            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-08-15      | 2.8750%  | 2.8750% | $2823.52           | $2801.67           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-05-15      | 2.8750%  | 2.8750% | $8123717.64        | $8013653.12        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-01-15      | 0.5000%  | 0.5000% | $282.35            | $366.55            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-08-15      | 2.2500%  | 2.2500% | $705.88            | $695.49            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2055-08-15      | 4.7500%  | 4.7500% | $4670823.52        | $4790994.42        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2045-05-15      | 5.0000%  | 5.0000% | $2682.35           | $2817.14           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2045-02-15      | 4.7500%  | 4.7500% | $16341529.41       | $16823980.20       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2055-02-15      | 2.3750%  | 2.3750% | $705.88            | $716.73            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2055-02-15      | 4.6250%  | 4.6250% | $2547458.82        | $2558879.92        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2054-11-15      | 4.5000%  | 4.5000% | $2752.94           | $2677.75           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2054-02-15      | 4.2500%  | 4.2500% | $265411.76         | $250277.28         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2043-02-15      | 3.8750%  | 3.8750% | $1058.82           | $983.46            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2053-02-15      | 1.5000%  | 1.5000% | $102349482.35      | $90394748.62       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2050-02-15      | 0.2500%  | 0.2500% | $1764705.88        | $1327943.47        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2049-02-15      | 1.0000%  | 1.0000% | $515505.88         | $494095.72         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2047-11-15      | 2.7500%  | 2.7500% | $7489058.82        | $5481193.99        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2045-02-15      | 0.7500%  | 0.7500% | $2435223.52        | $2518746.20        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2043-05-15      | 2.8750%  | 2.8750% | $62117647.05       | $49245221.89       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2043-02-15      | 0.6250%  | 0.6250% | $3034588.23        | $3268051.11        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2042-02-15      | 3.1250%  | 3.1250% | $462352.94         | $391817.04         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2041-02-15      | 2.1250%  | 2.1250% | $20611.76          | $30669.15          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2025-12-11      | 0.0000%  | 0.0000% | $11999.99          | $11987.01          | U.S. Treasuries (including strips) |

### Security 22: DAIWA CAPITAL MARKETS AMERICA

- **C.1 - Title:** DAIWA CAPITAL MARKETS AMERICA
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BYM6J74G3, C.3 - LEI: M67H5PRC0NQKM73ZAS82
- **C.18 - Value (incl. sponsor support):** $2125000000.00
- **C.18.a - Value (excl. sponsor support):** $2125000000.00
- **C.19 - Percentage of Net Assets:** 1.2600%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                                                        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2052-01-25      | 3.0000%  | 3.0000% | $82637190.28       | $11716075.30       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-08-25      | 5.3210%  | 5.3210% | $3605038.35        | $1984538.31        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-02-25      | 4.9710%  | 4.9710% | $6233381.30        | $5301454.99        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2050-01-25      | 6.0000%  | 6.0000% | $3572497.84        | $2505940.12        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-05-25      | 5.0710%  | 5.0710% | $7444229.48        | $7012430.32        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-08-25      | 5.0210%  | 5.0210% | $70607954.54       | $59637392.86       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-10-25      | 4.0000%  | 4.0000% | $1931818.18        | $1878025.84        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-10-25      | 5.0210%  | 5.0210% | $20669602.61       | $19913298.80       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-07-25      | 8.0000%  | 8.0000% | $6928858.06        | $7529224.59        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2043-11-15      | 4.0000%  | 4.0000% | $1161.98           | $94.80             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-03-25      | 5.2710%  | 5.2710% | $5989666.98        | $4735415.04        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-07-25      | 4.9710%  | 4.9710% | $53833029.71       | $27651071.10       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-07-25      | 4.9710%  | 4.9710% | $3133628.35        | $1928800.30        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-12-25      | 4.9710%  | 4.9710% | $66867759.43       | $55201189.80       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2055-04-25      | 5.2710%  | 5.2710% | $27349.71          | $23144.03          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2035-07-25      | 4.8710%  | 4.8710% | $33847963.97       | $31500323.16       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2055-06-25      | 5.0710%  | 5.0710% | $1144225.56        | $1070579.52        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2041-09-01      | 4.5000%  | 4.5000% | $15532894.20       | $250549.85         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2041-10-01      | 4.0000%  | 4.0000% | $48308619.88       | $3374562.42        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2042-03-01      | 4.0000%  | 4.0000% | $1147.49           | $74.44             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2042-01-01      | 4.5000%  | 4.5000% | $44402196.64       | $2618829.57        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2041-06-01      | 4.5000%  | 4.5000% | $18636458.63       | $745932.41         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2042-05-01      | 4.0000%  | 4.0000% | $11590909.09       | $895696.77         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2042-08-01      | 3.5000%  | 3.5000% | $6375556.36        | $1081678.17        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2042-08-01      | 3.5000%  | 3.5000% | $2522285.17        | $613414.36         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2042-07-01      | 3.5000%  | 3.5000% | $1819710.90        | $433743.07         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2042-10-01      | 3.5000%  | 3.5000% | $965.90            | $148.34            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2027-12-01      | 3.0000%  | 3.0000% | $10736744.09       | $191816.63         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2043-01-01      | 3.5000%  | 3.5000% | $7521281.98        | $1735307.34        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2046-01-01      | 4.0000%  | 4.0000% | $2200764.94        | $500708.61         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2046-12-01      | 3.5000%  | 3.5000% | $2704545.45        | $644415.53         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2043-06-01      | 3.5000%  | 3.5000% | $5698054.20        | $1147837.78        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2028-06-01      | 3.0000%  | 3.0000% | $9890909.09        | $428578.63         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2043-09-01      | 4.0000%  | 4.0000% | $3492040.51        | $600110.93         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2044-09-01      | 4.0000%  | 4.0000% | $5515649.03        | $977945.22         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2042-01-01      | 4.0000%  | 4.0000% | $4829545.45        | $842088.30         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2034-11-01      | 5.5000%  | 5.5000% | $5795454.54        | $87348.19          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-06-01      | 7.0000%  | 7.0000% | $1044364.09        | $1097917.73        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-09-01      | 5.5000%  | 5.5000% | $261719.82         | $226185.67         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-09-01      | 5.5000%  | 5.5000% | $5532170.90        | $4933633.31        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-09-01      | 6.0000%  | 6.0000% | $10534393.86       | $9427672.39        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-11-01      | 5.0000%  | 5.0000% | $5799776.02        | $5065914.92        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-04-01      | 6.0000%  | 6.0000% | $1339979.60        | $1369457.22        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-04-01      | 6.5000%  | 6.5000% | $995571.19         | $800610.59         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-08-01      | 5.5000%  | 5.5000% | $4810745.96        | $4888946.81        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-06-01      | 6.0000%  | 6.0000% | $346981.59         | $345981.51         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-11-01      | 4.5000%  | 4.5000% | $1626099.26        | $1599257.24        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-11-01      | 4.5000%  | 4.5000% | $1171555.96        | $1152453.74        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-11-01      | 4.5000%  | 4.5000% | $813278.06         | $799852.47         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-08-01      | 6.0000%  | 6.0000% | $92214.37          | $89650.61          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-10-01      | 5.5000%  | 5.5000% | $7821713.52        | $8003047.36        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-08-01      | 5.5000%  | 5.5000% | $979869.37         | $858725.53         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-08-01      | 6.0000%  | 6.0000% | $1247183.74        | $1289820.16        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-08-01      | 5.0000%  | 5.0000% | $78861.64          | $78906.58          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-09-01      | 6.0000%  | 6.0000% | $1465409.65        | $1519676.53        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-08-01      | 6.5000%  | 6.5000% | $1280431.30        | $1332730.79        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-10-01      | 5.5000%  | 5.5000% | $2398001.64        | $2459944.42        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-11-01      | 5.5000%  | 5.5000% | $1397690.73        | $1432501.62        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-12-01      | 5.0000%  | 5.0000% | $9045738.63        | $9077308.26        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2046-07-01      | 4.0000%  | 4.0000% | $1025287.38        | $275495.09         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2047-02-01      | 4.0000%  | 4.0000% | $1083233.23        | $531029.24         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2047-10-01      | 4.0000%  | 4.0000% | $965.90            | $195.95            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2048-01-01      | 3.5000%  | 3.5000% | $3863.63           | $594.15            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2048-06-01      | 4.0000%  | 4.0000% | $965.90            | $129.73            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2038-03-01      | 5.5000%  | 5.5000% | $200218.46         | $1138.16           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2037-10-01      | 6.5000%  | 6.5000% | $36834.94          | $324.90            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2047-09-01      | 3.5000%  | 3.5000% | $16654865.22       | $1974326.15        | Agency Mortgage-Backed Securities |
| Federal Home Loan Banks-Agency Debentures and Agency Strips                        | 2031-11-20      | 4.4900%  | 4.4900% | $23152840.90       | $23135008.07       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2032-01-01      | 3.5000%  | 3.5000% | $10574507.10       | $687209.43         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2041-09-01      | 4.0000%  | 4.0000% | $11859288.86       | $813051.52         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2047-11-01      | 4.0000%  | 4.0000% | $5119843.63        | $1299792.06        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2045-11-01      | 3.5000%  | 3.5000% | $6761364.60        | $1164790.99        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2049-03-01      | 4.0000%  | 4.0000% | $48295630.34       | $11301801.40       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2044-10-01      | 3.5000%  | 3.5000% | $1014204.54        | $78184.33          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2045-05-01      | 3.5000%  | 3.5000% | $482954.54         | $51733.44          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2032-07-01      | 3.5000%  | 3.5000% | $971.70            | $121.22            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2037-11-01      | 2.5000%  | 2.5000% | $10110338.52       | $9602819.74        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2038-11-01      | 5.5000%  | 5.5000% | $965.90            | $548.42            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-07-01      | 4.5000%  | 4.5000% | $7034037.84        | $5063858.86        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-08-01      | 4.5000%  | 4.5000% | $4232.61           | $3088.90           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-03-01      | 6.0000%  | 6.0000% | $965.90            | $857.28            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-05-01      | 6.0000%  | 6.0000% | $7499318.18        | $5704685.96        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-07-01      | 2.5000%  | 2.5000% | $882541.47         | $691112.31         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-12-01      | 5.5000%  | 5.5000% | $966.87            | $808.03            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-06-01      | 3.0000%  | 3.0000% | $1068604.54        | $863017.88         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-12-01      | 5.0000%  | 5.0000% | $4214559.82        | $4038662.50        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2051-10-01      | 2.5000%  | 2.5000% | $1223.80           | $761.54            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2051-10-01      | 3.5000%  | 3.5000% | $58920.45          | $30910.71          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-06-01      | 2.5000%  | 2.5000% | $14488.63          | $10220.72          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-11-01      | 5.0000%  | 5.0000% | $7799.71           | $6239.57           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-02-01      | 6.0000%  | 6.0000% | $6761363.63        | $4501319.13        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-07-01      | 5.5000%  | 5.5000% | $14668264.54       | $12793531.49       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-06-01      | 5.5000%  | 5.5000% | $90564465.11       | $76718576.39       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-11-01      | 4.0000%  | 4.0000% | $1743151.98        | $1583656.89        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-08-01      | 5.5000%  | 5.5000% | $844297.27         | $730183.31         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-09-01      | 5.5000%  | 5.5000% | $101666035.96      | $89310931.77       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-10-01      | 5.5000%  | 5.5000% | $72561014.03       | $64086301.72       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-11-01      | 6.0000%  | 6.0000% | $4411213.12        | $3639826.64        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-03-01      | 5.5000%  | 5.5000% | $17890293.86       | $16538158.00       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-12-01      | 4.0000%  | 4.0000% | $4461701.19        | $4085785.46        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-01-01      | 6.0000%  | 6.0000% | $87267941.02       | $73582059.91       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-02-01      | 5.5000%  | 5.5000% | $10009231.98       | $9122456.90        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-04-01      | 4.0000%  | 4.0000% | $247233.12         | $229228.79         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-04-01      | 5.0000%  | 5.0000% | $805982.55         | $772734.39         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-04-01      | 5.5000%  | 5.5000% | $9785395.11        | $9208378.55        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-05-01      | 6.0000%  | 6.0000% | $12782124.20       | $11570938.76       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2041-06-01      | 5.0000%  | 5.0000% | $6804811.19        | $620149.75         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2046-08-01      | 3.5000%  | 3.5000% | $14020825.34       | $1946792.14        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-10-01      | 4.5000%  | 4.5000% | $76075.96          | $62143.70          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-10-01      | 5.0000%  | 5.0000% | $14202768.80       | $10395727.87       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-01-01      | 5.5000%  | 5.5000% | $40345.05          | $33726.25          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-01-01      | 5.5000%  | 5.5000% | $38289984.77       | $32673661.71       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-10-01      | 5.5000%  | 5.5000% | $10135049.37       | $9663826.60        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-10-01      | 5.5000%  | 5.5000% | $2167103.97        | $2096309.99        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-10-01      | 5.5000%  | 5.5000% | $9920645.56        | $8659480.49        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-11-01      | 5.0000%  | 5.0000% | $188528.06         | $173076.35         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2042-02-01      | 2.0000%  | 2.0000% | $96590.90          | $63548.76          | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank-Agency Debentures and Agency Strips                       | 2026-07-23      | 4.1290%  | 4.1290% | $876079.54         | $879772.46         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank-Agency Debentures and Agency Strips                       | 2027-11-10      | 3.7200%  | 3.7200% | $55834374.99       | $55876027.44       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2050-07-01      | 2.5000%  | 2.5000% | $1255681.81        | $505164.59         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2050-11-01      | 2.5000%  | 2.5000% | $513905.17         | $265442.49         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-02-01      | 5.5000%  | 5.5000% | $63834433.01       | $51820026.30       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2045-10-01      | 5.0000%  | 5.0000% | $1431139.20        | $1423435.87        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2045-11-01      | 5.0000%  | 5.0000% | $3374065.34        | $3397726.78        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2045-11-01      | 5.5000%  | 5.5000% | $404047.49         | $412939.37         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2027-11-26      | 4.0300%  | 4.0300% | $64232954.54       | $64206997.29       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2044-05-25      | 4.0000%  | 4.0000% | $512330.73         | $460417.28         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2050-06-25      | 4.0000%  | 4.0000% | $151541698.46      | $9901824.71        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-08-01      | 5.5000%  | 5.5000% | $76877743.86       | $75715469.73       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-09-01      | 4.5000%  | 4.5000% | $943938.52         | $915258.99         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-09-01      | 6.0000%  | 6.0000% | $825043.80         | $815087.34         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-11-01      | 4.5000%  | 4.5000% | $2023036.70        | $1986329.57        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-10-01      | 5.5000%  | 5.5000% | $30044.60          | $30159.13          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-11-01      | 5.0000%  | 5.0000% | $1051931.02        | $1054832.24        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-11-01      | 5.5000%  | 5.5000% | $703183.74         | $715455.71         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2040-11-01      | 5.5000%  | 5.5000% | $4062.61           | $4154.03           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2040-11-01      | 5.5000%  | 5.5000% | $277313.46         | $285137.03         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2045-11-01      | 5.5000%  | 5.5000% | $699076.70         | $714661.22         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2035-11-01      | 5.5000%  | 5.5000% | $270454.54         | $279452.56         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2040-06-01      | 4.5000%  | 4.5000% | $6809659.09        | $350688.62         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2040-09-01      | 3.5000%  | 3.5000% | $1089.54           | $57.39             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-01-01      | 5.0000%  | 5.0000% | $866811.64         | $858406.26         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-02-01      | 5.0000%  | 5.0000% | $965.90            | $874.74            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-04-01      | 6.0000%  | 6.0000% | $19749255.45       | $17858747.50       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-04-01      | 5.5000%  | 5.5000% | $923662.15         | $935441.01         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-04-01      | 6.0000%  | 6.0000% | $1139544.77        | $1173998.60        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-05-01      | 5.0000%  | 5.0000% | $1489353.57        | $1495819.89        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-05-01      | 5.5000%  | 5.5000% | $4216463.63        | $4292703.86        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-04-01      | 6.0000%  | 6.0000% | $1707234.65        | $1282902.42        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-05-01      | 6.0000%  | 6.0000% | $2137545.22        | $1913018.13        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-05-01      | 5.5000%  | 5.5000% | $13364318.18       | $13406044.40       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-07-01      | 5.0000%  | 5.0000% | $1527951.30        | $1524896.28        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-08-01      | 6.0000%  | 6.0000% | $41800.68          | $41117.67          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-05-01      | 5.0000%  | 5.0000% | $1954.99           | $1876.36           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-09-01      | 6.0000%  | 6.0000% | $20270116.13       | $18577150.38       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-09-01      | 5.0000%  | 5.0000% | $3450116.19        | $3224074.84        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-10-01      | 5.5000%  | 5.5000% | $1931173.92        | $1965073.22        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-10-01      | 5.0000%  | 5.0000% | $1030936.02        | $1040398.62        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-10-01      | 5.0000%  | 5.0000% | $8152349.03        | $8155434.41        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-09-01      | 5.5000%  | 5.5000% | $4158223.18        | $4232455.18        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-10-01      | 5.0000%  | 5.0000% | $1002536.36        | $1010218.48        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-10-01      | 5.5000%  | 5.5000% | $3036423.12        | $3119551.28        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-01-01      | 5.0000%  | 5.0000% | $2654347.15        | $2538489.59        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-03-01      | 6.0000%  | 6.0000% | $5296219.60        | $4784516.59        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-04-01      | 6.0000%  | 6.0000% | $3015971.93        | $2765029.66        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-08-01      | 5.5000%  | 5.5000% | $4908863.97        | $4835708.51        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-10-01      | 6.0000%  | 6.0000% | $33005.11          | $34008.28          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-12-01      | 5.5000%  | 5.5000% | $3740177.72        | $3837938.49        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-12-01      | 6.0000%  | 6.0000% | $32812144.31       | $31324397.93       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-02-01      | 6.0000%  | 6.0000% | $6279374.99        | $5123066.73        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-01-01      | 6.0000%  | 6.0000% | $2555327.95        | $2467547.49        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-06-01      | 5.0000%  | 5.0000% | $15549204.54       | $15525896.50       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-06-01      | 6.0000%  | 6.0000% | $1608032.89        | $1614986.15        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-07-01      | 5.5000%  | 5.5000% | $63357680.56       | $61770236.48       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-07-01      | 6.0000%  | 6.0000% | $6033998.35        | $5794768.97        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-07-01      | 7.0000%  | 7.0000% | $881269.37         | $814413.55         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-10-01      | 5.5000%  | 5.5000% | $200986.36         | $201153.16         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-11-01      | 4.0000%  | 4.0000% | $5906.53           | $5641.04           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-08-01      | 5.5000%  | 5.5000% | $2947569.14        | $2912678.52        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-08-01      | 5.5000%  | 5.5000% | $989.09            | $977.38            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-11-01      | 4.5000%  | 4.5000% | $965812.49         | $949868.86         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2040-11-01      | 4.5000%  | 4.5000% | $1850816.07        | $1842480.93        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2040-11-01      | 5.5000%  | 5.5000% | $115909.09         | $119208.09         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2051-10-20      | 2.5000%  | 2.5000% | $48835285.68       | $29686415.36       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2051-12-20      | 2.0000%  | 2.0000% | $20955523.29       | $12789994.61       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2052-02-20      | 2.0000%  | 2.0000% | $126194046.47      | $79346490.46       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-01-20      | 5.5000%  | 5.5000% | $53099190.90       | $47380683.94       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-07-20      | 6.5000%  | 6.5000% | $3980238.97        | $4074424.44        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-09-20      | 5.5000%  | 5.5000% | $18940.51          | $19197.74          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-11-20      | 5.0000%  | 5.0000% | $23821339.82       | $23843708.06       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-10-20      | 3.0000%  | 3.0000% | $509897.61         | $461965.19         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-10-20      | 3.5000%  | 3.5000% | $418805.62         | $385956.60         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2048-02-01      | 4.0000%  | 4.0000% | $965.90            | $229.45            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2048-05-01      | 4.0000%  | 4.0000% | $1020475.22        | $244414.88         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2048-02-01      | 4.0000%  | 4.0000% | $995950.79         | $178489.26         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2048-08-01      | 4.0000%  | 4.0000% | $114684473.69      | $23924328.70       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2048-10-01      | 3.0000%  | 3.0000% | $536079.54         | $58205.95          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2048-11-01      | 4.0000%  | 4.0000% | $7172042.10        | $1200898.62        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-01-01      | 8.0000%  | 8.0000% | $26515.17          | $7395.16           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-09-01      | 5.5000%  | 5.5000% | $2216946.81        | $2274893.37        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-05-01      | 5.4880%  | 5.4880% | $353724.60         | $263116.93         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-01-01      | 5.0000%  | 5.0000% | $1931818.18        | $1401883.42        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2048-01-01      | 3.5000%  | 3.5000% | $27045.45          | $6478.96           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2048-10-01      | 4.0000%  | 4.0000% | $19318.18          | $4425.81           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2049-09-01      | 3.5000%  | 3.5000% | $241491.76         | $77703.44          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2051-02-01      | 3.0000%  | 3.0000% | $3000421.76        | $1669895.57        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-08-01      | 4.5000%  | 4.5000% | $3224361.98        | $2389625.98        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-07-01      | 4.5000%  | 4.5000% | $12556.81          | $9110.66           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-07-01      | 3.5000%  | 3.5000% | $150681.81         | $109931.08         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-10-01      | 4.5000%  | 4.5000% | $24904528.63       | $20031684.58       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-11-01      | 5.0000%  | 5.0000% | $34125800.96       | $26970441.64       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-11-01      | 5.0000%  | 5.0000% | $57954.54          | $49034.10          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-04-01      | 4.5000%  | 4.5000% | $275655.96         | $233268.75         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-07-01      | 5.5000%  | 5.5000% | $32032443.18       | $32607563.75       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-03-01      | 3.5000%  | 3.5000% | $965.90            | $914.35            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2034-05-01      | 4.0000%  | 4.0000% | $66647.72          | $10949.40          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2035-10-01      | 2.0000%  | 2.0000% | $1902840.90        | $722247.36         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2051-12-01      | 2.5000%  | 2.5000% | $1376420.45        | $907574.83         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2051-10-01      | 2.5000%  | 2.5000% | $164204.54         | $101106.27         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2051-04-01      | 2.0000%  | 2.0000% | $15454545.45       | $9495915.62        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-01-01      | 2.5000%  | 2.5000% | $28622032.61       | $19984745.49       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2045-10-01      | 4.5000%  | 4.5000% | $700284.09         | $485542.53         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-07-01      | 6.5000%  | 6.5000% | $7753077.95        | $5981428.53        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-05-01      | 2.5000%  | 2.5000% | $1061965.85        | $803536.80         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-02-01      | 6.5000%  | 6.5000% | $5924471.98        | $4303501.38        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-05-01      | 5.0000%  | 5.0000% | $34986299.43       | $27863250.43       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-02-01      | 6.0000%  | 6.0000% | $4794337.10        | $3679676.64        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-08-01      | 5.5000%  | 5.5000% | $7360227.27        | $6248440.10        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-10-01      | 5.5000%  | 5.5000% | $6376.93           | $5343.76           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-03-01      | 3.0000%  | 3.0000% | $23181.81          | $18058.59          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-09-01      | 6.0000%  | 6.0000% | $9939204.54        | $8782773.44        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-10-01      | 7.0000%  | 7.0000% | $544221.19         | $411131.13         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2042-11-01      | 3.5000%  | 3.5000% | $13163185.96       | $1923809.76        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2042-11-01      | 3.5000%  | 3.5000% | $26803977.27       | $5111354.01        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2028-03-01      | 3.0000%  | 3.0000% | $15473650.17       | $476575.09         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2032-01-01      | 4.0000%  | 4.0000% | $11270159.65       | $526361.54         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2043-03-01      | 3.5000%  | 3.5000% | $4829545.45        | $730102.91         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2051-08-01      | 2.0000%  | 2.0000% | $3863.63           | $2392.88           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2049-06-01      | 3.5000%  | 3.5000% | $1448863.63        | $65368.70          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-02-01      | 5.5000%  | 5.5000% | $13478210.45       | $11154621.00       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-04-01      | 5.5000%  | 5.5000% | $49872.78          | $42049.74          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-02-01      | 2.0000%  | 2.0000% | $10999407.61       | $7325532.65        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-03-01      | 3.0000%  | 3.0000% | $4829.54           | $3238.90           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-06-01      | 4.0000%  | 4.0000% | $5795.45           | $4339.77           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-05-01      | 2.0000%  | 2.0000% | $6627228.80        | $4501341.61        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-09-01      | 4.0000%  | 4.0000% | $18381.24          | $14267.76          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2043-05-01      | 6.5000%  | 6.5000% | $6963.23           | $1303.38           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-10-01      | 4.5000%  | 4.5000% | $10624.99          | $9876.95           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-09-01      | 5.5000%  | 5.5000% | $54245816.76       | $47430886.97       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-10-01      | 5.5000%  | 5.5000% | $3615067.38        | $3228177.18        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-02-01      | 4.0000%  | 4.0000% | $295893.69         | $272548.49         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-02-01      | 4.5000%  | 4.5000% | $965.90            | $912.20            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-03-01      | 5.5000%  | 5.5000% | $25886328.86       | $23915170.89       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-04-01      | 5.5000%  | 5.5000% | $410363.57         | $382928.40         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-07-01      | 5.0000%  | 5.0000% | $875272.04         | $855345.66         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-07-01      | 5.5000%  | 5.5000% | $54532249.37       | $53153005.62       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2055-11-20      | 6.0000%  | 6.0000% | $22146039.09       | $22740615.94       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2032-10-15      | 5.5990%  | 5.5990% | $13277.38          | $767.48            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2065-08-20      | 5.1480%  | 5.1480% | $65180332.67       | $62324672.56       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-08-20      | 5.1480%  | 5.1480% | $34890604.88       | $34870271.87       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-08-20      | 5.1480%  | 5.1480% | $19246593.46       | $19256021.24       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-06-20      | 3.5000%  | 3.5000% | $55616100.79       | $4118575.24        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-12-20      | 5.1980%  | 5.1980% | $17552616.87       | $6196183.58        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-02-20      | 5.1480%  | 5.1480% | $14599649.26       | $12556424.46       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-02-20      | 5.0980%  | 5.0980% | $965.90            | $765.08            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-04-20      | 1.3010%  | 1.3010% | $78786068.23       | $3738311.50        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-05-20      | 1.8010%  | 1.8010% | $44189605.85       | $1558247.11        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-07-20      | 1.8010%  | 1.8010% | $51840396.93       | $2383942.62        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-01-20      | 4.9980%  | 4.9980% | $52702214.82       | $31971498.87       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-11-20      | 5.0770%  | 5.0770% | $50747480.45       | $51179357.75       | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2045-02-15      | 4.7500%  | 4.7500% | $9005653.40        | $9271527.21        | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2028-02-15      | 2.7500%  | 2.7500% | $34943693.18       | $34665977.04       | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                          | 2031-07-15      | 0.1250%  | 0.1250% | $445670.45         | $505118.14         | Agency Mortgage-Backed Securities |

### Security 23: FANNIE MAE

- **C.1 - Title:** FANNIE MAE
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07G2, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $264954431.36
- **C.18.a - Value (excl. sponsor support):** $264954431.36
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 24: FANNIE MAE

- **C.1 - Title:** FANNIE MAE
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07K3, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $165059541.90
- **C.18.a - Value (excl. sponsor support):** $165059541.90
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-09-11
- **C.13 - Final Legal Maturity Date:** 2026-09-11
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 25: FANNIE MAE

- **C.1 - Title:** FANNIE MAE
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07L1, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $175121586.50
- **C.18.a - Value (excl. sponsor support):** $175121586.50
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-10-23
- **C.13 - Final Legal Maturity Date:** 2026-10-23
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 26: FANNIE MAE

- **C.1 - Title:** FANNIE MAE
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AB7, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $204465732.00
- **C.18.a - Value (excl. sponsor support):** $204465732.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-12-11
- **C.13 - Final Legal Maturity Date:** 2026-12-11
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 27: FANNIE MAE

- **C.1 - Title:** FANNIE MAE
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AA9, C.3 - LEI: B1V7KEBTPIMZEU4LTD58
- **C.18 - Value (incl. sponsor support):** $161148057.21
- **C.18.a - Value (excl. sponsor support):** $161148057.21
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-11-20
- **C.13 - Final Legal Maturity Date:** 2026-11-20
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 28: FEDERAL FARM CREDIT BANK

- **C.1 - Title:** FEDERAL FARM CREDIT BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETJ99, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $100002559.00
- **C.18.a - Value (excl. sponsor support):** $100002559.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-03-19
- **C.13 - Final Legal Maturity Date:** 2026-03-19
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 29: FEDERAL FARM CREDIT BANK

- **C.1 - Title:** FEDERAL FARM CREDIT BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETXJ1, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $127021126.45
- **C.18.a - Value (excl. sponsor support):** $127021126.45
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-09-10
- **C.13 - Final Legal Maturity Date:** 2027-09-10
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 30: FEDERAL FARM CREDIT BANK

- **C.1 - Title:** FEDERAL FARM CREDIT BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETVS3, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $170092981.50
- **C.18.a - Value (excl. sponsor support):** $170092981.50
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-09-02
- **C.13 - Final Legal Maturity Date:** 2027-09-02
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 31: FEDERAL FARM CREDIT BANK

- **C.1 - Title:** FEDERAL FARM CREDIT BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERYG0, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $44031273.88
- **C.18.a - Value (excl. sponsor support):** $44031273.88
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-10-23
- **C.13 - Final Legal Maturity Date:** 2026-10-23
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 32: FEDERAL FARM CREDIT BANK

- **C.1 - Title:** FEDERAL FARM CREDIT BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133EPU52, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $95008910.05
- **C.18.a - Value (excl. sponsor support):** $95008910.05
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-01-12
- **C.13 - Final Legal Maturity Date:** 2026-01-12
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 33: FEDERAL FARM CREDIT BANK

- **C.1 - Title:** FEDERAL FARM CREDIT BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERJN2, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $71537620.44
- **C.18.a - Value (excl. sponsor support):** $71537620.44
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-06-26
- **C.13 - Final Legal Maturity Date:** 2026-06-26
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 34: FEDERAL FARM CREDIT BANK

- **C.1 - Title:** FEDERAL FARM CREDIT BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETSC2, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $126410149.92
- **C.18.a - Value (excl. sponsor support):** $126410149.92
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-08-04
- **C.13 - Final Legal Maturity Date:** 2027-08-04
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 35: FEDERAL FARM CREDIT BANK

- **C.1 - Title:** FEDERAL FARM CREDIT BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETB48, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $48007031.04
- **C.18.a - Value (excl. sponsor support):** $48007031.04
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-10-01
- **C.13 - Final Legal Maturity Date:** 2027-10-01
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 36: FEDERAL FARM CREDIT BANK

- **C.1 - Title:** FEDERAL FARM CREDIT BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETYJ0, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $75006025.50
- **C.18.a - Value (excl. sponsor support):** $75006025.50
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-09-15
- **C.13 - Final Legal Maturity Date:** 2027-09-15
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 37: FEDERAL FARM CREDIT BANK

- **C.1 - Title:** FEDERAL FARM CREDIT BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERWF4, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $64045191.04
- **C.18.a - Value (excl. sponsor support):** $64045191.04
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-10-09
- **C.13 - Final Legal Maturity Date:** 2026-10-09
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 38: FEDERAL FARM CREDIT BANK

- **C.1 - Title:** FEDERAL FARM CREDIT BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERXV8, C.3 - LEI: 254900C5LP6DN9OP9V83
- **C.18 - Value (incl. sponsor support):** $53535968.05
- **C.18.a - Value (excl. sponsor support):** $53535968.05
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-09-16
- **C.13 - Final Legal Maturity Date:** 2026-09-16
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 39: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7HT4, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $699661844.00
- **C.18.a - Value (excl. sponsor support):** $699661844.00
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2026-02-13
- **C.12 - Maturity Date (WAL):** 2026-05-13
- **C.13 - Final Legal Maturity Date:** 2026-05-13
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 40: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AYP42, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $80016448.80
- **C.18.a - Value (excl. sponsor support):** $80016448.80
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-01-26
- **C.13 - Final Legal Maturity Date:** 2026-01-26
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 41: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B2RJ6, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $250179735.00
- **C.18.a - Value (excl. sponsor support):** $250179735.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-09-18
- **C.13 - Final Legal Maturity Date:** 2026-09-18
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 42: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B2MH5, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $143101554.31
- **C.18.a - Value (excl. sponsor support):** $143101554.31
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-09-14
- **C.13 - Final Legal Maturity Date:** 2026-09-14
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 43: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B2LZ6, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $126088760.70
- **C.18.a - Value (excl. sponsor support):** $126088760.70
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-09-10
- **C.13 - Final Legal Maturity Date:** 2026-09-10
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 44: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7QJ6, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $715942447.92
- **C.18.a - Value (excl. sponsor support):** $715942447.92
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-03-10
- **C.12 - Maturity Date (WAL):** 2026-06-10
- **C.13 - Final Legal Maturity Date:** 2026-06-10
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 45: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B82Y7, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $355545105.84
- **C.18.a - Value (excl. sponsor support):** $355545105.84
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-10-08
- **C.13 - Final Legal Maturity Date:** 2027-10-08
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 46: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AXZ50, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $274009118.72
- **C.18.a - Value (excl. sponsor support):** $274009118.72
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-08
- **C.13 - Final Legal Maturity Date:** 2025-12-08
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 47: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6WX0, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $118999566.84
- **C.18.a - Value (excl. sponsor support):** $118999566.84
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-01-05
- **C.13 - Final Legal Maturity Date:** 2026-01-05
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 48: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B73U6, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $250020410.00
- **C.18.a - Value (excl. sponsor support):** $250020410.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-07-16
- **C.13 - Final Legal Maturity Date:** 2027-07-16
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 49: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385TH9, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $322213125.00
- **C.18.a - Value (excl. sponsor support):** $322213125.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2026-02-20
- **C.12 - Maturity Date (WAL):** 2026-02-20
- **C.13 - Final Legal Maturity Date:** 2026-02-20
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 50: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7RC0, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $261014467.23
- **C.18.a - Value (excl. sponsor support):** $261014467.23
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-03-16
- **C.13 - Final Legal Maturity Date:** 2027-03-16
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 51: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5PM4, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $149987800.50
- **C.18.a - Value (excl. sponsor support):** $149987800.50
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-12-23
- **C.13 - Final Legal Maturity Date:** 2026-12-23
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 52: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B86A5, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $1443475943.52
- **C.18.a - Value (excl. sponsor support):** $1443475943.52
- **C.19 - Percentage of Net Assets:** 0.8600%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-04-06
- **C.12 - Maturity Date (WAL):** 2026-11-06
- **C.13 - Final Legal Maturity Date:** 2026-11-06
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 53: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8RB0, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $470818022.22
- **C.18.a - Value (excl. sponsor support):** $470818022.22
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-04-24
- **C.13 - Final Legal Maturity Date:** 2026-04-24
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 54: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8R87, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $480015172.80
- **C.18.a - Value (excl. sponsor support):** $480015172.80
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-03-26
- **C.13 - Final Legal Maturity Date:** 2026-03-26
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 55: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8N99, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $457043456.13
- **C.18.a - Value (excl. sponsor support):** $457043456.13
- **C.19 - Percentage of Net Assets:** 0.2700%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-11-19
- **C.13 - Final Legal Maturity Date:** 2027-11-19
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 56: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8JS2, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $726199934.91
- **C.18.a - Value (excl. sponsor support):** $726199934.91
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-05-04
- **C.12 - Maturity Date (WAL):** 2026-12-04
- **C.13 - Final Legal Maturity Date:** 2026-12-04
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 57: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8EB4, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $200002990.00
- **C.18.a - Value (excl. sponsor support):** $200002990.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-04-29
- **C.13 - Final Legal Maturity Date:** 2026-04-29
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 58: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B42X8, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $91071542.38
- **C.18.a - Value (excl. sponsor support):** $91071542.38
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-12-17
- **C.13 - Final Legal Maturity Date:** 2026-12-17
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 59: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5NE4, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $710816121.18
- **C.18.a - Value (excl. sponsor support):** $710816121.18
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 4.2500%
- **C.11 - Maturity Date (WAM):** 2025-12-23
- **C.12 - Maturity Date (WAL):** 2026-04-20
- **C.13 - Final Legal Maturity Date:** 2026-04-20
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 60: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6RX6, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $499997515.00
- **C.18.a - Value (excl. sponsor support):** $499997515.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-16
- **C.13 - Final Legal Maturity Date:** 2025-12-16
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 61: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8DE9, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $268012681.76
- **C.18.a - Value (excl. sponsor support):** $268012681.76
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-05-27
- **C.13 - Final Legal Maturity Date:** 2026-05-27
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 62: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8B76, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $426019259.46
- **C.18.a - Value (excl. sponsor support):** $426019259.46
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-05-26
- **C.13 - Final Legal Maturity Date:** 2026-05-26
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 63: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8A69, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $366815622.01
- **C.18.a - Value (excl. sponsor support):** $366815622.01
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 64: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B72D5, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $350602916.99
- **C.18.a - Value (excl. sponsor support):** $350602916.99
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-04-16
- **C.13 - Final Legal Maturity Date:** 2026-04-16
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 65: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AXZ92, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $100003967.00
- **C.18.a - Value (excl. sponsor support):** $100003967.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-11
- **C.13 - Final Legal Maturity Date:** 2025-12-11
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 66: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AYCZ7, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $378045522.54
- **C.18.a - Value (excl. sponsor support):** $378045522.54
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-01-05
- **C.13 - Final Legal Maturity Date:** 2026-01-05
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 67: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B2SE6, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $328235812.32
- **C.18.a - Value (excl. sponsor support):** $328235812.32
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-09-18
- **C.13 - Final Legal Maturity Date:** 2026-09-18
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 68: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4EV9, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $250023972.50
- **C.18.a - Value (excl. sponsor support):** $250023972.50
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-12-30
- **C.13 - Final Legal Maturity Date:** 2026-12-30
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 69: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6DP8, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $682514271.46
- **C.18.a - Value (excl. sponsor support):** $682514271.46
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2026-02-06
- **C.12 - Maturity Date (WAL):** 2026-06-09
- **C.13 - Final Legal Maturity Date:** 2026-06-09
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 70: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6RJ7, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $499998100.00
- **C.18.a - Value (excl. sponsor support):** $499998100.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-23
- **C.13 - Final Legal Maturity Date:** 2025-12-23
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 71: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6ZB5, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $259998775.40
- **C.18.a - Value (excl. sponsor support):** $259998775.40
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-01-14
- **C.13 - Final Legal Maturity Date:** 2026-01-14
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 72: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6ZA7, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $183998778.24
- **C.18.a - Value (excl. sponsor support):** $183998778.24
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-01-09
- **C.13 - Final Legal Maturity Date:** 2026-01-09
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 73: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B74C5, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $216002043.36
- **C.18.a - Value (excl. sponsor support):** $216002043.36
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-02-19
- **C.13 - Final Legal Maturity Date:** 2026-02-19
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 74: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B76Y5, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $386004836.58
- **C.18.a - Value (excl. sponsor support):** $386004836.58
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-02-26
- **C.13 - Final Legal Maturity Date:** 2026-02-26
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 75: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7CV4, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $378000000.00
- **C.18.a - Value (excl. sponsor support):** $378000000.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 76: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7RJ5, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $100005315.00
- **C.18.a - Value (excl. sponsor support):** $100005315.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-03-19
- **C.13 - Final Legal Maturity Date:** 2027-03-19
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 77: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7TB0, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $111018169.59
- **C.18.a - Value (excl. sponsor support):** $111018169.59
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-03-18
- **C.13 - Final Legal Maturity Date:** 2027-03-18
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 78: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7UB8, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $182824566.49
- **C.18.a - Value (excl. sponsor support):** $182824566.49
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-09-23
- **C.13 - Final Legal Maturity Date:** 2027-09-23
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 79: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5Q92, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $249973427.50
- **C.18.a - Value (excl. sponsor support):** $249973427.50
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-12-28
- **C.13 - Final Legal Maturity Date:** 2026-12-28
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 80: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B83C4, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $300040806.00
- **C.18.a - Value (excl. sponsor support):** $300040806.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-10-14
- **C.13 - Final Legal Maturity Date:** 2027-10-14
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 81: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B87L0, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $366004889.76
- **C.18.a - Value (excl. sponsor support):** $366004889.76
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-04-20
- **C.13 - Final Legal Maturity Date:** 2026-04-20
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 82: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8A51, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $215008690.30
- **C.18.a - Value (excl. sponsor support):** $215008690.30
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-05-20
- **C.13 - Final Legal Maturity Date:** 2026-05-20
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 83: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8B68, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $581025395.51
- **C.18.a - Value (excl. sponsor support):** $581025395.51
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-06-22
- **C.13 - Final Legal Maturity Date:** 2026-06-22
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 84: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8CS9, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $381009723.12
- **C.18.a - Value (excl. sponsor support):** $381009723.12
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-02-27
- **C.13 - Final Legal Maturity Date:** 2026-02-27
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 85: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8EJ7, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $97004290.31
- **C.18.a - Value (excl. sponsor support):** $97004290.31
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-05-28
- **C.13 - Final Legal Maturity Date:** 2026-05-28
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 86: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8ER9, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $365214765.04
- **C.18.a - Value (excl. sponsor support):** $365214765.04
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-06-29
- **C.13 - Final Legal Maturity Date:** 2026-06-29
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 87: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8K27, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $280810687.25
- **C.18.a - Value (excl. sponsor support):** $280810687.25
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-05-07
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 88: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8K76, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $250010165.00
- **C.18.a - Value (excl. sponsor support):** $250010165.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-05-11
- **C.13 - Final Legal Maturity Date:** 2026-05-11
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 89: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8L91, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $725823375.96
- **C.18.a - Value (excl. sponsor support):** $725823375.96
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-05-04
- **C.12 - Maturity Date (WAL):** 2026-12-04
- **C.13 - Final Legal Maturity Date:** 2026-12-04
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 90: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8NA6, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $271019563.49
- **C.18.a - Value (excl. sponsor support):** $271019563.49
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-08-26
- **C.13 - Final Legal Maturity Date:** 2027-08-26
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 91: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8QW5, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $723023049.24
- **C.18.a - Value (excl. sponsor support):** $723023049.24
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-03-27
- **C.13 - Final Legal Maturity Date:** 2026-03-27
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 92: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8RA2, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $225510857.82
- **C.18.a - Value (excl. sponsor support):** $225510857.82
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-05-26
- **C.13 - Final Legal Maturity Date:** 2026-05-26
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 93: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B3EC3, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $190155674.60
- **C.18.a - Value (excl. sponsor support):** $190155674.60
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-10-29
- **C.13 - Final Legal Maturity Date:** 2026-10-29
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 94: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B87K2, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $511411665.03
- **C.18.a - Value (excl. sponsor support):** $511411665.03
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-03-20
- **C.13 - Final Legal Maturity Date:** 2026-03-20
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 95: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B84L3, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $714371164.65
- **C.18.a - Value (excl. sponsor support):** $714371164.65
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-04-06
- **C.12 - Maturity Date (WAL):** 2026-11-06
- **C.13 - Final Legal Maturity Date:** 2026-11-06
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 96: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385QF6, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $356648951.19
- **C.18.a - Value (excl. sponsor support):** $356648951.19
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2025-12-08
- **C.12 - Maturity Date (WAL):** 2025-12-08
- **C.13 - Final Legal Maturity Date:** 2025-12-08
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 97: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7NN0, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $709929930.10
- **C.18.a - Value (excl. sponsor support):** $709929930.10
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2026-03-03
- **C.12 - Maturity Date (WAL):** 2026-06-03
- **C.13 - Final Legal Maturity Date:** 2026-06-03
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 98: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385SS6, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $360443118.75
- **C.18.a - Value (excl. sponsor support):** $360443118.75
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.9800%
- **C.11 - Maturity Date (WAM):** 2026-02-05
- **C.12 - Maturity Date (WAL):** 2026-02-05
- **C.13 - Final Legal Maturity Date:** 2026-02-05
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 99: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7FR0, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $72006721.20
- **C.18.a - Value (excl. sponsor support):** $72006721.20
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-08-12
- **C.13 - Final Legal Maturity Date:** 2027-08-12
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 100: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7FK5, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $292025707.68
- **C.18.a - Value (excl. sponsor support):** $292025707.68
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-08-11
- **C.13 - Final Legal Maturity Date:** 2027-08-11
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 101: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B75S9, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $218203574.12
- **C.18.a - Value (excl. sponsor support):** $218203574.12
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-01-20
- **C.13 - Final Legal Maturity Date:** 2026-01-20
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 102: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B75T7, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $400019384.00
- **C.18.a - Value (excl. sponsor support):** $400019384.00
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-02-17
- **C.13 - Final Legal Maturity Date:** 2026-02-17
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 103: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B73B8, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $72005854.32
- **C.18.a - Value (excl. sponsor support):** $72005854.32
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-07-16
- **C.13 - Final Legal Maturity Date:** 2027-07-16
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 104: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B6YD2, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $354998327.95
- **C.18.a - Value (excl. sponsor support):** $354998327.95
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-01-14
- **C.13 - Final Legal Maturity Date:** 2026-01-14
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 105: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B5U55, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $679998116.40
- **C.18.a - Value (excl. sponsor support):** $679998116.40
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-11
- **C.13 - Final Legal Maturity Date:** 2025-12-11
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 106: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130AYJ80, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $425076763.50
- **C.18.a - Value (excl. sponsor support):** $425076763.50
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-01-16
- **C.13 - Final Legal Maturity Date:** 2026-01-16
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 107: FEDERAL HOME LOAN BANK

- **C.1 - Title:** FEDERAL HOME LOAN BANK
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385TN6, C.3 - LEI: 2549001DPIFGXC1TOL40
- **C.18 - Value (incl. sponsor support):** $193228343.10
- **C.18.a - Value (excl. sponsor support):** $193228343.10
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-02-25
- **C.12 - Maturity Date (WAL):** 2026-02-25
- **C.13 - Final Legal Maturity Date:** 2026-02-25
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 108: FREDDIE MAC

- **C.1 - Title:** FREDDIE MAC
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HAPV9, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $183670168.25
- **C.18.a - Value (excl. sponsor support):** $183670168.25
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-04-02
- **C.13 - Final Legal Maturity Date:** 2026-04-02
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 109: FREDDIE MAC

- **C.1 - Title:** FREDDIE MAC
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HAVY6, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $111748256.63
- **C.18.a - Value (excl. sponsor support):** $111748256.63
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-05-07
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 110: FREDDIE MAC

- **C.1 - Title:** FREDDIE MAC
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HATA1, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $354225349.32
- **C.18.a - Value (excl. sponsor support):** $354225349.32
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-10-16
- **C.13 - Final Legal Maturity Date:** 2026-10-16
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 111: FREDDIE MAC

- **C.1 - Title:** FREDDIE MAC
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HAWA7, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $149121443.94
- **C.18.a - Value (excl. sponsor support):** $149121443.94
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-10-29
- **C.13 - Final Legal Maturity Date:** 2026-10-29
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 112: FREDDIE MAC

- **C.1 - Title:** FREDDIE MAC
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HAJN4, C.3 - LEI: S6XOOCT0IEG5ABCC6L87
- **C.18 - Value (incl. sponsor support):** $95065371.40
- **C.18.a - Value (excl. sponsor support):** $95065371.40
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-09-04
- **C.13 - Final Legal Maturity Date:** 2026-09-04
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 113: GOLDMAN SACHS GROUP INC

- **C.1 - Title:** GOLDMAN SACHS GROUP INC
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BYM6JA2E3, C.3 - LEI: 784F5XWPLTWKTBV3E584
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.5900%
- **C.17 - Yield as of Reporting Date:** 3.2500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **C.10 - Ratings:** FITCH'S RATING: F1; MOODY'S RATING: P-1; S&P RATING: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| United States Treasury-U.S. Treasuries (including strips) | 2043-08-15      | 4.3750%  | 4.3750% | $1029550000.00     | $1019998881.43     | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-08-15      | 1.6250%  | 1.6250% | $100.00            | $94.03             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-02-28      | 1.8750%  | 1.8750% | $1100.00           | $1050.39           | U.S. Treasuries (including strips) |

### Security 114: GOLDMAN SACHS GROUP INC

- **C.1 - Title:** GOLDMAN SACHS GROUP INC
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BYM6JA2N3, C.3 - LEI: 784F5XWPLTWKTBV3E584
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 1.1900%
- **C.17 - Yield as of Reporting Date:** 3.0000%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **C.10 - Ratings:** FITCH'S RATING: F1; MOODY'S RATING: P-1; S&P RATING: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| United States Treasury-U.S. Treasuries (including strips) | 2031-08-15      | 0.0000%  | 0.0000% | $269000.00         | $218477.49         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-08-15      | 1.5000%  | 1.5000% | $200.00            | $197.72            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-11-15      | 2.2500%  | 2.2500% | $40064100.00       | $39151239.92       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-11-15      | 3.1250%  | 3.1250% | $179000.00         | $177408.37         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-01-15      | 0.8750%  | 0.8750% | $100.00            | $127.55            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-01-31      | 2.6250%  | 2.6250% | $19363300.00       | $19485671.84       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-04-30      | 2.3750%  | 2.3750% | $100.00            | $99.59             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-05-15      | 2.3750%  | 2.3750% | $24300000.00       | $23429522.98       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-01-15      | 0.6250%  | 0.6250% | $100.00            | $136.61            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-02-15      | 1.6250%  | 1.6250% | $100.00            | $99.99             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-11-15      | 2.0000%  | 2.0000% | $34743500.00       | $34223919.01       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-02-15      | 2.2500%  | 2.2500% | $13499900.00       | $13373795.23       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-02-15      | 2.2500%  | 2.2500% | $2267600.00        | $2246417.97        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-02-15      | 1.5000%  | 1.5000% | $1000.00           | $925.21            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-04-30      | 0.5000%  | 0.5000% | $241000.00         | $230937.46         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-05-15      | 0.6250%  | 0.6250% | $39200000.00       | $34504288.74       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-05-15      | 0.6250%  | 0.6250% | $30499800.00       | $26846273.10       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-07-31      | 0.3750%  | 0.3750% | $41141300.00       | $39097598.76       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-11-30      | 0.6250%  | 0.6250% | $150800.00         | $142950.38         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2025-11-30      | 0.3750%  | 0.3750% | $25668200.00       | $25709718.52       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-02-29      | 1.1250%  | 1.1250% | $14337100.00       | $13649218.61       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-05-31      | 0.7500%  | 0.7500% | $2312500.00        | $2286028.85        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-07-15      | 0.1250%  | 0.1250% | $3900000.00        | $4421186.88        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-07-31      | 1.0000%  | 1.0000% | $100.00            | $94.04             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-07-31      | 1.0000%  | 1.0000% | $6300.00           | $5924.65           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-10-15      | 0.1250%  | 0.1250% | $100.00            | $117.76            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-10-31      | 1.3750%  | 1.3750% | $5119000.00        | $4826881.88        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-11-30      | 1.2500%  | 1.2500% | $100.00            | $98.27             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-02-28      | 1.8750%  | 1.8750% | $34998800.00       | $33420662.34       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-04-15      | 0.1250%  | 0.1250% | $18839900.00       | $21282594.75       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-05-31      | 2.7500%  | 2.7500% | $547000.00         | $540851.57         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-05-31      | 2.6250%  | 2.6250% | $14900.00          | $14892.57          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-06-30      | 3.2500%  | 3.2500% | $1269900.00        | $1275432.44        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-09-30      | 3.8750%  | 3.8750% | $3100.00           | $3157.50           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-09-30      | 4.1250%  | 4.1250% | $635000.00         | $646139.88         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-09-30      | 4.1250%  | 4.1250% | $6000.00           | $6105.25           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-01-15      | 3.8750%  | 3.8750% | $100.00            | $101.43            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-01-31      | 3.5000%  | 3.5000% | $30861900.00       | $31159656.95       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2033-02-15      | 3.5000%  | 3.5000% | $39703700.00       | $39400618.35       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-03-31      | 3.6250%  | 3.6250% | $55100.00          | $55582.82          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-05-31      | 3.7500%  | 3.7500% | $100.00            | $102.64            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-05-31      | 3.7500%  | 3.7500% | $100.00            | $102.64            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-07-15      | 4.5000%  | 4.5000% | $6652400.00        | $6794498.15        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-08-31      | 4.1250%  | 4.1250% | $3043700.00        | $3146624.46        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-10-31      | 4.8750%  | 4.8750% | $100.00            | $104.21            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2025-11-30      | 4.8750%  | 4.8750% | $24565400.00       | $25157563.86       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-12-15      | 4.3750%  | 4.3750% | $12986700.00       | $13341287.50       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-01-31      | 4.0250%  | 4.0250% | $25000000.00       | $25079504.02       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-01-31      | 4.0250%  | 4.0250% | $11042900.00       | $11078018.20       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-01-31      | 4.0000%  | 4.0000% | $12108100.00       | $12490249.53       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2034-02-15      | 4.0000%  | 4.0000% | $33174100.00       | $33876828.40       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2034-02-15      | 4.0000%  | 4.0000% | $26000.00          | $26550.75          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2034-02-15      | 4.0000%  | 4.0000% | $11874700.00       | $12126242.28       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-02-15      | 4.1250%  | 4.1250% | $33087900.00       | $33682810.55       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-03-31      | 4.1250%  | 4.1250% | $34649300.00       | $35557670.42       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-03-31      | 4.5000%  | 4.5000% | $200.00            | $201.87            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-04-30      | 4.8750%  | 4.8750% | $240700.00         | $242680.17         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-04-15      | 2.1250%  | 2.1250% | $2700.00           | $2919.00           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-05-31      | 4.6250%  | 4.6250% | $195300.00         | $209395.24         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-07-15      | 4.3750%  | 4.3750% | $100.00            | $102.94            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-07-31      | 4.3750%  | 4.3750% | $1691200.00        | $1722396.38        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-07-31      | 4.3750%  | 4.3750% | $32017100.00       | $32607697.17       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-07-31      | 4.0000%  | 4.0000% | $100.00            | $102.94            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-08-31      | 3.6250%  | 3.6250% | $100.00            | $101.23            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2025-12-26      | 0.0000%  | 0.0000% | $19999900.00       | $19938500.30       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2025-12-18      | 0.0000%  | 0.0000% | $200.00            | $199.56            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-08-06      | 0.0000%  | 0.0000% | $773900.00         | $754877.53         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-08-06      | 0.0000%  | 0.0000% | $360000.00         | $351151.20         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-02-05      | 0.0000%  | 0.0000% | $1315300.00        | $1305829.84        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-02-05      | 0.0000%  | 0.0000% | $3432300.00        | $3407587.43        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2025-12-02      | 0.0000%  | 0.0000% | $31981100.00       | $31967028.31       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-02-12      | 0.0000%  | 0.0000% | $262000.00         | $259930.20         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2025-12-30      | 0.0000%  | 0.0000% | $100.00            | $99.65             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2025-12-30      | 0.0000%  | 0.0000% | $7329000.00        | $7303714.95        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-04-02      | 0.0000%  | 0.0000% | $389900.00         | $384901.48         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-10-29      | 0.0000%  | 0.0000% | $20488800.00       | $19823528.66       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-04-09      | 0.0000%  | 0.0000% | $20555900.00       | $20278600.90       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-04-23      | 0.0000%  | 0.0000% | $1275000.00        | $1255977.00        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-04-23      | 0.0000%  | 0.0000% | $488000.00         | $480719.03         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-11-15      | 0.0000%  | 0.0000% | $1092500.00        | $985802.07         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-02-15      | 0.0000%  | 0.0000% | $200.00            | $165.84            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2039-11-15      | 0.0000%  | 0.0000% | $604200.00         | $327536.21         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2041-11-15      | 0.0000%  | 0.0000% | $26161300.00       | $12662487.78       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2043-11-15      | 0.0000%  | 0.0000% | $3235900.00        | $1396468.82        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2044-05-15      | 0.0000%  | 0.0000% | $4826700.00        | $2026716.84        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2048-08-15      | 0.0000%  | 0.0000% | $1767000.00        | $596079.78         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2049-02-15      | 0.0000%  | 0.0000% | $1600.00           | $526.70            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2050-08-15      | 0.0000%  | 0.0000% | $57099900.00       | $17557020.15       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2051-08-15      | 0.0000%  | 0.0000% | $100.00            | $29.26             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2052-08-15      | 0.0000%  | 0.0000% | $67651500.00       | $18961362.42       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2053-11-15      | 0.0000%  | 0.0000% | $62551700.00       | $16778868.00       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2043-11-15      | 0.0000%  | 0.0000% | $233000.00         | $100979.40         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2055-05-15      | 0.0000%  | 0.0000% | $100.00            | $25.16             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-02-15      | 6.0000%  | 6.0000% | $322400.00         | $329186.37         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-02-15      | 6.0000%  | 6.0000% | $170800.00         | $174395.26         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-04-15      | 3.6250%  | 3.6250% | $100.00            | $212.60            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-02-15      | 5.2500%  | 5.2500% | $20617400.00       | $22057785.57       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-02-15      | 5.3750%  | 5.3750% | $25006400.00       | $27468562.08       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-02-15      | 5.3750%  | 5.3750% | $21009100.00       | $23077682.81       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2037-05-15      | 5.0000%  | 5.0000% | $25974300.00       | $28246832.54       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2038-02-15      | 4.3750%  | 4.3750% | $1152300.00        | $1194655.10        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2038-02-15      | 4.3750%  | 4.3750% | $903200.00         | $936398.93         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2038-02-15      | 4.3750%  | 4.3750% | $225500.00         | $233788.70         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2040-05-15      | 4.3750%  | 4.3750% | $100.00            | $100.22            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2046-05-15      | 2.5000%  | 2.5000% | $100.00            | $71.51             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2048-05-15      | 3.1250%  | 3.1250% | $100.00            | $78.39             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2049-02-15      | 3.0000%  | 3.0000% | $872400.00         | $670184.46         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2050-02-15      | 2.0000%  | 2.0000% | $27228900.00       | $16691275.44       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2050-05-15      | 1.2500%  | 1.2500% | $41741100.00       | $20822042.46       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2040-11-15      | 1.3750%  | 1.3750% | $68600.00          | $45591.75          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2051-05-15      | 2.3750%  | 2.3750% | $100.00            | $65.40             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2052-02-15      | 2.2500%  | 2.2500% | $50458200.00       | $32081315.33       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2053-02-15      | 1.5000%  | 1.5000% | $100.00            | $88.60             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2043-02-15      | 3.8750%  | 3.8750% | $37214700.00       | $34679500.13       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2053-08-15      | 4.1250%  | 4.1250% | $49600.00          | $45986.42          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2053-08-15      | 4.1250%  | 4.1250% | $4358000.00        | $4040500.96        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2053-08-15      | 4.1250%  | 4.1250% | $1850000.00        | $1715219.54        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2043-08-15      | 4.3750%  | 4.3750% | $478870000.00      | $474427530.81      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2044-02-15      | 4.5000%  | 4.5000% | $100.00            | $100.42            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2054-11-15      | 4.5000%  | 4.5000% | $19165100.00       | $18726717.92       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2054-11-15      | 4.5000%  | 4.5000% | $72100.00          | $70450.78          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2055-05-15      | 4.7500%  | 4.7500% | $100.00            | $101.81            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2055-05-15      | 4.7500%  | 4.7500% | $258400.00         | $263081.12         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2055-08-15      | 4.7500%  | 4.7500% | $100.00            | $103.02            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2055-11-15      | 4.6250%  | 4.6250% | $20213000.00       | $20184962.78       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-02-15      | 0.0000%  | 0.0000% | $102000.00         | $101180.63         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-05-15      | 0.0000%  | 0.0000% | $34800.00          | $34199.97          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-05-15      | 0.0000%  | 0.0000% | $595000.00         | $527065.28         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2054-11-15      | 0.0000%  | 0.0000% | $18207027.19       | $4617283.89        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2051-08-15      | 0.0000%  | 0.0000% | $14.01             | $4.00              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2050-05-15      | 0.0000%  | 0.0000% | $29707744.00       | $9018379.84        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2048-11-15      | 0.0000%  | 0.0000% | $10.00             | $3.26              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2048-08-15      | 0.0000%  | 0.0000% | $16182368.00       | $5353564.25        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2047-08-15      | 0.0000%  | 0.0000% | $12.23             | $4.25              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2045-02-15      | 0.0000%  | 0.0000% | $1994304.00        | $783970.87         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2043-02-15      | 0.0000%  | 0.0000% | $86177710.07       | $37753075.94       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2042-08-15      | 0.0000%  | 0.0000% | $84403072.00       | $38014215.19       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2041-11-15      | 0.0000%  | 0.0000% | $48935475.20       | $23076795.65       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2041-05-15      | 0.0000%  | 0.0000% | $66668789.75       | $32336829.77       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2053-08-15      | 0.0000%  | 0.0000% | $10.00             | $2.63              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2039-11-15      | 0.0000%  | 0.0000% | $71124008.95       | $37569479.63       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2037-11-15      | 0.0000%  | 0.0000% | $66194227.20       | $39334264.65       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2036-05-15      | 0.0000%  | 0.0000% | $18.75             | $12.04             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-08-15      | 0.0000%  | 0.0000% | $5.50              | $5.35              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2034-02-15      | 0.0000%  | 0.0000% | $10001664.00       | $7203888.52        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2033-08-15      | 0.0000%  | 0.0000% | $28823470.07       | $21258663.88       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2033-08-15      | 0.0000%  | 0.0000% | $2.64              | $1.94              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2035-11-15      | 4.0000%  | 4.0000% | $68600.00          | $68709.03          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2032-10-31      | 3.7500%  | 3.7500% | $100.00            | $100.24            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-10-31      | 3.5000%  | 3.5000% | $18139200.00       | $18186854.98       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-08-31      | 3.6250%  | 3.6250% | $4505000.00        | $4555376.22        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2032-08-31      | 3.8750%  | 3.8750% | $20004000.00       | $20350808.02       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-07-31      | 3.9390%  | 3.9390% | $100.00            | $100.30            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-06-30      | 3.7500%  | 3.7500% | $100.00            | $101.86            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-06-30      | 3.7500%  | 3.7500% | $100.00            | $101.86            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-06-30      | 3.7500%  | 3.7500% | $34000000.00       | $34633325.76       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-05-31      | 3.8750%  | 3.8750% | $100.00            | $102.39            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-05-15      | 3.7500%  | 3.7500% | $17999600.00       | $18140477.20       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-04-30      | 3.8750%  | 3.8750% | $22205100.00       | $22563873.07       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-04-30      | 3.7500%  | 3.7500% | $77400.00          | $77824.19          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-04-15      | 3.7500%  | 3.7500% | $100.00            | $101.07            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-04-15      | 3.7500%  | 3.7500% | $100.00            | $101.07            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2035-02-15      | 4.6250%  | 4.6250% | $26942800.00       | $28707723.98       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2032-01-31      | 4.3750%  | 4.3750% | $17909200.00       | $18834143.99       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-01-31      | 3.8780%  | 3.8780% | $2425600.00        | $2430969.86        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-01-31      | 4.1250%  | 4.1250% | $32566000.00       | $33193582.21       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-01-15      | 4.2500%  | 4.2500% | $13699000.00       | $14124991.25       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-12-31      | 4.3750%  | 4.3750% | $32500.00          | $34109.13          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-11-30      | 4.2500%  | 4.2500% | $1016000.00        | $1043338.28        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-10-31      | 3.9850%  | 3.9850% | $100.00            | $100.34            | U.S. Treasuries (including strips) |

### Security 115: GOLDMAN SACHS GROUP INC

- **C.1 - Title:** GOLDMAN SACHS GROUP INC
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BYM6J73F6, C.3 - LEI: 784F5XWPLTWKTBV3E584
- **C.18 - Value (incl. sponsor support):** $1750000000.00
- **C.18.a - Value (excl. sponsor support):** $1750000000.00
- **C.19 - Percentage of Net Assets:** 1.0400%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **C.10 - Ratings:** FITCH'S RATING: F1; MOODY'S RATING: P-1; S&P RATING: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                                                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-06-01      | 3.5000%  | 3.5000% | $44484.00          | $35033.20          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-08-01      | 3.0000%  | 3.0000% | $8308640.00        | $6018943.25        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-01-01      | 6.0000%  | 6.0000% | $476316.00         | $372397.29         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-07-01      | 6.0000%  | 6.0000% | $493201.00         | $328654.36         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-11-01      | 4.5000%  | 4.5000% | $2551856.00        | $2404702.76        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-11-01      | 4.5000%  | 4.5000% | $3080870.00        | $2917627.27        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2041-11-01      | 2.0000%  | 2.0000% | $17079080.00       | $11234487.48       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2050-08-01      | 3.0000%  | 3.0000% | $1092798.00        | $449527.48         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2051-05-01      | 2.5000%  | 2.5000% | $180933.00         | $110235.57         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2051-02-01      | 2.5000%  | 2.5000% | $425000.00         | $244598.12         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-01-01      | 2.5000%  | 2.5000% | $100000.00         | $60741.20          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-02-01      | 3.0000%  | 3.0000% | $403641.00         | $272992.54         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-07-01      | 5.0000%  | 5.0000% | $15000.00          | $11228.89          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-07-01      | 4.5000%  | 4.5000% | $99000.00          | $78880.08          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-09-01      | 4.0000%  | 4.0000% | $3643000.00        | $2674717.59        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-04-01      | 5.0000%  | 5.0000% | $1100000.00        | $897799.21         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-05-01      | 6.5000%  | 6.5000% | $300000.00         | $214090.05         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2040-11-01      | 1.5000%  | 1.5000% | $700000.00         | $368476.86         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2036-12-01      | 1.5000%  | 1.5000% | $30000.00          | $17335.60          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2040-06-01      | 6.0000%  | 6.0000% | $9754360.00        | $9660724.53        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-09-01      | 5.0000%  | 5.0000% | $200000.00         | $153826.75         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2050-07-01      | 2.0000%  | 2.0000% | $900000.00         | $618195.28         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-02-25      | 2.5000%  | 2.5000% | $125000.00         | $91647.70          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-07-01      | 6.5000%  | 6.5000% | $1013814.00        | $898343.36         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2035-01-01      | 7.0000%  | 7.0000% | $47700608.00       | $1261315.46        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2040-12-01      | 4.5000%  | 4.5000% | $9189110.00        | $518871.92         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2041-03-01      | 4.0000%  | 4.0000% | $1000000.00        | $94831.53          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2041-02-01      | 4.0000%  | 4.0000% | $1818998.00        | $84677.01          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2031-02-01      | 3.5000%  | 3.5000% | $18600000.00       | $1220689.51        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2037-05-01      | 3.5000%  | 3.5000% | $1516224.00        | $135102.46         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2042-12-01      | 3.5000%  | 3.5000% | $3211810.00        | $440066.82         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2044-06-01      | 5.0000%  | 5.0000% | $724675.00         | $49374.20          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2028-12-01      | 3.0000%  | 3.0000% | $710000.00         | $47654.80          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2044-07-01      | 6.2850%  | 6.2850% | $1431350.00        | $80800.39          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2045-03-01      | 4.0000%  | 4.0000% | $1655000.00        | $131467.86         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2035-07-01      | 5.0000%  | 5.0000% | $12646540.00       | $139755.95         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-10-01      | 5.5000%  | 5.5000% | $4218744.00        | $3623352.49        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-08-01      | 5.5000%  | 5.5000% | $1039116.00        | $980071.94         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-07-01      | 7.0000%  | 7.0000% | $1162464.00        | $968914.85         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-09-01      | 6.0000%  | 6.0000% | $1162294.00        | $1099403.24        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-01-01      | 6.0000%  | 6.0000% | $1103474.00        | $1055399.44        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-02-01      | 5.5000%  | 5.5000% | $1003094.00        | $1024591.76        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-04-01      | 6.0000%  | 6.0000% | $1983964.00        | $2046297.39        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-04-01      | 5.5000%  | 5.5000% | $448730.00         | $458703.06         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-04-01      | 4.5000%  | 4.5000% | $371110.00         | $348455.02         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-07-01      | 6.0000%  | 6.0000% | $2448700.00        | $2052056.29        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-05-01      | 6.5000%  | 6.5000% | $1906800.00        | $2022842.21        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-08-01      | 5.5000%  | 5.5000% | $1746188.00        | $1690544.60        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-07-01      | 6.0000%  | 6.0000% | $1069850.00        | $1103921.89        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2030-11-01      | 3.0000%  | 3.0000% | $700000.00         | $54184.93          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2046-07-01      | 3.5000%  | 3.5000% | $330000.00         | $58765.68          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2047-01-01      | 3.0000%  | 3.0000% | $500000.00         | $63690.09          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-12-01      | 3.0000%  | 3.0000% | $1650000.00        | $927421.80         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2029-08-01      | 2.7400%  | 2.7400% | $100000.00         | $90483.72          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2043-01-01      | 4.5000%  | 4.5000% | $499000.00         | $86681.02          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2032-12-01      | 3.5000%  | 3.5000% | $914000.00         | $141481.17         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2047-02-01      | 3.5000%  | 3.5000% | $600000.00         | $129290.60         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2049-06-01      | 3.5000%  | 3.5000% | $2026336.00        | $367825.70         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2037-04-01      | 1.5000%  | 1.5000% | $291908.00         | $207518.98         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-01-01      | 6.0000%  | 6.0000% | $8071616.00        | $6675075.90        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-01-01      | 6.5000%  | 6.5000% | $1304804.00        | $667979.52         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-04-01      | 5.0000%  | 5.0000% | $1051464.00        | $733724.78         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-04-01      | 5.0000%  | 5.0000% | $9240352.00        | $7210267.38        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-07-01      | 5.5000%  | 5.5000% | $3554880.00        | $3220425.45        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2048-01-01      | 3.0000%  | 3.0000% | $113679232.00      | $17445570.83       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2045-06-01      | 3.5000%  | 3.5000% | $372083.00         | $41266.54          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2047-11-01      | 5.5000%  | 5.5000% | $11370032.00       | $320816.82         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2034-03-01      | 5.0000%  | 5.0000% | $1896064.00        | $40115.90          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2035-11-01      | 5.0000%  | 5.0000% | $855300.00         | $18301.11          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2031-12-01      | 6.0000%  | 6.0000% | $8101458.00        | $12782.19          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2032-03-01      | 6.0000%  | 6.0000% | $2085404.00        | $9485.44           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2042-08-01      | 3.5000%  | 3.5000% | $220000.00         | $18239.47          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2048-02-01      | 3.5000%  | 3.5000% | $46400000.00       | $6599813.85        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2048-09-01      | 5.5000%  | 5.5000% | $2347536.00        | $500864.11         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2043-01-01      | 3.5000%  | 3.5000% | $145000.00         | $27951.91          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2048-12-01      | 3.5000%  | 3.5000% | $76000.00          | $8697.64           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2042-07-01      | 3.5000%  | 3.5000% | $82410240.00       | $8035722.48        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2031-08-01      | 2.5000%  | 2.5000% | $151389.00         | $19812.24          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2049-04-01      | 4.0000%  | 4.0000% | $30739000.00       | $4783254.50        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2041-03-01      | 4.0000%  | 4.0000% | $240000.00         | $23651.70          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2039-06-01      | 6.0000%  | 6.0000% | $2505736.00        | $47936.62          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2044-08-01      | 4.0000%  | 4.0000% | $379427.00         | $60119.38          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2044-08-01      | 4.5000%  | 4.5000% | $28256192.00       | $3591303.91        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2044-07-01      | 4.0000%  | 4.0000% | $1167474.00        | $76545.83          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2045-08-01      | 4.0000%  | 4.0000% | $2353596.00        | $207310.79         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2046-09-01      | 3.0000%  | 3.0000% | $977047.00         | $152408.40         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2047-11-01      | 4.0000%  | 4.0000% | $1475000.00        | $174071.57         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2047-12-01      | 3.0000%  | 3.0000% | $252792.00         | $37715.05          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2047-12-01      | 3.5000%  | 3.5000% | $5317872.00        | $692415.38         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2034-02-01      | 4.5000%  | 4.5000% | $2825000.00        | $105165.57         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2047-02-01      | 4.0000%  | 4.0000% | $3000000.00        | $585190.14         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2037-09-01      | 3.5000%  | 3.5000% | $12000.00          | $7319.66           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2051-12-01      | 3.0000%  | 3.0000% | $1380000.00        | $994425.18         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-11-01      | 4.5000%  | 4.5000% | $10000.00          | $8263.44           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-04-01      | 3.5000%  | 3.5000% | $37529536.00       | $24510430.45       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-06-01      | 3.5000%  | 3.5000% | $34000.00          | $24746.04          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-06-01      | 4.5000%  | 4.5000% | $300000.00         | $212285.24         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-06-01      | 3.5000%  | 3.5000% | $238600.00         | $179747.69         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-06-01      | 3.5000%  | 3.5000% | $800000.00         | $598558.51         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-04-01      | 2.5000%  | 2.5000% | $9000.00           | $6705.52           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-05-01      | 5.0000%  | 5.0000% | $42206880.00       | $36098689.96       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-02-01      | 2.0000%  | 2.0000% | $300000.00         | $214697.46         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-02-01      | 3.0000%  | 3.0000% | $15927.00          | $11585.81          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-04-01      | 6.0000%  | 6.0000% | $1262090.00        | $1127805.91        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-12-01      | 3.5000%  | 3.5000% | $131000.00         | $112344.99         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-08-01      | 5.0000%  | 5.0000% | $1592174.00        | $1364115.81        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-03-01      | 5.0000%  | 5.0000% | $5105000.00        | $4723181.75        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2050-10-01      | 2.5000%  | 2.5000% | $2236000.00        | $1100659.99        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-02-01      | 5.5000%  | 5.5000% | $2387000.00        | $2037445.16        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-09-01      | 3.5000%  | 3.5000% | $65000.00          | $50114.82          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-12-01      | 5.0000%  | 5.0000% | $29766784.00       | $24034059.04       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-04-01      | 5.5000%  | 5.5000% | $16014976.00       | $13402655.85       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-03-01      | 5.5000%  | 5.5000% | $5869984.00        | $4832372.68        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-04-01      | 6.5000%  | 6.5000% | $28711872.00       | $23020116.88       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-08-01      | 4.5000%  | 4.5000% | $2247000.00        | $1875802.86        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-08-01      | 6.5000%  | 6.5000% | $67044800.00       | $46000535.12       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-09-01      | 5.5000%  | 5.5000% | $3517284.00        | $2907349.30        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-10-01      | 5.0000%  | 5.0000% | $5840000.00        | $4901052.90        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2036-04-01      | 4.0000%  | 4.0000% | $1057588.00        | $337482.23         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2043-03-01      | 3.5000%  | 3.5000% | $1000000.00        | $146614.77         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2044-05-01      | 3.5000%  | 3.5000% | $42844992.00       | $29476065.06       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2047-05-01      | 3.5000%  | 3.5000% | $203861.00         | $30957.11          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2030-09-01      | 3.9500%  | 3.9500% | $12032448.00       | $12013575.10       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2029-12-01      | 4.5000%  | 4.5000% | $32395000.00       | $33055631.23       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2049-06-01      | 4.5000%  | 4.5000% | $11447344.00       | $1449434.70        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2048-04-01      | 2.5000%  | 2.5000% | $3560000.00        | $940933.42         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2051-07-01      | 2.0000%  | 2.0000% | $100000.00         | $67530.05          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-03-01      | 2.5000%  | 2.5000% | $758450.00         | $515001.76         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-07-01      | 5.0000%  | 5.0000% | $45357952.00       | $38226025.74       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-11-01      | 5.5000%  | 5.5000% | $5602976.00        | $4704574.82        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-04-01      | 5.5000%  | 5.5000% | $4343440.00        | $4053055.98        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-04-01      | 6.5000%  | 6.5000% | $202414.00         | $160249.73         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2045-07-01      | 4.5000%  | 4.5000% | $5647096.00        | $5513108.21        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2040-03-01      | 5.5000%  | 5.5000% | $3366748.00        | $122446.06         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-03-01      | 6.5000%  | 6.5000% | $10612672.00       | $8984468.87        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-03-01      | 6.5000%  | 6.5000% | $1280826.00        | $1332117.20        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-05-01      | 6.5000%  | 6.5000% | $4184140.00        | $4441280.51        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-08-01      | 6.5000%  | 6.5000% | $8312688.00        | $8712333.92        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-09-01      | 6.5000%  | 6.5000% | $2415544.00        | $2521863.16        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-10-01      | 6.0000%  | 6.0000% | $3636270.00        | $3788107.83        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-11-01      | 5.5000%  | 5.5000% | $10787888.00       | $10977744.04       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-09-01      | 5.0000%  | 5.0000% | $27788160.00       | $25671246.63       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-12-01      | 6.0000%  | 6.0000% | $31794592.00       | $22428816.05       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-09-01      | 6.0000%  | 6.0000% | $106803200.00      | $94858283.38       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-08-01      | 5.0000%  | 5.0000% | $12919344.00       | $13016290.95       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-10-01      | 5.5000%  | 5.5000% | $236311808.00      | $242125609.25      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2042-05-20      | 3.0000%  | 3.0000% | $5000000.00        | $259797.93         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2044-02-20      | 3.5000%  | 3.5000% | $804933.00         | $66935.34          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2044-10-20      | 4.5000%  | 4.5000% | $490000.00         | $32059.53          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2045-12-20      | 4.0000%  | 4.0000% | $2400464.00        | $98520.32          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2047-03-20      | 3.5000%  | 3.5000% | $892381000.00      | $105322544.14      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2047-10-20      | 3.0000%  | 3.0000% | $457419776.00      | $61566793.61       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2048-02-20      | 4.0000%  | 4.0000% | $583561216.00      | $58208737.16       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2048-09-20      | 4.0000%  | 4.0000% | $213405440.00      | $20087025.05       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-02-20      | 6.0000%  | 6.0000% | $319000.00         | $25262.01          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2050-07-20      | 3.0000%  | 3.0000% | $137931.00         | $37489.75          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2035-09-20      | 2.5000%  | 2.5000% | $600000.00         | $178367.08         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2050-08-20      | 3.0000%  | 3.0000% | $78665000.00       | $23073808.40       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2058-02-15      | 5.5000%  | 5.5000% | $4977072.00        | $5082859.73        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2045-05-20      | 3.7500%  | 3.7500% | $1514446.00        | $633979.38         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2045-03-15      | 3.0000%  | 3.0000% | $613221.00         | $54613.87          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-02-20      | 6.5000%  | 6.5000% | $1670282.00        | $1363741.74        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-02-20      | 6.5000%  | 6.5000% | $3268404.00        | $2828769.57        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-09-20      | 6.0000%  | 6.0000% | $10895968.00       | $11244808.44       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-08-20      | 7.0000%  | 7.0000% | $6063112.00        | $6437932.05        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-09-20      | 6.5000%  | 6.5000% | $725736.00         | $758888.34         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-09-20      | 5.5000%  | 5.5000% | $9043264.00        | $9215789.89        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-10-20      | 6.5000%  | 6.5000% | $4005856.00        | $4159518.52        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-09-20      | 6.0000%  | 6.0000% | $13062368.00       | $13483292.30       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2065-09-20      | 6.5000%  | 6.5000% | $608938.00         | $630996.77         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-05-20      | 5.0000%  | 5.0000% | $900000.00         | $890617.11         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-04-20      | 6.5000%  | 6.5000% | $621434.00         | $558929.24         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-11-20      | 5.5000%  | 5.5000% | $66654.00          | $68339.27          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2054-09-20      | 5.5000%  | 5.5000% | $2082580.00        | $2080815.99        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2040-04-15      | 4.0000%  | 4.0000% | $12000000.00       | $603598.50         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2040-12-15      | 4.0000%  | 4.0000% | $199483.00         | $30212.02          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2039-06-15      | 4.5000%  | 4.5000% | $7813720.00        | $129700.03         | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2028-07-31      | 1.0000%  | 1.0000% | $36014200.00       | $33868505.28       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-07-01      | 5.5000%  | 5.5000% | $514425.00         | $509160.22         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2034-10-01      | 4.3490%  | 4.3490% | $10774288.00       | $10822605.29       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2032-07-01      | 4.5400%  | 4.5400% | $18285000.00       | $18763865.86       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2035-09-01      | 4.7800%  | 4.7800% | $10570000.00       | $10830973.29       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2030-11-01      | 4.0090%  | 4.0090% | $18010000.00       | $18035925.39       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2034-03-01      | 4.0000%  | 4.0000% | $510000.00         | $76079.45          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2050-07-01      | 2.5000%  | 2.5000% | $62761.00          | $25309.15          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-05-01      | 4.5000%  | 4.5000% | $4566816.00        | $4056634.00        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-09-01      | 1.5000%  | 1.5000% | $8235440.00        | $5200338.54        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-05-01      | 3.5000%  | 3.5000% | $26830080.00       | $20175898.03       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2042-09-01      | 4.5000%  | 4.5000% | $3056228.00        | $2167498.38        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-02-01      | 6.0000%  | 6.0000% | $9300000.00        | $6589666.05        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-03-01      | 5.5000%  | 5.5000% | $10040112.00       | $7789613.17        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-11-01      | 5.5000%  | 5.5000% | $84427392.00       | $78501118.22       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-11-01      | 5.5000%  | 5.5000% | $179484.00         | $155766.91         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-05-01      | 5.5000%  | 5.5000% | $298909.00         | $286386.49         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-05-01      | 6.0000%  | 6.0000% | $28002816.00       | $26914287.78       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2045-01-01      | 6.5000%  | 6.5000% | $4404672.00        | $4170407.60        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-01-01      | 2.0000%  | 2.0000% | $1221930.00        | $963179.72         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-11-01      | 4.5000%  | 4.5000% | $44383872.00       | $41946468.34       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2030-02-01      | 3.5000%  | 3.5000% | $1100000.00        | $81715.87          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2050-10-01      | 3.5000%  | 3.5000% | $345000.00         | $100067.74         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2036-02-01      | 2.0000%  | 2.0000% | $7817808.00        | $4219569.36        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-12-01      | 2.5000%  | 2.5000% | $11128740.00       | $7577468.40        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-05-01      | 4.0000%  | 4.0000% | $4500000.00        | $3097071.67        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-08-01      | 4.5000%  | 4.5000% | $27810000.00       | $23504513.40       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-01-01      | 6.0000%  | 6.0000% | $38782656.00       | $25850420.86       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2030-01-01      | 2.5000%  | 2.5000% | $15225000.00       | $5771798.36        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-06-01      | 4.5000%  | 4.5000% | $32000.00          | $25576.47          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2042-07-01      | 4.0000%  | 4.0000% | $100000.00         | $71210.29          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-11-01      | 2.5000%  | 2.5000% | $8432784.00        | $6294359.64        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-09-01      | 5.0000%  | 5.0000% | $13422688.00       | $9822706.55        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-12-01      | 6.5000%  | 6.5000% | $1000000.00        | $718153.83         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-08-01      | 5.5000%  | 5.5000% | $99787776.00       | $101357922.82      | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2040-09-01      | 5.0000%  | 5.0000% | $2504596.00        | $2517990.44        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2037-09-01      | 5.5000%  | 5.5000% | $743275.00         | $54226.92          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2038-02-01      | 6.0000%  | 6.0000% | $145000.00         | $11798.33          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2039-05-01      | 4.5000%  | 4.5000% | $4150000.00        | $251876.60         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2042-10-01      | 3.0000%  | 3.0000% | $60000.00          | $11949.21          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2042-12-01      | 3.5000%  | 3.5000% | $23000000.00       | $3250312.46        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2039-11-01      | 5.5000%  | 5.5000% | $1296346.00        | $154889.59         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2043-08-01      | 4.5000%  | 4.5000% | $705000.00         | $116332.72         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2047-01-01      | 3.0000%  | 3.0000% | $226000.00         | $38111.49          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2048-01-01      | 3.5000%  | 3.5000% | $518455296.00      | $72201060.58       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2048-04-01      | 3.5000%  | 3.5000% | $32016000.00       | $4137844.20        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2049-08-01      | 4.0000%  | 4.0000% | $427000.00         | $45661.98          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2050-03-01      | 4.0000%  | 4.0000% | $38000.00          | $5696.26           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2036-03-01      | 1.5000%  | 1.5000% | $2642880.00        | $1322035.28        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-06-01      | 3.5000%  | 3.5000% | $66000.00          | $26532.32          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2038-01-01      | 5.0000%  | 5.0000% | $308533.00         | $183065.60         | Agency Mortgage-Backed Securities |

### Security 116: HSBC SECURITIES USA INC

- **C.1 - Title:** HSBC SECURITIES USA INC
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BYM6J72D2, C.3 - LEI: CYYGQCGNHMHPSMRL3R97
- **C.18 - Value (incl. sponsor support):** $140000000.00
- **C.18.a - Value (excl. sponsor support):** $140000000.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: P-1; S&P RATING: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                                                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| United States Treasury-U.S. Treasuries (including strips)                  | 2026-08-31      | 0.7500%  | 0.7500% | $19320218.75       | $18937348.48       | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2031-11-15      | 0.0000%  | 0.0000% | $196875.00         | $158034.71         | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2030-02-15      | 0.0000%  | 0.0000% | $667187.50         | $574690.62         | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2043-08-15      | 3.6250%  | 3.6250% | $1278200.00        | $1139087.19        | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2045-02-15      | 0.0000%  | 0.0000% | $21875.00          | $8815.29           | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2044-02-15      | 0.0000%  | 0.0000% | $647500.00         | $275500.24         | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2046-02-15      | 0.0000%  | 0.0000% | $2671725.00        | $1019081.41        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2051-12-20      | 2.5000%  | 2.5000% | $2093437.50        | $1268488.09        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2051-12-20      | 2.5000%  | 2.5000% | $2814000.00        | $1735622.75        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2051-10-20      | 2.5000%  | 2.5000% | $3800125.00        | $2277830.60        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2051-09-20      | 2.5000%  | 2.5000% | $3049812.50        | $1739223.62        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2046-04-20      | 3.0000%  | 3.0000% | $487903.50         | $112897.55         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2065-05-20      | 6.5000%  | 6.5000% | $12449024.00       | $10806410.43       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-05-20      | 6.5000%  | 6.5000% | $1423625.00        | $1448909.84        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-09-20      | 6.5000%  | 6.5000% | $448322.87         | $469181.10         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-08-20      | 6.5000%  | 6.5000% | $1053263.75        | $1100414.13        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-08-20      | 6.5000%  | 6.5000% | $1001113.75        | $1045773.10        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-09-20      | 6.0000%  | 6.0000% | $6222006.00        | $6422963.52        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2065-04-20      | 6.5000%  | 6.5000% | $208926.37         | $215926.81         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-08-20      | 6.0000%  | 6.0000% | $5722528.00        | $5901016.63        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-07-20      | 6.0000%  | 6.0000% | $6569766.00        | $6767014.95        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-02-20      | 6.5000%  | 6.5000% | $1604601.25        | $1665961.37        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-02-20      | 7.0000%  | 7.0000% | $2002710.50        | $2112167.39        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2054-12-20      | 7.0000%  | 7.0000% | $4804562.00        | $4928361.18        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-03-20      | 6.5000%  | 6.5000% | $4526928.00        | $4759926.77        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2054-04-20      | 7.0000%  | 7.0000% | $2139378.50        | $2237602.39        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2054-05-20      | 7.0000%  | 7.0000% | $582309.87         | $394302.60         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2054-01-20      | 6.5000%  | 6.5000% | $768939.50         | $802579.38         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2053-10-15      | 7.0000%  | 7.0000% | $3384468.50        | $3496049.57        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2053-08-15      | 6.5000%  | 6.5000% | $2811182.50        | $2841531.89        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2054-09-20      | 7.0000%  | 7.0000% | $4617907.00        | $4351789.59        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2050-01-15      | 4.5000%  | 4.5000% | $549591.00         | $405924.48         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2052-10-20      | 3.0000%  | 3.0000% | $57748432.00       | $38851822.45       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2052-07-20      | 4.0000%  | 4.0000% | $98437.50          | $72873.17          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2052-06-20      | 3.5000%  | 3.5000% | $10937.50          | $7693.63           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2050-07-20      | 3.0000%  | 3.0000% | $406197.31         | $110404.75         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2050-06-20      | 3.0000%  | 3.0000% | $406437.50         | $102775.46         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2047-11-20      | 4.0000%  | 4.0000% | $721355.68         | $78018.76          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Debentures and Agency Strips  | 2037-07-15      | 0.0000%  | 0.0000% | $1017625.00        | $600975.74         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips        | 2032-07-15      | 6.2500%  | 6.2500% | $152250.00         | $177077.29         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank-Agency Debentures and Agency Strips               | 2042-02-03      | 2.9300%  | 2.9300% | $1736437.50        | $1375117.36        | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank-Agency Debentures and Agency Strips               | 2042-01-24      | 2.8190%  | 2.8190% | $8897437.50        | $6929523.03        | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank-Agency Debentures and Agency Strips               | 2041-12-09      | 2.8990%  | 2.8990% | $2613187.50        | $2073582.28        | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank-Agency Debentures and Agency Strips               | 2046-08-24      | 2.3500%  | 2.3500% | $1522500.00        | $999708.68         | Agency Mortgage-Backed Securities |

### Security 117: HSBC SECURITIES USA INC

- **C.1 - Title:** HSBC SECURITIES USA INC
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BYM6J72J9, C.3 - LEI: CYYGQCGNHMHPSMRL3R97
- **C.18 - Value (incl. sponsor support):** $2050000000.00
- **C.18.a - Value (excl. sponsor support):** $2050000000.00
- **C.19 - Percentage of Net Assets:** 1.2200%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: P-1; S&P RATING: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                                             | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2054-08-01      | 6.5000%  | 6.5000% | $1588248.00        | $1435565.39        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2054-10-01      | 5.5000%  | 5.5000% | $6911760.00        | $6711235.99        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2054-10-01      | 7.0000%  | 7.0000% | $5987016.00        | $5798382.01        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2054-10-01      | 7.0000%  | 7.0000% | $1018600.00        | $823585.68         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2054-11-01      | 5.5000%  | 5.5000% | $6058792.00        | $5431050.18        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2054-11-01      | 5.5000%  | 5.5000% | $409575.00         | $362184.75         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2049-12-01      | 4.0000%  | 4.0000% | $485000.00         | $146600.54         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2051-04-01      | 2.0000%  | 2.0000% | $150000.00         | $88095.57          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2052-07-01      | 5.0000%  | 5.0000% | $5638696.00        | $4320817.50        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2053-01-01      | 6.0000%  | 6.0000% | $5606384.00        | $4666380.29        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2053-07-01      | 5.0000%  | 5.0000% | $39540480.00       | $35939189.12       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2054-03-01      | 5.5000%  | 5.5000% | $1028716.00        | $990870.89         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2054-05-01      | 6.5000%  | 6.5000% | $152212.00         | $124390.50         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2054-06-01      | 6.5000%  | 6.5000% | $1404870.00        | $1455951.66        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2054-06-01      | 7.0000%  | 7.0000% | $1472124.00        | $1240250.36        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2036-01-01      | 5.5000%  | 5.5000% | $3400000.00        | $49271.95          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2027-08-01      | 3.3990%  | 3.3990% | $1300000.00        | $920170.31         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2042-02-01      | 3.5000%  | 3.5000% | $126767360.00      | $7981145.26        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2042-03-01      | 3.5000%  | 3.5000% | $146956032.00      | $10994732.05       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2042-05-01      | 3.5000%  | 3.5000% | $22227872.00       | $3465663.73        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2051-04-01      | 4.5000%  | 4.5000% | $38200000.00       | $3212555.77        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2032-08-01      | 4.0000%  | 4.0000% | $1550000.00        | $78813.65          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-04-01      | 3.5000%  | 3.5000% | $15938432.00       | $2413050.53        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2043-06-01      | 3.5000%  | 3.5000% | $219530496.00      | $17532633.00       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2038-08-01      | 7.5000%  | 7.5000% | $4660000.00        | $467470.68         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2035-01-01      | 4.0000%  | 4.0000% | $603000.00         | $84705.25          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2045-08-01      | 3.5000%  | 3.5000% | $234003.00         | $40370.32          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2031-12-01      | 3.0000%  | 3.0000% | $415000.00         | $65849.84          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2046-12-01      | 3.0000%  | 3.0000% | $28101.00          | $7639.29           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2032-07-01      | 3.1290%  | 3.1290% | $2437832.00        | $1703567.47        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2033-06-01      | 3.6200%  | 3.6200% | $8066496.00        | $7809215.11        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2030-06-01      | 3.6000%  | 3.6000% | $29122560.00       | $28562672.47       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2027-07-01      | 3.0000%  | 3.0000% | $23750000.00       | $461146.47         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2042-08-01      | 3.5000%  | 3.5000% | $65789952.00       | $6339963.74        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2045-07-01      | 3.5000%  | 3.5000% | $587000.00         | $100235.85         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2045-04-01      | 3.0000%  | 3.0000% | $234733000.00      | $27056015.17       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2045-11-01      | 3.5000%  | 3.5000% | $26674720.00       | $2675706.85        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2045-10-01      | 3.5000%  | 3.5000% | $29140736.00       | $6055140.25        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2046-05-01      | 3.0000%  | 3.0000% | $1877000.00        | $266319.91         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2046-10-01      | 3.0000%  | 3.0000% | $49997312.00       | $15437495.04       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2046-10-01      | 3.5000%  | 3.5000% | $60080384.00       | $18067559.53       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2046-06-01      | 3.0000%  | 3.0000% | $104416000.00      | $16160418.86       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2046-12-01      | 3.0000%  | 3.0000% | $219169.00         | $69753.21          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2047-01-01      | 3.0000%  | 3.0000% | $746496.00         | $156156.31         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2042-01-01      | 4.0000%  | 4.0000% | $17413472.00       | $3642258.65        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2029-11-01      | 3.5000%  | 3.5000% | $3519000.00        | $283208.83         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2035-03-01      | 3.0000%  | 3.0000% | $1183724.00        | $133308.22         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2045-01-01      | 3.5000%  | 3.5000% | $14150672.00       | $737767.40         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2045-04-01      | 3.0000%  | 3.0000% | $2990888.00        | $688773.77         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2045-08-01      | 3.5000%  | 3.5000% | $82480896.00       | $15239862.52       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2045-09-01      | 3.5000%  | 3.5000% | $4556832.00        | $1075063.46        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2034-04-01      | 6.0000%  | 6.0000% | $14002368.00       | $296358.18         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-08-01      | 6.5000%  | 6.5000% | $1313146.00        | $1344214.87        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-11-01      | 6.5000%  | 6.5000% | $7858680.00        | $6831139.08        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-11-01      | 5.5000%  | 5.5000% | $506478.00         | $459151.50         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-01-01      | 7.0000%  | 7.0000% | $1466030.00        | $1557124.80        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-03-01      | 5.5000%  | 5.5000% | $737368.00         | $514897.60         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-10-01      | 6.5000%  | 6.5000% | $8001.00           | $8331.39           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-10-01      | 4.5000%  | 4.5000% | $3848776.00        | $3749563.07        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-06-01      | 6.5000%  | 6.5000% | $7101344.00        | $5653581.97        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-07-01      | 6.5000%  | 6.5000% | $9876624.00        | $7473279.39        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-09-01      | 6.5000%  | 6.5000% | $1473132.00        | $1356585.58        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-10-01      | 5.5000%  | 5.5000% | $1434052.00        | $1351333.29        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-10-01      | 5.5000%  | 5.5000% | $1081530.00        | $850891.05         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2053-04-01      | 3.8030%  | 3.8030% | $75899392.00       | $67138056.91       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2045-09-01      | 4.0000%  | 4.0000% | $1355918.00        | $111834.74         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2048-10-01      | 4.0000%  | 4.0000% | $462826.00         | $196911.56         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2037-11-01      | 3.0000%  | 3.0000% | $65000.00          | $41836.19          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2051-11-01      | 4.0000%  | 4.0000% | $44538304.00       | $23707332.93       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2052-07-01      | 4.0000%  | 4.0000% | $13297264.00       | $10200329.79       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2052-08-01      | 4.5000%  | 4.5000% | $77461760.00       | $60480589.92       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2052-09-01      | 5.0000%  | 5.0000% | $8654000.00        | $6105220.65        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2052-12-01      | 4.5000%  | 4.5000% | $47947712.00       | $39589199.73       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2051-09-01      | 2.5000%  | 2.5000% | $100000.00         | $69176.73          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2052-10-01      | 5.0000%  | 5.0000% | $125000.00         | $107854.23         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2053-05-01      | 5.5000%  | 5.5000% | $40268288.00       | $30971663.82       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2054-04-01      | 5.0000%  | 5.0000% | $19256500.00       | $17050778.48       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2054-03-01      | 5.0000%  | 5.0000% | $100000.00         | $84979.69          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2054-04-01      | 5.5000%  | 5.5000% | $225000.00         | $198422.14         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2054-10-01      | 6.0000%  | 6.0000% | $28332.00          | $24626.44          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2053-03-01      | 5.5000%  | 5.5000% | $2907036.00        | $2234674.89        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2054-01-01      | 6.5000%  | 6.5000% | $248330000.00      | $201782894.42      | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2052-03-01      | 2.5000%  | 2.5000% | $9275000.00        | $6192270.84        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2052-12-01      | 5.5000%  | 5.5000% | $279129.00         | $217232.98         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2053-04-01      | 5.0000%  | 5.0000% | $62002.00          | $51335.07          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2053-08-01      | 6.0000%  | 6.0000% | $53000.00          | $38763.89          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2053-10-01      | 6.0000%  | 6.0000% | $1700000.00        | $1253037.14        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2055-03-01      | 4.5000%  | 4.5000% | $39946.00          | $37565.04          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2053-11-01      | 6.0000%  | 6.0000% | $3159796.00        | $2575255.25        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2043-02-01      | 3.5000%  | 3.5000% | $883816.00         | $163184.47         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2044-10-01      | 4.0000%  | 4.0000% | $18330860.00       | $2987566.99        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2047-01-01      | 3.0000%  | 3.0000% | $1400000.00        | $412790.94         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2040-03-01      | 2.7700%  | 2.7700% | $21452000.00       | $17160688.28       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2049-07-01      | 3.5000%  | 3.5000% | $3000000.00        | $780752.94         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2050-04-01      | 2.5000%  | 2.5000% | $100263936.00      | $34651621.58       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2051-10-01      | 3.0000%  | 3.0000% | $400000.00         | $272885.10         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2051-12-01      | 2.5000%  | 2.5000% | $130000.00         | $85094.58          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2047-04-01      | 3.0000%  | 3.0000% | $7313560.00        | $5789614.43        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2052-04-01      | 3.0000%  | 3.0000% | $50000000.00       | $34301853.86       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2052-04-01      | 3.0000%  | 3.0000% | $50000000.00       | $30668657.91       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2052-05-01      | 4.0000%  | 4.0000% | $15346048.00       | $10272939.14       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2052-06-01      | 5.0000%  | 5.0000% | $3750000.00        | $3304045.01        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2052-07-01      | 5.0000%  | 5.0000% | $5724304.00        | $4566742.69        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2052-07-01      | 5.0000%  | 5.0000% | $1851270.00        | $1478894.48        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2052-09-01      | 5.0000%  | 5.0000% | $3432464.00        | $2595340.04        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2052-09-01      | 4.5000%  | 4.5000% | $7422920.00        | $5364418.24        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2052-12-01      | 6.0000%  | 6.0000% | $5047240.00        | $3882044.95        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2052-12-01      | 6.0000%  | 6.0000% | $2653028.00        | $1827323.83        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2052-12-01      | 5.5000%  | 5.5000% | $31450336.00       | $21447158.37       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2052-12-01      | 6.0000%  | 6.0000% | $10772688.00       | $8623416.41        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2052-12-01      | 6.0000%  | 6.0000% | $16321440.00       | $11587768.85       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2053-02-01      | 5.5000%  | 5.5000% | $4173250.00        | $3998275.36        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2053-03-01      | 5.5000%  | 5.5000% | $1763788.00        | $1253485.03        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2053-05-01      | 6.0000%  | 6.0000% | $10747328.00       | $6110462.62        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2053-06-01      | 5.0000%  | 5.0000% | $9000.00           | $7176.73           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2053-07-01      | 4.5000%  | 4.5000% | $658987.00         | $629774.22         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2053-07-01      | 5.5000%  | 5.5000% | $1005478.00        | $728721.60         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2053-08-01      | 6.0000%  | 6.0000% | $1778720.00        | $1288950.11        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2053-08-01      | 6.0000%  | 6.0000% | $3282568.00        | $3245341.06        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2053-08-01      | 6.0000%  | 6.0000% | $1253732.00        | $1143705.21        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2053-09-01      | 6.5000%  | 6.5000% | $19627008.00       | $15932887.47       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2053-09-01      | 6.0000%  | 6.0000% | $10922288.00       | $9692438.09        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2053-11-01      | 6.5000%  | 6.5000% | $10288120.00       | $8570379.30        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2053-12-01      | 6.0000%  | 6.0000% | $6863400.00        | $6982673.44        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2053-11-01      | 6.5000%  | 6.5000% | $3310540.00        | $2706283.47        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2053-12-01      | 6.5000%  | 6.5000% | $11040672.00       | $8676003.74        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2054-02-01      | 6.0000%  | 6.0000% | $9628800.00        | $9235875.04        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2054-02-01      | 6.0000%  | 6.0000% | $1464884.00        | $1149348.32        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2037-01-01      | 1.5000%  | 1.5000% | $2258000.00        | $1376536.99        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2050-12-01      | 2.5000%  | 2.5000% | $215000.00         | $82478.04          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2051-02-01      | 2.0000%  | 2.0000% | $900000.00         | $419002.13         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2051-01-01      | 2.2990%  | 2.2990% | $3910000.00        | $2668419.32        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2051-01-01      | 2.2790%  | 2.2790% | $6700000.00        | $4551561.24        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2031-03-01      | 1.7900%  | 1.7900% | $7102000.00        | $6066738.28        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2031-11-01      | 1.7200%  | 1.7200% | $8080000.00        | $6971880.79        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2036-10-01      | 2.0890%  | 2.0890% | $1630000.00        | $1340056.41        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-03-01      | 2.9400%  | 2.9400% | $5849999.00        | $4343550.92        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2051-07-01      | 3.0000%  | 3.0000% | $665000.00         | $371316.78         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-02-01      | 2.5000%  | 2.5000% | $652854.00         | $471777.63         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-07-01      | 6.5000%  | 6.5000% | $986082.00         | $751337.40         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-08-01      | 6.5000%  | 6.5000% | $2535740.00        | $1794931.42        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-07-01      | 5.5000%  | 5.5000% | $2309756.00        | $2146408.44        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-09-01      | 6.0000%  | 6.0000% | $7325536.00        | $6474969.67        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2051-12-01      | 2.5000%  | 2.5000% | $3258672.00        | $2057302.87        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-04-01      | 2.5000%  | 2.5000% | $554612.00         | $396124.85         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-08-01      | 5.0000%  | 5.0000% | $7171736.00        | $5269840.57        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-08-01      | 4.5000%  | 4.5000% | $8237.00           | $6081.18           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-04-01      | 2.5000%  | 2.5000% | $185528.00         | $122765.49         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-05-01      | 3.0000%  | 3.0000% | $65000.00          | $46876.03          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-05-01      | 3.5000%  | 3.5000% | $5201048.00        | $3137962.05        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-06-01      | 5.0000%  | 5.0000% | $1128542.00        | $1086105.76        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-11-01      | 4.5000%  | 4.5000% | $2059972.00        | $1711280.23        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-08-01      | 5.0000%  | 5.0000% | $2718592.00        | $2241492.29        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-07-01      | 5.0000%  | 5.0000% | $3255152.00        | $2134140.26        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-09-01      | 5.0000%  | 5.0000% | $2396944.00        | $1828107.34        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-10-01      | 5.0000%  | 5.0000% | $1653560.00        | $1039332.17        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-10-01      | 5.5000%  | 5.5000% | $100000.00         | $66131.43          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-12-01      | 5.5000%  | 5.5000% | $60250.00          | $38304.69          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-01-01      | 6.0000%  | 6.0000% | $9367504.00        | $8197648.65        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-05-01      | 5.5000%  | 5.5000% | $100200.00         | $98731.27          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-03-01      | 5.0000%  | 5.0000% | $4488264.00        | $3418297.54        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-07-01      | 6.0000%  | 6.0000% | $1002580.00        | $1005253.05        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-05-01      | 6.0000%  | 6.0000% | $11430464.00       | $7766023.05        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-11-01      | 6.5000%  | 6.5000% | $3571368.00        | $2816827.73        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-05-01      | 6.0000%  | 6.0000% | $1462738.00        | $1335220.71        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-07-01      | 5.5000%  | 5.5000% | $376129.00         | $308990.97         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-09-01      | 5.5000%  | 5.5000% | $57809.00          | $56824.40          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-07-01      | 5.5000%  | 5.5000% | $2607652.00        | $2378367.93        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-07-01      | 6.0000%  | 6.0000% | $165000.00         | $73569.07          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-08-01      | 5.5000%  | 5.5000% | $1009922.00        | $778211.92         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2047-10-01      | 4.5000%  | 4.5000% | $21023264.00       | $5672864.63        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2048-11-01      | 4.5000%  | 4.5000% | $19352640.00       | $6512131.56        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2038-06-01      | 4.5000%  | 4.5000% | $13154016.00       | $4159712.09        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2048-09-01      | 4.5000%  | 4.5000% | $6167136.00        | $1872703.04        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2049-04-01      | 4.0000%  | 4.0000% | $99982848.00       | $23822958.26       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2049-04-01      | 3.5000%  | 3.5000% | $221048576.00      | $19334501.00       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2049-12-01      | 3.5000%  | 3.5000% | $17000000.00       | $5357765.16        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2050-04-01      | 2.5000%  | 2.5000% | $717196.00         | $283764.64         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2050-05-01      | 3.0000%  | 3.0000% | $247000.00         | $114296.34         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2050-05-01      | 3.0000%  | 3.0000% | $1874000.00        | $457639.86         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2035-06-01      | 2.0000%  | 2.0000% | $902835.00         | $359770.94         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2050-08-01      | 2.5000%  | 2.5000% | $134000.00         | $55018.12          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2035-08-01      | 2.5000%  | 2.5000% | $379006.00         | $149738.52         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2050-10-01      | 2.0000%  | 2.0000% | $576000.00         | $294361.47         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2050-10-01      | 2.5000%  | 2.5000% | $86074368.00       | $36160261.78       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2050-10-01      | 2.0000%  | 2.0000% | $4755664.00        | $2598220.42        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2035-10-01      | 3.0000%  | 3.0000% | $1189114.00        | $507855.22         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2050-11-01      | 3.0000%  | 3.0000% | $1025000.00        | $568218.46         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2051-02-01      | 3.0000%  | 3.0000% | $151000.00         | $86490.98          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2051-02-01      | 2.5000%  | 2.5000% | $735995.00         | $357309.81         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2051-02-01      | 3.0000%  | 3.0000% | $10196544.00       | $5933364.58        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2051-02-01      | 2.5000%  | 2.5000% | $46562.00          | $30338.80          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-09-01      | 5.5000%  | 5.5000% | $6552080.00        | $6527287.46        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-10-01      | 7.0000%  | 7.0000% | $1064968.00        | $1130129.80        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-10-01      | 5.5000%  | 5.5000% | $2432250.00        | $2459395.07        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-10-01      | 6.5000%  | 6.5000% | $8000.00           | $8264.09           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-11-01      | 5.0000%  | 5.0000% | $3970070.00        | $3816086.33        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-11-01      | 5.0000%  | 5.0000% | $7000.00           | $6924.52           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-12-01      | 6.0000%  | 6.0000% | $252573.00         | $244781.33         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-12-01      | 6.5000%  | 6.5000% | $2039050.00        | $2107100.43        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-01-01      | 7.0000%  | 7.0000% | $121521.00         | $99287.90          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-02-01      | 5.5000%  | 5.5000% | $1250268.00        | $1262683.09        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-03-01      | 6.5000%  | 6.5000% | $2353000.00        | $2459518.54        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-02-01      | 5.5000%  | 5.5000% | $2660296.00        | $2692982.19        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-03-01      | 6.0000%  | 6.0000% | $8130368.00        | $7817289.95        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-05-01      | 5.0000%  | 5.0000% | $1880578.00        | $1883047.17        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-03-01      | 6.0000%  | 6.0000% | $383719.00         | $355212.55         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-04-01      | 5.5000%  | 5.5000% | $6421648.00        | $6494824.61        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-05-01      | 5.5000%  | 5.5000% | $1393800.00        | $1413612.18        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-04-01      | 5.5000%  | 5.5000% | $2006384.00        | $1937832.81        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-07-01      | 6.5000%  | 6.5000% | $1859950.00        | $1942041.41        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-06-01      | 6.0000%  | 6.0000% | $1842614.00        | $1900431.71        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-06-01      | 6.0000%  | 6.0000% | $4312840.00        | $4488103.28        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-07-01      | 6.0000%  | 6.0000% | $4738280.00        | $4798127.11        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-08-01      | 6.5000%  | 6.5000% | $1068000.00        | $1139114.72        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-08-01      | 5.0000%  | 5.0000% | $2596810.00        | $2602957.51        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-08-01      | 7.0000%  | 7.0000% | $1800500.00        | $1900528.17        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-09-01      | 6.0000%  | 6.0000% | $731016.00         | $750912.53         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-09-01      | 5.5000%  | 5.5000% | $2068816.00        | $2103316.50        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-09-01      | 6.5000%  | 6.5000% | $306551.00         | $322159.78         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-10-01      | 5.5000%  | 5.5000% | $4884120.00        | $4981011.16        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-11-01      | 7.0000%  | 7.0000% | $386858.00         | $413533.01         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-10-01      | 6.0000%  | 6.0000% | $7801280.00        | $8090537.65        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-10-01      | 6.0000%  | 6.0000% | $5324630.00        | $5555575.37        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-09-01      | 6.0000%  | 6.0000% | $5056176.00        | $5241206.20        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-10-01      | 6.0000%  | 6.0000% | $3289460.00        | $3387174.54        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-10-01      | 5.5000%  | 5.5000% | $1573168.00        | $1602488.32        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-09-01      | 6.5000%  | 6.5000% | $700490.00         | $735327.60         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-10-01      | 6.5000%  | 6.5000% | $303933.00         | $320223.53         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-11-01      | 6.0000%  | 6.0000% | $4440656.00        | $4568355.94        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2046-09-01      | 3.0000%  | 3.0000% | $125329.00         | $39260.33          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2046-12-01      | 3.5000%  | 3.5000% | $136000.00         | $45841.25          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2047-05-01      | 4.5000%  | 4.5000% | $42454080.00       | $9811860.42        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2039-07-01      | 6.0000%  | 6.0000% | $591300.00         | $97465.70          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2056-02-01      | 4.0000%  | 4.0000% | $56900000.00       | $16960728.58       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2046-08-01      | 4.0000%  | 4.0000% | $140000.00         | $26801.80          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2041-11-01      | 4.5000%  | 4.5000% | $100000.00         | $27400.47          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2032-09-01      | 2.5000%  | 2.5000% | $1611122.00        | $115972.38         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2034-03-01      | 3.6600%  | 3.6600% | $5495000.00        | $5286986.77        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2032-03-01      | 3.5000%  | 3.5000% | $3868608.00        | $363035.59         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2047-12-01      | 4.0000%  | 4.0000% | $250000.00         | $28504.26          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2032-12-01      | 3.5000%  | 3.5000% | $231000.00         | $35757.27          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2048-08-01      | 5.5000%  | 5.5000% | $55002.00          | $5197.13           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2048-06-01      | 3.5000%  | 3.5000% | $515000.00         | $121871.08         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2048-05-01      | 3.5000%  | 3.5000% | $993529.00         | $309126.13         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2048-01-01      | 3.5000%  | 3.5000% | $21779040.00       | $5329623.16        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2031-01-01      | 1.3830%  | 1.3830% | $42260000.00       | $33738678.49       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2049-02-01      | 5.0000%  | 5.0000% | $580000.00         | $49047.97          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2049-07-01      | 4.5000%  | 4.5000% | $197023.00         | $27758.27          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2049-08-01      | 3.5000%  | 3.5000% | $400000.00         | $79267.56          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2049-09-01      | 4.0000%  | 4.0000% | $337000.00         | $55886.44          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2049-11-01      | 3.5000%  | 3.5000% | $3500000.00        | $904085.15         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2049-11-01      | 3.5000%  | 3.5000% | $3440760.00        | $1444097.62        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2050-04-01      | 3.0000%  | 3.0000% | $225000.00         | $64965.03          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2035-11-01      | 2.0000%  | 2.0000% | $9999000.00        | $4412755.09        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2050-11-01      | 2.0000%  | 2.0000% | $119215.00         | $57948.45          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2055-03-01      | 5.5000%  | 5.5000% | $80633856.00       | $79964780.95       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2055-10-01      | 5.5000%  | 5.5000% | $5819570.00        | $5926370.50        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2055-09-01      | 6.0000%  | 6.0000% | $34914500.00       | $34962906.11       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-07-01      | 5.5000%  | 5.5000% | $24228352.00       | $22538681.59       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-03-01      | 2.0000%  | 2.0000% | $293000.00         | $218467.86         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-03-01      | 2.0000%  | 2.0000% | $124000.00         | $90154.33          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-03-01      | 3.0000%  | 3.0000% | $78000.00          | $60761.85          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2051-08-01      | 2.0000%  | 2.0000% | $175000.00         | $126039.11         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-05-01      | 6.5000%  | 6.5000% | $257000.00         | $167611.73         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2047-12-01      | 5.0000%  | 5.0000% | $99000.00          | $67607.93          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-04-01      | 5.0000%  | 5.0000% | $201000.00         | $154359.38         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2051-06-01      | 3.0000%  | 3.0000% | $975000.00         | $728725.38         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2036-11-01      | 2.0000%  | 2.0000% | $364000.00         | $232172.42         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-09-01      | 5.0000%  | 5.0000% | $63000.00          | $43985.48          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-06-01      | 4.0000%  | 4.0000% | $387112.00         | $293865.65         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2040-09-01      | 3.0000%  | 3.0000% | $103972.00         | $67311.68          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2050-08-01      | 3.5000%  | 3.5000% | $473000.00         | $316414.05         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-02-01      | 3.0000%  | 3.0000% | $22000.00          | $14837.51          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2049-06-01      | 3.5000%  | 3.5000% | $180999.00         | $79292.80          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2034-09-01      | 4.5000%  | 4.5000% | $875661.00         | $511684.49         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2050-12-01      | 2.0000%  | 2.0000% | $1262000.00        | $700376.53         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2050-09-01      | 3.0000%  | 3.0000% | $245000.00         | $84873.40          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2048-11-01      | 3.5000%  | 3.5000% | $655000.00         | $205268.99         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2049-07-01      | 4.5000%  | 4.5000% | $400000.00         | $62220.12          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-08-01      | 5.5000%  | 5.5000% | $504770.00         | $516612.30         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-05-01      | 5.0000%  | 5.0000% | $10620272.00       | $10294494.83       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2040-03-01      | 6.5000%  | 6.5000% | $177874880.00      | $132064869.91      | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2037-03-01      | 2.0000%  | 2.0000% | $9098528.00        | $7561533.88        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-03-01      | 2.0000%  | 2.0000% | $95000.00          | $74568.84          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-09-01      | 4.5000%  | 4.5000% | $14433536.00       | $13837176.04       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-08-01      | 6.5000%  | 6.5000% | $16923008.00       | $14831641.57       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-06-01      | 6.5000%  | 6.5000% | $22730208.00       | $20193367.54       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-06-01      | 6.0000%  | 6.0000% | $38000000.00       | $33874791.37       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-12-01      | 6.5000%  | 6.5000% | $18600000.00       | $14396353.12       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-08-01      | 5.5000%  | 5.5000% | $24043200.00       | $19822929.89       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-08-01      | 5.5000%  | 5.5000% | $50000000.00       | $41223568.18       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-08-01      | 6.0000%  | 6.0000% | $3490368.00        | $2836584.17        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-08-01      | 5.5000%  | 5.5000% | $284085.00         | $239059.82         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-06-01      | 6.5000%  | 6.5000% | $43639936.00       | $33031254.11       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-06-01      | 6.0000%  | 6.0000% | $30102240.00       | $24480526.94       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-06-01      | 4.0000%  | 4.0000% | $25022.00          | $19922.50          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-06-01      | 5.5000%  | 5.5000% | $75093376.00       | $61459713.27       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-05-01      | 5.0000%  | 5.0000% | $1176920.00        | $895860.39         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-09-01      | 6.0000%  | 6.0000% | $26205408.00       | $22009637.29       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-02-01      | 6.0000%  | 6.0000% | $1247170.00        | $1247006.05        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-03-01      | 6.0000%  | 6.0000% | $18708992.00       | $14657818.56       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-02-01      | 5.5000%  | 5.5000% | $456592.00         | $396159.13         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-01-01      | 4.5000%  | 4.5000% | $320000.00         | $274769.34         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-05-01      | 5.5000%  | 5.5000% | $20588416.00       | $16623263.85       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-09-01      | 5.5000%  | 5.5000% | $19993000.00       | $14867494.61       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-11-01      | 6.0000%  | 6.0000% | $156424.00         | $125441.69         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-11-01      | 5.5000%  | 5.5000% | $1880000.00        | $1474266.69        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-10-01      | 4.5000%  | 4.5000% | $32456.00          | $24367.60          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-12-01      | 5.5000%  | 5.5000% | $462000.00         | $376549.70         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-12-01      | 5.0000%  | 5.0000% | $165313.00         | $139784.30         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-12-01      | 4.5000%  | 4.5000% | $200000.00         | $168380.93         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2037-08-01      | 4.0000%  | 4.0000% | $45000.00          | $27298.77          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-08-01      | 5.5000%  | 5.5000% | $288000.00         | $197651.76         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2042-05-01      | 3.0000%  | 3.0000% | $298000.00         | $192186.52         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-01-01      | 2.5000%  | 2.5000% | $972295.00         | $655010.88         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2036-05-01      | 1.5000%  | 1.5000% | $152676.00         | $75503.92          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2036-04-01      | 2.5000%  | 2.5000% | $399000.00         | $203325.21         | Agency Mortgage-Backed Securities |

### Security 118: ING (US) FUNDING LLC

- **C.1 - Title:** ING (US) FUNDING LLC
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BYM6J7515, C.3 - LEI: 3TK20IVIUJ8J3ZU0QE75
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: P-1; S&P RATING: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| United States Treasury-U.S. Treasuries (including strips) | 2028-10-31      | 1.3750%  | 1.3750% | $2661500.00        | $2509620.26        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-11-30      | 1.5000%  | 1.5000% | $50000000.00       | $47558001.63       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-04-30      | 2.7500%  | 2.7500% | $48439500.00       | $47999915.01       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-08-31      | 3.1250%  | 3.1250% | $47956600.00       | $47999905.33       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2034-02-15      | 4.0000%  | 4.0000% | $47000000.00       | $47995603.04       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-10-31      | 4.1250%  | 4.1250% | $15551600.00       | $15937133.61       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-09-30      | 3.5000%  | 3.5000% | $47736800.00       | $47999976.65       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-10-31      | 3.6250%  | 3.6250% | $47765200.00       | $47999911.85       | U.S. Treasuries (including strips) |

### Security 119: ING (US) FUNDING LLC

- **C.1 - Title:** ING (US) FUNDING LLC
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BYM6J7499, C.3 - LEI: 3TK20IVIUJ8J3ZU0QE75
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: P-1; S&P RATING: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                                             | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2044-11-01      | 4.0000%  | 4.0000% | $20563373.00       | $14497060.22       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2053-07-01      | 6.0000%  | 6.0000% | $20350000.00       | $16635490.18       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2053-07-01      | 5.5000%  | 5.5000% | $1434586.00        | $1213193.10        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2047-06-01      | 4.0000%  | 4.0000% | $65000000.00       | $16242678.34       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2042-10-15      | 4.0000%  | 4.0000% | $21052152.00       | $16983387.08       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2049-03-01      | 4.5000%  | 4.5000% | $67780402.00       | $15046329.53       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2052-04-01      | 3.0000%  | 3.0000% | $22417952.00       | $15408437.87       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2053-06-01      | 6.0000%  | 6.0000% | $18569000.00       | $13270740.81       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2053-06-01      | 6.0000%  | 6.0000% | $20000000.00       | $16257333.59       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2053-08-01      | 6.0000%  | 6.0000% | $16864000.00       | $15866197.25       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2042-08-01      | 3.5000%  | 3.5000% | $118273781.00      | $10888316.91       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2042-06-01      | 3.5000%  | 3.5000% | $99909219.00       | $13114754.50       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2044-01-01      | 4.0000%  | 4.0000% | $90497429.00       | $15681554.30       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2047-05-01      | 4.0000%  | 4.0000% | $58000000.00       | $13335399.20       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-04-01      | 5.0000%  | 5.0000% | $11691255.00       | $11711482.05       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2046-07-01      | 3.5000%  | 3.5000% | $59742535.00       | $15948887.64       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2051-12-01      | 2.5000%  | 2.5000% | $26818118.00       | $15209520.09       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-09-01      | 5.5000%  | 5.5000% | $13468532.00       | $12606882.43       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-03-01      | 4.5000%  | 4.5000% | $19673036.00       | $14448309.68       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-01-01      | 5.5000%  | 5.5000% | $13750664.00       | $11322970.55       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-06-01      | 5.0000%  | 5.0000% | $14590539.00       | $10927292.53       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-06-01      | 4.5000%  | 4.5000% | $20570381.00       | $17112869.77       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-10-01      | 5.0000%  | 5.0000% | $16300000.00       | $12218042.55       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-10-01      | 5.0000%  | 5.0000% | $20000000.00       | $15617580.76       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-10-01      | 4.5000%  | 4.5000% | $15000000.00       | $12065085.55       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-01-01      | 5.0000%  | 5.0000% | $14725028.00       | $12386856.89       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-04-01      | 6.0000%  | 6.0000% | $8523831.00        | $6705401.19        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-03-01      | 6.0000%  | 6.0000% | $15218000.00       | $12521191.44       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-03-01      | 6.5000%  | 6.5000% | $15900000.00       | $13048401.36       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-05-01      | 2.5000%  | 2.5000% | $19622818.00       | $16557122.93       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2043-07-01      | 3.5000%  | 3.5000% | $31856471.00       | $14393216.63       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-04-01      | 4.0000%  | 4.0000% | $22693286.00       | $15369071.79       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-02-01      | 6.0000%  | 6.0000% | $20548841.00       | $15558420.90       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-09-01      | 5.0000%  | 5.0000% | $14180000.00       | $12418785.55       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2043-02-01      | 3.5000%  | 3.5000% | $61976913.00       | $11043429.31       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2055-08-01      | 6.0000%  | 6.0000% | $11057540.00       | $10795361.74       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2055-09-01      | 6.5000%  | 6.5000% | $11434248.00       | $11971387.42       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2054-01-01      | 5.5000%  | 5.5000% | $16625052.00       | $13601556.25       | Agency Mortgage-Backed Securities |

### Security 120: INT DEVELOPMENT FIN CORP

- **C.1 - Title:** INT DEVELOPMENT FIN CORP
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903533N5, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $11250000.00
- **C.18.a - Value (excl. sponsor support):** $11250000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2030-03-15
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 121: INT DEVELOPMENT FIN CORP

- **C.1 - Title:** INT DEVELOPMENT FIN CORP
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903534U8, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $5000000.00
- **C.18.a - Value (excl. sponsor support):** $5000000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2026-09-15
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 122: INT DEVELOPMENT FIN CORP

- **C.1 - Title:** INT DEVELOPMENT FIN CORP
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903534Y0, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $7222222.24
- **C.18.a - Value (excl. sponsor support):** $7222222.24
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2030-10-15
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 123: INT DEVELOPMENT FIN CORP

- **C.1 - Title:** INT DEVELOPMENT FIN CORP
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 90376PBG5, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $9307692.31
- **C.18.a - Value (excl. sponsor support):** $9307692.31
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2028-06-20
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 124: INT DEVELOPMENT FIN CORP

- **C.1 - Title:** INT DEVELOPMENT FIN CORP
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 6903538B6, C.3 - LEI: 254900QI8QTIK0FY6E92
- **C.18 - Value (incl. sponsor support):** $2500000.00
- **C.18.a - Value (excl. sponsor support):** $2500000.00
- **C.19 - Percentage of Net Assets:** 0.0000%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2026-09-15
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 125: J.P. MORGAN WEALTH MANAGEMENT

- **C.1 - Title:** J.P. MORGAN WEALTH MANAGEMENT
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BYM4H5ER9, C.3 - LEI: 984500653R409CC5AB28
- **C.18 - Value (incl. sponsor support):** $840000000.00
- **C.18.a - Value (excl. sponsor support):** $840000000.00
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2025-12-05
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                                             | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-12-01      | 6.0000%  | 6.0000% | $22368800.00       | $19127941.58       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2047-09-01      | 3.5000%  | 3.5000% | $10509648.00       | $9341116.72        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-01-01      | 5.5000%  | 5.5000% | $50000.00          | $48072.12          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-12-01      | 5.0000%  | 5.0000% | $11364944.00       | $10780700.11       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-12-01      | 5.5000%  | 5.5000% | $2704892.00        | $2516943.48        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2040-06-01      | 5.5000%  | 5.5000% | $10916640.00       | $10182709.20       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2036-01-01      | 2.0000%  | 2.0000% | $60699904.00       | $55872753.79       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2048-12-01      | 3.5000%  | 3.5000% | $39000.00          | $5057.54           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2049-08-01      | 5.0000%  | 5.0000% | $5549000.00        | $914199.84         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2035-08-01      | 2.5000%  | 2.5000% | $101203.00         | $31892.34          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2051-01-01      | 3.0000%  | 3.0000% | $126750.00         | $62899.18          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2051-01-01      | 2.5000%  | 2.5000% | $300000.00         | $167201.78         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2037-04-01      | 3.0000%  | 3.0000% | $7393584.00        | $4617116.04        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2050-02-01      | 3.0000%  | 3.0000% | $35000.00          | $22120.58          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2041-11-01      | 2.5000%  | 2.5000% | $140000.00         | $96713.23          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2042-08-01      | 2.0000%  | 2.0000% | $51000.00          | $35442.69          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-07-01      | 5.5000%  | 5.5000% | $10367020.00       | $8435875.68        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-10-01      | 4.0000%  | 4.0000% | $4153000.00        | $3503509.66        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-03-01      | 4.5000%  | 4.5000% | $55000.00          | $47818.11          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2037-02-01      | 1.5000%  | 1.5000% | $35331520.00       | $25802847.83       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-11-01      | 5.5000%  | 5.5000% | $63000.00          | $59362.56          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2050-08-01      | 4.0000%  | 4.0000% | $1937500.00        | $1693943.47        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2040-07-01      | 6.0000%  | 6.0000% | $3675676.00        | $3777787.14        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-08-01      | 6.0000%  | 6.0000% | $44169856.00       | $45110549.26       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2045-04-01      | 6.5000%  | 6.5000% | $2195412.00        | $2192082.95        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2040-10-01      | 5.5000%  | 5.5000% | $19540064.00       | $20114115.46       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-02-01      | 7.0000%  | 7.0000% | $1208454.00        | $960328.76         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-01-01      | 7.0000%  | 7.0000% | $2574616.00        | $1088529.55        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2036-01-01      | 4.0000%  | 4.0000% | $2500000.00        | $290163.65         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2038-02-01      | 6.0000%  | 6.0000% | $324855.00         | $7489.95           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2048-10-01      | 4.5000%  | 4.5000% | $500000000.00      | $41312012.06       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2051-11-01      | 1.5000%  | 1.5000% | $65544.00          | $41741.35          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2049-07-01      | 3.5000%  | 3.5000% | $64000.00          | $5822.14           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2037-08-01      | 4.0000%  | 4.0000% | $143000.00         | $80892.47          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2038-01-01      | 3.5000%  | 3.5000% | $24000.00          | $15576.55          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2038-02-01      | 4.0000%  | 4.0000% | $34969.00          | $22135.58          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-01-01      | 4.0000%  | 4.0000% | $15000.00          | $13208.05          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2039-10-01      | 4.5000%  | 4.5000% | $53000.00          | $42121.97          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2044-12-01      | 6.5000%  | 6.5000% | $168365.00         | $111739.59         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-07-01      | 6.5000%  | 6.5000% | $75000.00          | $70714.38          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2040-11-01      | 4.0000%  | 4.0000% | $563966.00         | $556226.30         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2040-11-01      | 3.0000%  | 3.0000% | $3255532.00        | $3141360.49        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2048-08-01      | 4.0000%  | 4.0000% | $2000000.00        | $148958.91         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2032-04-01      | 3.5000%  | 3.5000% | $1760448.00        | $291818.96         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2030-08-01      | 3.8590%  | 3.8590% | $3515000.00        | $3453979.60        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2042-03-01      | 3.5000%  | 3.5000% | $9541140.00        | $949986.95         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2035-01-01      | 3.0000%  | 3.0000% | $2121096.00        | $448080.38         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2031-05-01      | 3.5000%  | 3.5000% | $187651.00         | $15164.46          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2043-04-01      | 3.0000%  | 3.0000% | $114466.00         | $27356.83          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2038-11-01      | 6.0000%  | 6.0000% | $624849.00         | $380380.17         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-08-01      | 6.0000%  | 6.0000% | $516753.00         | $530516.97         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2040-05-01      | 5.0000%  | 5.0000% | $227018.00         | $226637.54         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-09-01      | 6.0000%  | 6.0000% | $1226754.00        | $1260838.78        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-09-01      | 7.0000%  | 7.0000% | $1316596.00        | $1392192.67        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-06-01      | 5.5000%  | 5.5000% | $1701360.00        | $1750489.79        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-07-01      | 6.5000%  | 6.5000% | $688574.00         | $727094.41         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2040-09-01      | 5.5000%  | 5.5000% | $1341850.00        | $441442.57         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2040-08-01      | 5.5000%  | 5.5000% | $1933304.00        | $1845295.27        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-09-01      | 5.5000%  | 5.5000% | $9429616.00        | $9687034.79        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2040-09-01      | 5.0000%  | 5.0000% | $1007014.00        | $1012958.93        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2040-09-01      | 5.5000%  | 5.5000% | $1088952.00        | $1106692.74        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2040-09-01      | 6.0000%  | 6.0000% | $958070.00         | $988788.26         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-11-01      | 7.0000%  | 7.0000% | $1826492.00        | $1934247.59        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-11-01      | 5.5000%  | 5.5000% | $3880456.00        | $3974734.38        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2049-02-01      | 4.0000%  | 4.0000% | $31770000.00       | $9405548.09        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2030-05-01      | 5.6390%  | 5.6390% | $1012000.00        | $802926.54         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2047-02-01      | 4.0000%  | 4.0000% | $4942168.00        | $1195638.94        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2037-07-01      | 3.2100%  | 3.2100% | $21647808.00       | $19080973.28       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2031-07-01      | 2.5000%  | 2.5000% | $522523.00         | $70067.46          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2047-07-01      | 3.5000%  | 3.5000% | $5262448.00        | $1196372.72        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-05-01      | 6.0000%  | 6.0000% | $49363.00          | $44128.49          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-08-01      | 5.5000%  | 5.5000% | $3551332.00        | $3214590.84        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-07-01      | 6.0000%  | 6.0000% | $2025136.00        | $1974905.72        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-09-01      | 5.5000%  | 5.5000% | $1462578.00        | $1343416.85        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-11-01      | 4.5000%  | 4.5000% | $4402952.00        | $4194674.14        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-11-01      | 5.0000%  | 5.0000% | $2683804.00        | $2494325.82        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-12-01      | 5.0000%  | 5.0000% | $1752918.00        | $1745984.50        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-12-01      | 5.0000%  | 5.0000% | $1288156.00        | $1157679.14        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-02-01      | 5.0000%  | 5.0000% | $1780558.00        | $1719961.42        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-01-01      | 5.5000%  | 5.5000% | $2210252.00        | $2138440.21        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-03-01      | 6.5000%  | 6.5000% | $2024840.00        | $1950490.82        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-06-01      | 5.0000%  | 5.0000% | $1760742.00        | $1755943.91        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2040-07-01      | 5.0000%  | 5.0000% | $1269078.00        | $1281143.36        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-03-01      | 5.5000%  | 5.5000% | $2154320.00        | $2152709.38        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-06-01      | 5.5000%  | 5.5000% | $1002640.00        | $1030077.11        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2040-05-01      | 5.0000%  | 5.0000% | $40567.00          | $39375.08          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-07-01      | 6.5000%  | 6.5000% | $811191.00         | $845870.28         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-07-01      | 6.0000%  | 6.0000% | $4086500.00        | $4207080.35        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2040-08-01      | 6.0000%  | 6.0000% | $1331496.00        | $1373243.79        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-09-01      | 6.5000%  | 6.5000% | $12415420.00       | $12998247.14       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-09-01      | 7.0000%  | 7.0000% | $1113770.00        | $1178765.25        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-09-01      | 6.0000%  | 6.0000% | $54864320.00       | $56278804.75       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-09-01      | 4.5000%  | 4.5000% | $3909080.00        | $3577801.73        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2040-10-01      | 4.5000%  | 4.5000% | $1206026.00        | $1203240.62        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2040-10-01      | 5.5000%  | 5.5000% | $1147118.00        | $1177249.34        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-11-01      | 5.5000%  | 5.5000% | $16508544.00       | $16832045.42       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-12-01      | 4.5000%  | 4.5000% | $1632888.00        | $1614531.07        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2039-07-01      | 6.0000%  | 6.0000% | $1214148.00        | $200131.56         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2041-04-01      | 4.0000%  | 4.0000% | $2140000.00        | $446593.16         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2061-12-01      | 3.5000%  | 3.5000% | $113113344.00      | $78621372.19       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2033-12-01      | 4.0000%  | 4.0000% | $6825000.00        | $6662118.36        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-01-01      | 2.5000%  | 2.5000% | $100000.00         | $66987.77          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2049-07-01      | 3.0000%  | 3.0000% | $2800000.00        | $435738.15         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2035-11-01      | 1.5000%  | 1.5000% | $19710336.00       | $8665761.19        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2050-11-01      | 3.0000%  | 3.0000% | $1100000.00        | $866383.64         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2035-12-01      | 2.5000%  | 2.5000% | $165977.00         | $89833.83          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-04-01      | 3.0000%  | 3.0000% | $2419404.00        | $1912486.12        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-12-01      | 5.5000%  | 5.5000% | $357058.00         | $278777.22         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2040-09-01      | 5.5000%  | 5.5000% | $1410916.00        | $1411793.08        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2037-05-01      | 2.5000%  | 2.5000% | $4212744.00        | $2738530.89        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-09-01      | 5.0000%  | 5.0000% | $4000000.00        | $2940461.14        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-10-01      | 4.5000%  | 4.5000% | $11790100.00       | $7467240.72        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-10-01      | 5.5000%  | 5.5000% | $13838544.00       | $14293360.37       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2033-12-01      | 5.4800%  | 5.4800% | $24363300.00       | $26207211.99       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2032-11-01      | 4.4500%  | 4.4500% | $1000600.00        | $1019174.63        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2047-12-01      | 3.5000%  | 3.5000% | $41000.00          | $5936.47           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2049-12-01      | 4.0000%  | 4.0000% | $2100000.00        | $602153.41         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2035-09-01      | 2.0000%  | 2.0000% | $330000.00         | $147630.29         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2051-02-01      | 3.0000%  | 3.0000% | $82235008.00       | $46205986.29       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2036-02-01      | 2.5000%  | 2.5000% | $200000.00         | $99423.14          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2036-03-01      | 2.0000%  | 2.0000% | $524000.00         | $261260.82         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2051-10-01      | 2.5000%  | 2.5000% | $75000.00          | $45862.94          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-05-01      | 3.5000%  | 3.5000% | $13000.00          | $8836.61           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-05-01      | 4.0000%  | 4.0000% | $18480000.00       | $14618146.06       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-09-01      | 4.5000%  | 4.5000% | $639000.00         | $491596.46         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2037-07-01      | 2.5000%  | 2.5000% | $2918492.00        | $1666192.51        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-03-01      | 7.0000%  | 7.0000% | $1063372.00        | $663919.57         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-07-01      | 5.0000%  | 5.0000% | $72000.00          | $62011.16          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2054-07-01      | 6.4100%  | 6.4100% | $9269728.00        | $6874029.51        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2043-09-01      | 4.5000%  | 4.5000% | $3200000.00        | $476536.78         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2043-05-01      | 3.0000%  | 3.0000% | $134775.00         | $27624.12          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2038-07-01      | 5.5000%  | 5.5000% | $28054832.00       | $166181.31         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2040-09-01      | 5.5000%  | 5.5000% | $5626552.00        | $5751529.25        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-03-01      | 5.5000%  | 5.5000% | $245000.00         | $205109.45         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-08-01      | 3.5000%  | 3.5000% | $1624230.00        | $1308232.84        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-10-01      | 6.5000%  | 6.5000% | $2300000.00        | $1504344.96        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-11-01      | 5.0000%  | 5.0000% | $20628320.00       | $18424345.81       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-07-01      | 5.0000%  | 5.0000% | $500000.00         | $410823.71         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-03-01      | 4.0000%  | 4.0000% | $600000.00         | $380091.14         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-02-01      | 3.0000%  | 3.0000% | $166000.00         | $107697.26         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2047-07-01      | 5.0000%  | 5.0000% | $30000.00          | $16555.87          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2041-10-01      | 2.0000%  | 2.0000% | $1000000.00        | $618217.96         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2049-10-01      | 5.0000%  | 5.0000% | $731000.00         | $276965.17         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2050-06-01      | 4.0000%  | 4.0000% | $495377.00         | $53191.78          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2050-05-01      | 3.0000%  | 3.0000% | $81000.00          | $37706.02          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-09-01      | 3.0000%  | 3.0000% | $2420480.00        | $2073824.73        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-01-01      | 6.0000%  | 6.0000% | $90000.00          | $77632.54          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-02-01      | 5.0000%  | 5.0000% | $195000.00         | $183612.42         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2040-01-01      | 6.0000%  | 6.0000% | $3767704.00        | $1681955.73        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-05-01      | 3.5000%  | 3.5000% | $95063.00          | $71272.98          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-03-01      | 2.5000%  | 2.5000% | $243860.00         | $157646.99         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2051-04-01      | 3.0000%  | 3.0000% | $25000.00          | $13614.74          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2035-10-01      | 4.6690%  | 4.6690% | $11876200.00       | $12144228.01       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2030-10-01      | 4.4800%  | 4.4800% | $35800000.00       | $36577074.79       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2030-01-01      | 4.6500%  | 4.6500% | $7934000.00        | $8157956.98        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-04-01      | 6.0000%  | 6.0000% | $1094208.00        | $685925.45         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-04-01      | 6.5000%  | 6.5000% | $2302288.00        | $1204068.43        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-04-01      | 4.5000%  | 4.5000% | $177930.00         | $167563.33         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-09-01      | 3.5000%  | 3.5000% | $46265.00          | $25874.28          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-10-01      | 4.5000%  | 4.5000% | $2739160.00        | $2709426.41        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-06-01      | 4.0000%  | 4.0000% | $2938244.00        | $2806077.32        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-06-01      | 5.0000%  | 5.0000% | $2533736.00        | $2552994.59        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-07-01      | 5.0000%  | 5.0000% | $2654400.00        | $2672382.09        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-08-01      | 7.0000%  | 7.0000% | $1102928.00        | $880452.54         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2039-09-01      | 4.0000%  | 4.0000% | $145680.00         | $133892.49         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2051-10-01      | 3.5000%  | 3.5000% | $128694.00         | $58175.11          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2033-07-01      | 4.1200%  | 4.1200% | $7500000.00        | $7449870.00        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2032-12-01      | 4.5890%  | 4.5890% | $48000000.00       | $49232232.00       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2044-05-01      | 5.5000%  | 5.5000% | $9783104.00        | $2203288.51        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2034-05-01      | 3.5890%  | 3.5890% | $1000000.00        | $845084.37         | Agency Mortgage-Backed Securities |

### Security 126: J.P. MORGAN WEALTH MANAGEMENT

- **C.1 - Title:** J.P. MORGAN WEALTH MANAGEMENT
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BYM6J72Z3, C.3 - LEI: 984500653R409CC5AB28
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.5900%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                                                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2045-02-01      | 6.4770%  | 6.4770% | $4922136.00        | $517593.40         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2049-09-01      | 6.3430%  | 6.3430% | $1000000.00        | $97311.66          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-09-01      | 6.0010%  | 6.0010% | $130131.00         | $129077.37         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-05-01      | 2.0000%  | 2.0000% | $3456676.00        | $2120838.45        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2035-11-01      | 1.5000%  | 1.5000% | $15000000.00       | $6754353.56        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2041-10-01      | 2.3100%  | 2.3100% | $4854000.00        | $3533568.80        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-05-01      | 4.0000%  | 4.0000% | $2540240.00        | $2183420.40        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-06-01      | 5.0000%  | 5.0000% | $2599660.00        | $2610885.02        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-08-01      | 5.5000%  | 5.5000% | $21905248.00       | $21916895.92       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-08-01      | 7.0000%  | 7.0000% | $4118184.00        | $3738169.22        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2040-09-01      | 6.0000%  | 6.0000% | $1684902.00        | $1735973.53        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-08-01      | 5.0000%  | 5.0000% | $1279260.00        | $920702.02         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-08-01      | 5.5000%  | 5.5000% | $5560770.00        | $5103453.97        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2035-09-01      | 4.8200%  | 4.8200% | $8240000.00        | $8502971.35        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2032-11-01      | 4.2800%  | 4.2800% | $28402000.00       | $28646541.21       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2049-02-01      | 4.0000%  | 4.0000% | $20644352.00       | $1524336.42        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2050-02-01      | 3.5000%  | 3.5000% | $19124928.00       | $7370777.06        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-06-01      | 3.5000%  | 3.5000% | $6615000.00        | $4807360.92        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2037-10-01      | 2.5000%  | 2.5000% | $3687820.00        | $2471894.70        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-11-01      | 5.0000%  | 5.0000% | $100226944.00      | $95565146.00       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-06-01      | 6.0000%  | 6.0000% | $32056384.00       | $32072455.18       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2040-07-01      | 6.0000%  | 6.0000% | $35986304.00       | $34864421.08       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-08-01      | 6.5000%  | 6.5000% | $30733952.00       | $31324461.91       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-09-01      | 6.0000%  | 6.0000% | $27159264.00       | $27847421.45       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2049-09-01      | 5.0000%  | 5.0000% | $1500000.00        | $282338.67         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2040-11-01      | 2.0000%  | 2.0000% | $1500000.00        | $812712.04         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2050-04-01      | 4.0000%  | 4.0000% | $70356736.00       | $17291508.83       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2036-09-01      | 2.5000%  | 2.5000% | $4405192.00        | $2357385.56        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-09-01      | 4.5000%  | 4.5000% | $10115216.00       | $5754644.50        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2037-04-01      | 2.5000%  | 2.5000% | $13322288.00       | $8316245.12        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-11-01      | 5.0000%  | 5.0000% | $2040000.00        | $1610614.64        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-06-01      | 3.5000%  | 3.5000% | $2500000.00        | $1835177.11        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-05-01      | 5.5000%  | 5.5000% | $800000.00         | $608039.39         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-04-01      | 3.5000%  | 3.5000% | $3600084.00        | $2769829.73        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-02-01      | 6.5000%  | 6.5000% | $4000000.00        | $3228711.72        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-03-01      | 3.5000%  | 3.5000% | $912981.00         | $774550.87         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-07-01      | 6.5000%  | 6.5000% | $1415000.00        | $1061018.68        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2040-05-01      | 6.0000%  | 6.0000% | $4199768.00        | $4149059.50        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2040-09-01      | 6.0000%  | 6.0000% | $4993440.00        | $5164517.00        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2040-09-01      | 6.0000%  | 6.0000% | $14117584.00       | $14512825.87       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2042-07-01      | 4.0000%  | 4.0000% | $12250000.00       | $1394452.25        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2048-06-01      | 4.5000%  | 4.5000% | $7000000.00        | $515700.26         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2036-11-01      | 1.5000%  | 1.5000% | $10882160.00       | $6421020.66        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2049-07-01      | 3.0000%  | 3.0000% | $600000.00         | $42546.57          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2049-09-01      | 3.5000%  | 3.5000% | $6300000.00        | $463697.26         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2036-06-01      | 1.5000%  | 1.5000% | $13789280.00       | $7404787.11        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-04-01      | 6.5000%  | 6.5000% | $704000.00         | $445561.37         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-01-01      | 3.0000%  | 3.0000% | $7880000.00        | $4916324.87        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2037-06-01      | 2.5000%  | 2.5000% | $13467584.00       | $8541579.88        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-10-01      | 5.5000%  | 5.5000% | $180000.00         | $126315.38         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-09-01      | 5.0000%  | 5.0000% | $63874480.00       | $47936053.20       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-12-01      | 3.5000%  | 3.5000% | $3598656.00        | $2827989.47        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2038-09-01      | 5.0000%  | 5.0000% | $1324000.00        | $835774.90         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2043-12-01      | 7.0000%  | 7.0000% | $1980490.00        | $812220.35         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-09-01      | 5.0000%  | 5.0000% | $1006502.00        | $996518.01         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-10-01      | 7.0000%  | 7.0000% | $153706496.00      | $159861934.03      | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-05-01      | 5.0000%  | 5.0000% | $1005950.00        | $995864.09         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-09-01      | 6.5000%  | 6.5000% | $8607824.00        | $8796241.45        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-11-01      | 5.0000%  | 5.0000% | $4638928.00        | $4655893.59        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-05-01      | 2.5410%  | 2.5410% | $1500000.00        | $1177582.14        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-09-01      | 5.5000%  | 5.5000% | $8821808.00        | $8862520.51        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-02-01      | 5.0000%  | 5.0000% | $2004744.00        | $1997219.54        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2051-04-20      | 2.5000%  | 2.5000% | $254245.00         | $141687.07         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-08-01      | 5.2030%  | 5.2030% | $75239.00          | $75260.47          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2030-12-01      | 3.0000%  | 3.0000% | $91000.00          | $8538.49           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2035-09-01      | 6.3750%  | 6.3750% | $225435392.00      | $1312305.81        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2035-10-01      | 6.1740%  | 6.1740% | $118954624.00      | $1022225.13        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2035-12-01      | 6.3840%  | 6.3840% | $10295000.00       | $27226.90          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2040-07-01      | 6.5570%  | 6.5570% | $1657174.00        | $903464.82         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2041-01-01      | 4.5000%  | 4.5000% | $35944640.00       | $1007711.77        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2045-10-01      | 6.3750%  | 6.3750% | $5000000.00        | $190575.24         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2028-04-01      | 2.5000%  | 2.5000% | $2225000.00        | $63255.07          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2043-12-01      | 4.5000%  | 4.5000% | $500000.00         | $102069.27         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2043-05-01      | 4.0000%  | 4.0000% | $4300000.00        | $907765.86         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2042-05-01      | 4.0000%  | 4.0000% | $1710180.00        | $488293.42         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2030-05-01      | 2.5000%  | 2.5000% | $1051478.00        | $152842.64         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2031-10-01      | 3.0000%  | 3.0000% | $1315234.00        | $238863.57         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2030-08-01      | 2.5000%  | 2.5000% | $626592.00         | $61854.20          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2046-05-01      | 3.0000%  | 3.0000% | $2040000.00        | $763132.83         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2030-05-01      | 4.5410%  | 4.5410% | $75810000.00       | $75011693.12       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2048-12-01      | 5.0000%  | 5.0000% | $75000.00          | $19711.96          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2046-12-01      | 3.5000%  | 3.5000% | $650000.00         | $204558.69         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2047-09-01      | 4.0000%  | 4.0000% | $1060068.00        | $478972.97         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2046-09-01      | 3.0000%  | 3.0000% | $568368.00         | $127003.99         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2038-07-01      | 6.1490%  | 6.1490% | $17701280.00       | $116057.86         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2034-11-01      | 6.0940%  | 6.0940% | $10260816.00       | $626139.52         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2027-01-01      | 3.8790%  | 3.8790% | $3181876.00        | $2574970.82        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2032-01-01      | 6.5010%  | 6.5010% | $24993792.00       | $14712.97          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2041-10-01      | 6.3570%  | 6.3570% | $44702528.00       | $1247476.62        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2045-05-01      | 3.4500%  | 3.4500% | $1700000.00        | $1444639.36        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2027-04-01      | 3.2400%  | 3.2400% | $1600000.00        | $1274182.92        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2042-06-01      | 6.3520%  | 6.3520% | $3100980.00        | $12679.58          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2043-01-01      | 3.0000%  | 3.0000% | $138568.00         | $22530.77          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2046-09-01      | 3.0000%  | 3.0000% | $190000.00         | $51890.57          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2047-04-01      | 3.5000%  | 3.5000% | $42836544.00       | $12475052.59       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2031-10-01      | 8.0000%  | 8.0000% | $36566144.00       | $185473.94         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2033-11-01      | 6.0360%  | 6.0360% | $25004679.00       | $92232.49          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-08-01      | 5.5000%  | 5.5000% | $36231.00          | $28385.66          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-11-01      | 5.5000%  | 5.5000% | $4076910.00        | $4080168.75        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-02-01      | 6.5000%  | 6.5000% | $1302000.00        | $1358280.05        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-02-01      | 5.5000%  | 5.5000% | $3544560.00        | $3621516.64        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-03-01      | 6.5000%  | 6.5000% | $3209468.00        | $3287203.56        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-05-01      | 6.5000%  | 6.5000% | $7816530.00        | $6815786.27        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-07-01      | 6.0000%  | 6.0000% | $2432396.00        | $2479413.12        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-05-01      | 6.5000%  | 6.5000% | $5164280.00        | $4974250.04        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-06-01      | 6.0000%  | 6.0000% | $1603326.00        | $1662330.87        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-05-01      | 6.5000%  | 6.5000% | $2415884.00        | $2525197.67        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-05-01      | 6.5000%  | 6.5000% | $2815470.00        | $2941379.95        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-05-01      | 5.5000%  | 5.5000% | $4273264.00        | $4371304.84        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-05-01      | 7.0000%  | 7.0000% | $2011750.00        | $2161258.17        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-06-01      | 5.5000%  | 5.5000% | $2022796.00        | $2066090.05        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-06-01      | 6.5000%  | 6.5000% | $4429880.00        | $4642763.25        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-07-01      | 5.5000%  | 5.5000% | $4329344.00        | $4396682.56        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-07-01      | 7.0000%  | 7.0000% | $3560850.00        | $3692062.73        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-07-01      | 7.0000%  | 7.0000% | $1388470.00        | $1467561.69        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-07-01      | 5.5000%  | 5.5000% | $6911080.00        | $7062057.01        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-09-01      | 4.5000%  | 4.5000% | $1159876.00        | $1144005.72        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-09-01      | 6.0000%  | 6.0000% | $80537856.00       | $81626876.58       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-10-01      | 5.0000%  | 5.0000% | $1331084.00        | $1343285.26        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-09-01      | 5.0000%  | 5.0000% | $1154870.00        | $1162407.17        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-09-01      | 4.5000%  | 4.5000% | $1361502.00        | $1339829.82        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-10-01      | 6.5000%  | 6.5000% | $2141150.00        | $2252372.80        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-11-01      | 5.5000%  | 5.5000% | $7454784.00        | $7663950.32        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2064-09-01      | 4.0000%  | 4.0000% | $97663232.00       | $88744069.31       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2057-03-01      | 3.0000%  | 3.0000% | $2022180.00        | $621330.15         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2035-05-01      | 1.8890%  | 1.8890% | $128000.00         | $104120.38         | Agency Mortgage-Backed Securities |

### Security 127: J.P. MORGAN WEALTH MANAGEMENT

- **C.1 - Title:** J.P. MORGAN WEALTH MANAGEMENT
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BYM6J73E9, C.3 - LEI: 984500653R409CC5AB28
- **C.18 - Value (incl. sponsor support):** $875000000.00
- **C.18.a - Value (excl. sponsor support):** $875000000.00
- **C.19 - Percentage of Net Assets:** 0.5200%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                                             | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2032-02-01      | 2.5400%  | 2.5400% | $2108360.00        | $1915816.06        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2035-08-01      | 2.5000%  | 2.5000% | $2200000.00        | $878417.39         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2051-07-01      | 4.0000%  | 4.0000% | $1286000.00        | $848933.81         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2036-11-01      | 3.0000%  | 3.0000% | $376365.00         | $269954.22         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-05-01      | 5.5000%  | 5.5000% | $15481536.00       | $15690866.47       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2045-05-01      | 6.0000%  | 6.0000% | $1282038.00        | $1272540.02        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-07-01      | 4.5000%  | 4.5000% | $3334000.00        | $2563043.51        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-07-01      | 5.0000%  | 5.0000% | $3632000.00        | $2813483.31        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2038-04-01      | 4.0000%  | 4.0000% | $69470.00          | $39075.60          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-05-01      | 4.5000%  | 4.5000% | $3242304.00        | $2755310.90        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2033-12-01      | 5.3700%  | 5.3700% | $81501000.00       | $87291523.79       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2048-07-01      | 4.0000%  | 4.0000% | $495000.00         | $36915.09          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2050-11-01      | 2.5000%  | 2.5000% | $450000.00         | $199680.62         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-08-01      | 5.5000%  | 5.5000% | $2136000.00        | $1563403.46        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-07-01      | 4.0000%  | 4.0000% | $141265.00         | $102174.53         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-10-01      | 6.5000%  | 6.5000% | $88708.00          | $65341.48          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-03-01      | 5.5000%  | 5.5000% | $150280704.00      | $140970594.04      | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2044-10-01      | 6.5000%  | 6.5000% | $2663904.00        | $2420302.21        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-12-01      | 5.0000%  | 5.0000% | $5235464.00        | $5162129.80        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-04-01      | 5.0000%  | 5.0000% | $19785664.00       | $19448990.27       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-01-01      | 2.0000%  | 2.0000% | $1963000.00        | $1230887.08        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-04-01      | 4.5000%  | 4.5000% | $25787200.00       | $20930543.93       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2040-05-01      | 6.0000%  | 6.0000% | $8126400.00        | $7880504.76        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2040-09-01      | 6.0000%  | 6.0000% | $2009296.00        | $2073539.49        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2036-11-01      | 6.0000%  | 6.0000% | $29263744.00       | $586954.02         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2037-05-01      | 6.0000%  | 6.0000% | $4212970.00        | $300256.63         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2031-04-01      | 4.5000%  | 4.5000% | $1401000.00        | $34024.39          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2048-03-01      | 3.5000%  | 3.5000% | $31079960.00       | $4087442.18        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2036-10-01      | 3.0000%  | 3.0000% | $447537.00         | $230081.47         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2039-10-01      | 5.0000%  | 5.0000% | $1120888.00        | $226901.32         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-02-01      | 6.0000%  | 6.0000% | $324501.00         | $228808.82         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-04-01      | 3.0000%  | 3.0000% | $4995000.00        | $3501950.15        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-05-01      | 4.5000%  | 4.5000% | $14396380.00       | $11949345.40       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-08-01      | 5.5000%  | 5.5000% | $944000.00         | $758691.91         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2040-03-01      | 3.5000%  | 3.5000% | $5601672.00        | $4928594.04        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-09-01      | 6.5000%  | 6.5000% | $76196352.00       | $75828660.27       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2040-11-01      | 5.0000%  | 5.0000% | $102653824.00      | $104314660.21      | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2055-10-01      | 6.0000%  | 6.0000% | $1811722.00        | $1874966.62        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2055-11-01      | 5.5000%  | 5.5000% | $7004576.00        | $7214019.82        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2055-11-01      | 6.0000%  | 6.0000% | $2242452.00        | $2333621.21        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2040-08-01      | 5.5000%  | 5.5000% | $221333504.00      | $207016258.89      | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2034-03-01      | 5.5000%  | 5.5000% | $22660000.00       | $129099.86         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2037-03-01      | 2.5000%  | 2.5000% | $8940000.00        | $5361632.99        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2038-09-01      | 5.5000%  | 5.5000% | $415000.00         | $236448.98         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2054-09-01      | 6.0000%  | 6.0000% | $617440.00         | $561441.63         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2053-08-01      | 5.5000%  | 5.5000% | $3034064.00        | $2982066.54        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2036-08-01      | 2.0000%  | 2.0000% | $681445.00         | $388313.06         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2055-08-01      | 7.0000%  | 7.0000% | $4029200.00        | $4228848.05        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2053-04-01      | 4.5000%  | 4.5000% | $4355040.00        | $3723386.53        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2040-10-01      | 5.0000%  | 5.0000% | $4006360.00        | $4047882.21        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2040-12-01      | 4.5000%  | 4.5000% | $1511716.00        | $1518508.13        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2030-08-01      | 3.7740%  | 3.7740% | $4000000.00        | $3890925.81        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2032-09-01      | 6.5000%  | 6.5000% | $5249904.00        | $14784.19          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2041-03-01      | 4.5000%  | 4.5000% | $879735.00         | $64741.10          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2030-09-01      | 2.5000%  | 2.5000% | $401657.00         | $50745.07          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2032-02-01      | 7.0000%  | 7.0000% | $6764632.00        | $46293.77          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2032-08-01      | 7.5000%  | 7.5000% | $10400000.00       | $88255.50          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2036-08-01      | 7.5000%  | 7.5000% | $2000000.00        | $87684.26          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-01-01      | 6.5000%  | 6.5000% | $2787736.00        | $2797707.81        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-05-01      | 5.5000%  | 5.5000% | $269782.00         | $225615.00         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-09-01      | 7.0000%  | 7.0000% | $1199778.00        | $1032357.80        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-12-01      | 4.5000%  | 4.5000% | $7085952.00        | $6814059.49        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-12-01      | 5.5000%  | 5.5000% | $2734120.00        | $2760152.30        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-11-01      | 5.0000%  | 5.0000% | $938875.00         | $929064.42         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-01-01      | 5.0000%  | 5.0000% | $973657.00         | $873303.37         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-01-01      | 6.5000%  | 6.5000% | $15016528.00       | $14426930.23       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-02-01      | 5.0000%  | 5.0000% | $49769.00          | $49421.77          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-07-01      | 5.5000%  | 5.5000% | $2928576.00        | $3013414.70        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-06-01      | 6.5000%  | 6.5000% | $38468864.00       | $39619399.71       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-08-01      | 5.5000%  | 5.5000% | $17183232.00       | $17378521.57       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2040-10-01      | 5.5000%  | 5.5000% | $1218384.00        | $1249226.91        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2040-08-01      | 5.5000%  | 5.5000% | $1347100.00        | $1369991.20        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-08-01      | 6.5000%  | 6.5000% | $1864846.00        | $1967062.41        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-08-01      | 5.5000%  | 5.5000% | $10268800.00       | $9825911.06        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-09-01      | 6.5000%  | 6.5000% | $8362480.00        | $8776287.82        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-09-01      | 5.5000%  | 5.5000% | $1329432.00        | $1359616.10        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2040-08-01      | 6.0000%  | 6.0000% | $1372050.00        | $1415549.19        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-11-01      | 6.5000%  | 6.5000% | $1139432.00        | $1197308.30        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-11-01      | 5.0000%  | 5.0000% | $2966340.00        | $2974521.16        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2063-12-01      | 3.5000%  | 3.5000% | $605000.00         | $502109.21         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-02-01      | 3.0000%  | 3.0000% | $227000.00         | $118790.38         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2048-08-01      | 4.0000%  | 4.0000% | $1967732.00        | $349230.14         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2048-09-01      | 4.5000%  | 4.5000% | $1974330.00        | $214181.69         | Agency Mortgage-Backed Securities |

### Security 128: J.P. MORGAN WEALTH MANAGEMENT

- **C.1 - Title:** J.P. MORGAN WEALTH MANAGEMENT
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BYM698332, C.3 - LEI: 984500653R409CC5AB28
- **C.18 - Value (incl. sponsor support):** $3000000000.00
- **C.18.a - Value (excl. sponsor support):** $3000000000.00
- **C.19 - Percentage of Net Assets:** 1.7800%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2025-12-05
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                                             | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2035-04-01      | 5.0000%  | 5.0000% | $675000.00         | $6259.43           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2036-07-01      | 5.5000%  | 5.5000% | $1900000.00        | $16369.73          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2033-11-01      | 5.0000%  | 5.0000% | $633120.00         | $10444.59          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2032-10-01      | 7.0000%  | 7.0000% | $3000000.00        | $19819.50          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2034-08-01      | 6.0000%  | 6.0000% | $37707776.00       | $1098937.51        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2035-05-01      | 5.0000%  | 5.0000% | $8725632.00        | $368724.34         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2035-07-01      | 5.0000%  | 5.0000% | $6258072.00        | $379615.62         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2036-06-01      | 6.5000%  | 6.5000% | $10821552.00       | $1343431.92        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2036-07-01      | 6.5000%  | 6.5000% | $2139000.00        | $1323765.86        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-09-01      | 6.0000%  | 6.0000% | $425000.00         | $286191.12         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-09-01      | 5.5000%  | 5.5000% | $1998210.00        | $1951408.56        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-09-01      | 5.0000%  | 5.0000% | $3382196.00        | $3317985.98        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-09-01      | 5.0000%  | 5.0000% | $2333650.00        | $1693599.67        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-10-01      | 5.0000%  | 5.0000% | $1735038.00        | $1336186.65        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-10-01      | 5.0000%  | 5.0000% | $1851958.00        | $1820407.75        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-10-01      | 5.5000%  | 5.5000% | $2854280.00        | $2839773.81        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-01-01      | 5.5000%  | 5.5000% | $801285.00         | $798346.31         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-12-01      | 6.5000%  | 6.5000% | $1297122.00        | $941287.99         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-01-01      | 6.5000%  | 6.5000% | $31258624.00       | $16874517.37       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-12-01      | 7.0000%  | 7.0000% | $5020848.00        | $2559689.13        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-03-01      | 5.5000%  | 5.5000% | $2731136.00        | $2172440.71        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-05-01      | 5.5000%  | 5.5000% | $43861.00          | $41002.43          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-01-01      | 6.0000%  | 6.0000% | $9349936.00        | $8740893.46        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-04-01      | 5.5000%  | 5.5000% | $768524.00         | $518345.46         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-12-01      | 6.5000%  | 6.5000% | $2603344.00        | $1441562.64        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-01-01      | 6.5000%  | 6.5000% | $5267528.00        | $4582501.43        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-01-01      | 5.5000%  | 5.5000% | $375829.00         | $370708.28         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-01-01      | 6.0000%  | 6.0000% | $1033772.00        | $354705.62         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-03-01      | 6.0000%  | 6.0000% | $1265108.00        | $1196679.00        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-03-01      | 7.0000%  | 7.0000% | $3761220.00        | $3957456.20        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-03-01      | 6.5000%  | 6.5000% | $1995284.00        | $1570368.73        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-03-01      | 6.5000%  | 6.5000% | $1498674.00        | $1138316.50        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-03-01      | 6.5000%  | 6.5000% | $1574496.00        | $1368339.75        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-04-01      | 5.0000%  | 5.0000% | $1560440.00        | $1403517.07        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-04-01      | 5.5000%  | 5.5000% | $197112.00         | $160663.69         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-04-01      | 7.0000%  | 7.0000% | $1415976.00        | $1019042.19        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2039-04-01      | 5.5000%  | 5.5000% | $1083328.00        | $930582.53         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-04-01      | 6.5000%  | 6.5000% | $1913304.00        | $1828048.00        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-06-01      | 5.5000%  | 5.5000% | $1279512.00        | $1110532.56        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-08-01      | 5.5000%  | 5.5000% | $866570.00         | $850223.48         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-05-01      | 5.5000%  | 5.5000% | $3617192.00        | $3355948.45        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-04-01      | 5.5000%  | 5.5000% | $181863.00         | $149757.66         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-04-01      | 5.0000%  | 5.0000% | $2433776.00        | $2399758.94        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-05-01      | 5.5000%  | 5.5000% | $8871392.00        | $8532122.82        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-06-01      | 6.5000%  | 6.5000% | $1075700.00        | $836737.57         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-06-01      | 5.5000%  | 5.5000% | $203024.00         | $195925.39         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-05-01      | 6.0000%  | 6.0000% | $2890836.00        | $2917545.92        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-06-01      | 6.0000%  | 6.0000% | $4591160.00        | $3749942.08        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-06-01      | 5.0000%  | 5.0000% | $1320094.00        | $1305527.48        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-07-01      | 5.5000%  | 5.5000% | $1110318.00        | $971505.10         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-06-01      | 5.5000%  | 5.5000% | $1782810.00        | $1588637.86        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-07-01      | 7.0000%  | 7.0000% | $1063354.00        | $1119804.16        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-07-01      | 6.0000%  | 6.0000% | $9987040.00        | $8931359.45        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2039-06-01      | 6.0000%  | 6.0000% | $1041006.00        | $884683.24         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-06-01      | 6.5000%  | 6.5000% | $1473656.00        | $1202580.06        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-07-01      | 7.0000%  | 7.0000% | $1125250.00        | $783051.91         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2039-06-01      | 6.5000%  | 6.5000% | $1276210.00        | $815693.29         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2044-07-01      | 5.5000%  | 5.5000% | $1002782.00        | $909809.86         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-08-01      | 5.5000%  | 5.5000% | $1196216.00        | $1052182.21        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-08-01      | 7.5000%  | 7.5000% | $1111836.00        | $590553.98         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-08-01      | 6.5000%  | 6.5000% | $6321792.00        | $5099951.02        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-08-01      | 6.0000%  | 6.0000% | $3572750.00        | $2847786.88        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-08-01      | 5.5000%  | 5.5000% | $3159072.00        | $3169581.69        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-08-01      | 5.5000%  | 5.5000% | $1769156.00        | $1413565.30        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2037-12-01      | 5.5000%  | 5.5000% | $51871424.00       | $479147.89         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2047-12-01      | 3.0000%  | 3.0000% | $89000.00          | $13293.93          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2046-12-01      | 3.0000%  | 3.0000% | $45704.00          | $8227.56           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2034-06-01      | 3.5000%  | 3.5000% | $485000.00         | $42916.21          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2048-07-01      | 5.5000%  | 5.5000% | $3058844.00        | $246295.18         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2041-05-01      | 4.0000%  | 4.0000% | $15000000.00       | $902600.85         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2047-01-01      | 3.0000%  | 3.0000% | $3000000.00        | $978235.04         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2040-02-01      | 3.2590%  | 3.2590% | $3557570.00        | $3138062.01        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2051-03-01      | 2.5000%  | 2.5000% | $1080050.00        | $234703.58         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2053-02-01      | 6.5000%  | 6.5000% | $11462816.00       | $8287049.17        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2045-11-01      | 4.0000%  | 4.0000% | $2334544.00        | $2275725.16        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2039-11-01      | 6.5000%  | 6.5000% | $337297.00         | $337473.27         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2039-09-01      | 6.0000%  | 6.0000% | $456589.00         | $273862.68         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2040-01-01      | 5.5000%  | 5.5000% | $1068340.00        | $1011329.48        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2037-05-01      | 5.5000%  | 5.5000% | $6500000.00        | $37581.23          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2041-05-01      | 4.5000%  | 4.5000% | $2000000.00        | $332105.00         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2040-09-01      | 4.5000%  | 4.5000% | $200000.00         | $38421.44          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2042-07-25      | 4.0000%  | 4.0000% | $2004204.00        | $1536928.49        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2028-08-01      | 3.6490%  | 3.6490% | $2276944.00        | $2269695.34        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2041-05-01      | 4.5000%  | 4.5000% | $2018424.00        | $172379.92         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2042-03-01      | 4.0000%  | 4.0000% | $2440000.00        | $233339.51         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2042-02-01      | 3.5000%  | 3.5000% | $692000.00         | $41114.26          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2032-08-01      | 3.5000%  | 3.5000% | $1077680.00        | $71534.74          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2028-10-01      | 4.0000%  | 4.0000% | $185000.00         | $6319.88           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2041-09-01      | 4.5000%  | 4.5000% | $349612.00         | $43235.39          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2036-12-01      | 6.5000%  | 6.5000% | $1900000.00        | $104112.01         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2038-05-01      | 7.5000%  | 7.5000% | $4000000.00        | $724270.70         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2047-02-01      | 3.5000%  | 3.5000% | $3890000.00        | $1205057.36        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2044-02-01      | 5.0000%  | 5.0000% | $870000.00         | $111933.92         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2032-05-01      | 3.5000%  | 3.5000% | $119000.00         | $8396.03           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2042-06-01      | 3.5000%  | 3.5000% | $460308.00         | $51143.90          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2042-12-01      | 3.5000%  | 3.5000% | $200000.00         | $23777.88          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2043-01-01      | 3.0000%  | 3.0000% | $45179.00          | $8070.07           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2043-02-01      | 2.5000%  | 2.5000% | $1235000.00        | $236874.39         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2033-12-01      | 3.5000%  | 3.5000% | $615144.00         | $114723.77         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2035-02-01      | 3.0000%  | 3.0000% | $2267536.00        | $461920.73         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2045-01-01      | 4.5000%  | 4.5000% | $200000.00         | $31688.26          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2046-02-01      | 3.5000%  | 3.5000% | $1500000.00        | $549354.19         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2031-10-01      | 2.5000%  | 2.5000% | $775511.00         | $117515.38         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2046-08-01      | 3.0000%  | 3.0000% | $291000.00         | $68709.05          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2047-03-01      | 4.0000%  | 4.0000% | $50000000.00       | $12056887.99       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2031-11-01      | 2.5000%  | 2.5000% | $758964.00         | $117489.72         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2031-11-01      | 2.5000%  | 2.5000% | $642819.00         | $83756.30          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2046-12-01      | 4.5000%  | 4.5000% | $118274.00         | $23877.84          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2037-02-01      | 3.5000%  | 3.5000% | $900000.00         | $134003.36         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2032-03-01      | 2.5000%  | 2.5000% | $278143.00         | $42943.95          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2032-03-01      | 2.5000%  | 2.5000% | $225824.00         | $43694.91          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2032-03-01      | 2.5000%  | 2.5000% | $439219.00         | $81654.22          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2032-03-01      | 3.5000%  | 3.5000% | $46000.00          | $5684.00           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2047-05-01      | 4.5000%  | 4.5000% | $35026800.00       | $8766053.47        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2047-06-01      | 3.5000%  | 3.5000% | $50940672.00       | $14850967.22       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2047-07-01      | 4.5000%  | 4.5000% | $723015.00         | $89707.67          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2033-06-01      | 3.5000%  | 3.5000% | $300000.00         | $12648.02          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2043-06-01      | 2.7740%  | 2.7740% | $403725.00         | $63565.41          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2043-06-01      | 2.7740%  | 2.7740% | $380679.00         | $30432.14          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2043-07-01      | 2.7740%  | 2.7740% | $496600.00         | $100093.71         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2043-08-01      | 2.5240%  | 2.5240% | $94843.00          | $59583.94          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2043-08-01      | 2.7740%  | 2.7740% | $854781.00         | $137017.30         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2034-01-01      | 3.5000%  | 3.5000% | $1222094.00        | $200480.90         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2034-01-01      | 3.5000%  | 3.5000% | $2041460.00        | $288047.53         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2044-10-01      | 3.5000%  | 3.5000% | $19755552.00       | $2400251.64        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2035-04-01      | 3.0000%  | 3.0000% | $2438952.00        | $643242.70         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2032-06-01      | 7.5000%  | 7.5000% | $2600000.00        | $19363.21          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2032-10-01      | 7.5000%  | 7.5000% | $1090138.00        | $11678.60          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-02-01      | 7.0000%  | 7.0000% | $1360552.00        | $1153760.62        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-05-01      | 5.0000%  | 5.0000% | $2076604.00        | $2068154.94        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-03-01      | 4.5000%  | 4.5000% | $1483036.00        | $1449820.99        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-02-01      | 4.5000%  | 4.5000% | $1039528.00        | $980548.53         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-03-01      | 5.5000%  | 5.5000% | $9366976.00        | $9598612.40        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-04-01      | 7.0000%  | 7.0000% | $70546.00          | $73997.19          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-03-01      | 6.5000%  | 6.5000% | $2062108.00        | $1274889.32        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-03-01      | 5.5000%  | 5.5000% | $3829792.00        | $3920550.67        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2040-03-01      | 6.0000%  | 6.0000% | $1150000.00        | $354593.86         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-05-01      | 5.5000%  | 5.5000% | $3133500.00        | $3190493.81        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-04-01      | 6.0000%  | 6.0000% | $2943540.00        | $2647338.71        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-06-01      | 6.5000%  | 6.5000% | $1298390.00        | $1352053.63        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-04-01      | 5.0000%  | 5.0000% | $4015760.00        | $3976967.45        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-04-01      | 6.5000%  | 6.5000% | $39080000.00       | $35508549.73       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-04-01      | 5.5000%  | 5.5000% | $1002942.00        | $1018907.78        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-05-01      | 6.5000%  | 6.5000% | $3566500.00        | $3732240.55        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-05-01      | 5.0000%  | 5.0000% | $197410.00         | $196795.56         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-06-01      | 5.0000%  | 5.0000% | $788482.00         | $715136.99         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-04-01      | 5.0000%  | 5.0000% | $37891.00          | $37708.32          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-04-01      | 7.0000%  | 7.0000% | $3155250.00        | $2848399.34        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-08-01      | 5.5000%  | 5.5000% | $3009288.00        | $3084617.02        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-05-01      | 7.5000%  | 7.5000% | $1218834.00        | $1301030.39        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-05-01      | 7.0000%  | 7.0000% | $1752924.00        | $1839428.80        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-05-01      | 5.5000%  | 5.5000% | $3567504.00        | $3437602.31        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-05-01      | 6.5000%  | 6.5000% | $12367120.00       | $11793620.68       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-08-01      | 5.5000%  | 5.5000% | $1335470.00        | $1062777.26        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-05-01      | 5.0000%  | 5.0000% | $1275932.00        | $1228641.54        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-07-01      | 5.0000%  | 5.0000% | $1018500.00        | $1017274.40        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-06-01      | 5.0000%  | 5.0000% | $1405344.00        | $1406057.40        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2040-05-01      | 6.0000%  | 6.0000% | $2467970.00        | $2500105.46        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2040-05-01      | 6.0000%  | 6.0000% | $1999206.00        | $1994961.64        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-05-01      | 6.5000%  | 6.5000% | $1324500.00        | $1384667.63        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-07-01      | 6.0000%  | 6.0000% | $1904670.00        | $1697095.26        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2040-06-01      | 5.5000%  | 5.5000% | $1459096.00        | $1469495.92        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-07-01      | 6.5000%  | 6.5000% | $1394566.00        | $1462325.34        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-06-01      | 6.5000%  | 6.5000% | $1946206.00        | $2041357.05        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-06-01      | 6.0000%  | 6.0000% | $11902992.00       | $11795413.54       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-07-01      | 5.0000%  | 5.0000% | $357388.00         | $355899.90         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-07-01      | 6.5000%  | 6.5000% | $718995.00         | $759381.27         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-07-01      | 6.5000%  | 6.5000% | $2131644.00        | $2099695.31        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-07-01      | 5.0000%  | 5.0000% | $2102870.00        | $2107272.86        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2040-10-01      | 5.0000%  | 5.0000% | $2791492.00        | $2807842.51        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-07-01      | 6.0000%  | 6.0000% | $1897752.00        | $1959058.28        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-08-01      | 5.5000%  | 5.5000% | $2833090.00        | $2882399.80        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-08-01      | 6.5000%  | 6.5000% | $721185.00         | $754847.42         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-08-01      | 6.0000%  | 6.0000% | $15127680.00       | $15579033.37       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-08-01      | 6.5000%  | 6.5000% | $773278.00         | $810214.47         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-08-01      | 6.5000%  | 6.5000% | $1265112.00        | $1338192.24        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-09-01      | 4.5000%  | 4.5000% | $1197492.00        | $1181707.54        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-08-01      | 4.5000%  | 4.5000% | $2391304.00        | $2344765.08        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-09-01      | 4.5000%  | 4.5000% | $3478252.00        | $3416477.45        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-08-01      | 5.0000%  | 5.0000% | $1134676.00        | $1142905.98        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-08-01      | 6.5000%  | 6.5000% | $9194560.00        | $9284187.71        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-08-01      | 6.5000%  | 6.5000% | $1305252.00        | $1369766.79        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-08-01      | 6.5000%  | 6.5000% | $2631240.00        | $2763908.18        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-09-01      | 6.0000%  | 6.0000% | $1409370.00        | $1456339.71        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-08-01      | 7.0000%  | 7.0000% | $1105972.00        | $1163466.88        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-09-01      | 7.0000%  | 7.0000% | $1110144.00        | $1174822.08        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-09-01      | 5.5000%  | 5.5000% | $4727392.00        | $4829589.19        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-09-01      | 6.5000%  | 6.5000% | $3973020.00        | $4108555.24        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-10-01      | 5.0000%  | 5.0000% | $2081252.00        | $2093964.21        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-11-01      | 5.0000%  | 5.0000% | $2934404.00        | $2949580.73        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-11-01      | 5.5000%  | 5.5000% | $4125432.00        | $4248782.41        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-10-01      | 6.0000%  | 6.0000% | $6864850.00        | $7055801.65        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-09-01      | 6.5000%  | 6.5000% | $1061318.00        | $893523.31         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-09-01      | 6.5000%  | 6.5000% | $1189524.00        | $714270.34         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-09-01      | 5.0000%  | 5.0000% | $1238252.00        | $1170906.13        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-08-01      | 6.5000%  | 6.5000% | $20553560.00       | $15259585.90       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-09-01      | 5.5000%  | 5.5000% | $1422494.00        | $1428369.17        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-11-01      | 4.5000%  | 4.5000% | $1153232.00        | $1124261.42        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-08-01      | 5.0000%  | 5.0000% | $3934264.00        | $3550818.48        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-09-01      | 5.0000%  | 5.0000% | $2318848.00        | $2088595.57        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-09-01      | 6.5000%  | 6.5000% | $2820700.00        | $2899391.16        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-09-01      | 6.0000%  | 6.0000% | $21776544.00       | $15285807.00       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-04-01      | 6.5000%  | 6.5000% | $3891700.00        | $4062084.52        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-08-01      | 6.5000%  | 6.5000% | $1005000.00        | $1038653.61        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-09-01      | 5.0000%  | 5.0000% | $2191100.00        | $1948938.82        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-09-01      | 5.0000%  | 5.0000% | $1874524.00        | $1859669.54        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-09-01      | 5.0000%  | 5.0000% | $1248000.00        | $1236625.56        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-09-01      | 7.0000%  | 7.0000% | $1438102.00        | $702192.48         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-11-01      | 5.0000%  | 5.0000% | $239712.00         | $233928.13         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-10-01      | 4.5000%  | 4.5000% | $1273240.00        | $1239395.65        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-11-01      | 5.0000%  | 5.0000% | $1276530.00        | $1262882.30        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-10-01      | 5.5000%  | 5.5000% | $1309248.00        | $1319484.92        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-12-01      | 5.0000%  | 5.0000% | $3344268.00        | $2977476.25        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-11-01      | 4.5000%  | 4.5000% | $1767032.00        | $1580771.27        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-11-01      | 4.5000%  | 4.5000% | $2338500.00        | $2268426.83        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-11-01      | 5.0000%  | 5.0000% | $9889344.00        | $9292832.82        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-11-01      | 5.0000%  | 5.0000% | $4099120.00        | $4014294.84        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-10-01      | 4.5000%  | 4.5000% | $2107470.00        | $2046318.07        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-10-01      | 4.5000%  | 4.5000% | $1871904.00        | $1813747.88        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-10-01      | 5.5000%  | 5.5000% | $3283868.00        | $3002554.33        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-11-01      | 4.5000%  | 4.5000% | $3140196.00        | $3057155.84        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-03-01      | 7.0000%  | 7.0000% | $1076134.00        | $1149962.72        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-01-01      | 5.0000%  | 5.0000% | $1294954.00        | $1287254.11        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-03-01      | 5.0000%  | 5.0000% | $1148194.00        | $1042168.38        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-11-01      | 4.5000%  | 4.5000% | $3797272.00        | $3463733.26        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-10-01      | 4.5000%  | 4.5000% | $1291380.00        | $1232390.82        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-11-01      | 6.0000%  | 6.0000% | $1125004.00        | $964953.18         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-11-01      | 5.0000%  | 5.0000% | $1126040.00        | $1070620.28        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-11-01      | 4.5000%  | 4.5000% | $5251688.00        | $4160991.20        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-11-01      | 4.5000%  | 4.5000% | $2586828.00        | $2510313.93        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-11-01      | 5.5000%  | 5.5000% | $1875898.00        | $1478014.08        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-11-01      | 4.5000%  | 4.5000% | $1440904.00        | $1407094.38        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-11-01      | 5.5000%  | 5.5000% | $2343620.00        | $2326380.49        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-11-01      | 4.5000%  | 4.5000% | $1141734.00        | $1108839.04        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-11-01      | 4.5000%  | 4.5000% | $1808294.00        | $1749956.94        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-12-01      | 5.0000%  | 5.0000% | $1923450.00        | $1782039.70        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-12-01      | 7.0000%  | 7.0000% | $662218.00         | $467966.00         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-01-01      | 5.0000%  | 5.0000% | $1047666.00        | $1049525.25        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-12-01      | 5.5000%  | 5.5000% | $1715584.00        | $1733395.85        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-05-01      | 5.5000%  | 5.5000% | $3172576.00        | $3219400.00        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-12-01      | 4.5000%  | 4.5000% | $1028448.00        | $907295.25         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-12-01      | 4.5000%  | 4.5000% | $1306812.00        | $1278169.93        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-01-01      | 5.5000%  | 5.5000% | $15195488.00       | $14864114.96       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-01-01      | 6.0000%  | 6.0000% | $47010240.00       | $41736983.12       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-11-01      | 4.5000%  | 4.5000% | $2401020.00        | $2332897.68        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-01-01      | 5.5000%  | 5.5000% | $100000.00         | $93368.39          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-11-01      | 5.0000%  | 5.0000% | $1180792.00        | $1180443.75        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-01-01      | 6.5000%  | 6.5000% | $7070730.00        | $5494934.87        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-01-01      | 4.5000%  | 4.5000% | $1904038.00        | $1857788.27        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-03-01      | 4.5000%  | 4.5000% | $1076610.00        | $1056355.80        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-02-01      | 5.0000%  | 5.0000% | $1447332.00        | $1435372.87        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-02-01      | 5.5000%  | 5.5000% | $11914224.00       | $12192232.34       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-03-01      | 5.5000%  | 5.5000% | $10277808.00       | $10001036.65       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-01-01      | 5.0000%  | 5.0000% | $436408.00         | $433625.42         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-02-01      | 5.0000%  | 5.0000% | $1967858.00        | $1597080.99        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-02-01      | 4.5000%  | 4.5000% | $1300440.00        | $1065214.93        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2048-11-01      | 4.5000%  | 4.5000% | $22250000.00       | $5944539.51        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2048-06-01      | 3.5000%  | 3.5000% | $51000000.00       | $13832003.83       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2048-09-01      | 4.0000%  | 4.0000% | $95358.00          | $8266.73           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2049-02-01      | 5.0000%  | 5.0000% | $78000.00          | $17021.27          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2049-03-01      | 5.0000%  | 5.0000% | $275000.00         | $42942.14          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2049-06-01      | 3.5000%  | 3.5000% | $27228352.00       | $8747221.51        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2041-07-01      | 4.5000%  | 4.5000% | $1197206.00        | $290380.19         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2048-05-01      | 3.0000%  | 3.0000% | $4458000.00        | $644886.02         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2030-02-01      | 3.0000%  | 3.0000% | $229000.00         | $44246.37          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-04-01      | 3.0000%  | 3.0000% | $800000.00         | $537926.14         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2048-10-01      | 4.5000%  | 4.5000% | $18500192.00       | $3813870.28        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2048-12-01      | 4.5000%  | 4.5000% | $7165352.00        | $768428.95         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2048-10-01      | 4.5000%  | 4.5000% | $8099984.00        | $2398025.55        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2048-10-01      | 3.5000%  | 3.5000% | $300000.00         | $13771.68          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2049-01-01      | 5.0000%  | 5.0000% | $110000.00         | $5567.78           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2034-03-01      | 4.0000%  | 4.0000% | $1507952.00        | $217354.27         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2049-04-01      | 4.5000%  | 4.5000% | $13672900.00       | $3227474.72        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2049-03-01      | 3.0000%  | 3.0000% | $2180016.00        | $334697.78         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2049-10-01      | 3.0000%  | 3.0000% | $99000.00          | $15804.67          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2049-07-01      | 3.5000%  | 3.5000% | $25000000.00       | $2474417.94        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2049-12-01      | 2.5000%  | 2.5000% | $1403352.00        | $504893.79         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2049-12-01      | 3.5000%  | 3.5000% | $1741930.00        | $550075.31         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2050-03-01      | 3.0000%  | 3.0000% | $5000000.00        | $1132232.45        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2050-02-01      | 2.5000%  | 2.5000% | $2015000.00        | $424788.67         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2050-05-01      | 4.0000%  | 4.0000% | $287109.00         | $68611.05          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2050-08-01      | 3.5000%  | 3.5000% | $1567000.00        | $815118.03         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2050-08-01      | 3.0000%  | 3.0000% | $225000.00         | $103539.55         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2035-10-01      | 2.0000%  | 2.0000% | $1493066.00        | $692385.96         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-04-01      | 3.0000%  | 3.0000% | $556405.00         | $441609.97         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2050-11-01      | 3.5000%  | 3.5000% | $1399820.00        | $364727.20         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2051-01-01      | 2.5000%  | 2.5000% | $7000000.00        | $4134628.38        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2036-06-01      | 2.5000%  | 2.5000% | $1158576.00        | $684160.12         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2051-02-01      | 2.0000%  | 2.0000% | $2135000.00        | $1222437.07        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2028-07-01      | 1.2700%  | 1.2700% | $30000000.00       | $27442318.08       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2036-07-01      | 2.5000%  | 2.5000% | $1357056.00        | $543233.38         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-03-01      | 3.5000%  | 3.5000% | $1842920.00        | $1334887.32        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2037-10-01      | 3.0000%  | 3.0000% | $560000.00         | $196686.11         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-06-01      | 3.5000%  | 3.5000% | $52966.00          | $37767.24          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2051-08-01      | 3.5000%  | 3.5000% | $18972544.00       | $9540164.12        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2051-10-01      | 2.5000%  | 2.5000% | $1430804.00        | $928355.17         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2051-10-01      | 3.5000%  | 3.5000% | $677633.00         | $457778.23         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2051-12-01      | 3.0000%  | 3.0000% | $1089550.00        | $676944.04         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-01-01      | 8.0000%  | 8.0000% | $8817344.00        | $3545570.92        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-08-01      | 7.0000%  | 7.0000% | $1644556.00        | $1702942.58        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2039-06-01      | 6.0000%  | 6.0000% | $1256092.00        | $951142.36         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-09-01      | 5.5000%  | 5.5000% | $17667424.00       | $15799553.37       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-11-01      | 7.0000%  | 7.0000% | $17268288.00       | $17986118.61       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-10-01      | 5.5000%  | 5.5000% | $3046556.00        | $3064869.44        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-02-01      | 5.5000%  | 5.5000% | $21176544.00       | $21306072.52       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-02-01      | 7.0000%  | 7.0000% | $1140000.00        | $1182319.01        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2051-11-01      | 4.0000%  | 4.0000% | $290000.00         | $246314.21         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2051-11-01      | 3.5000%  | 3.5000% | $1223594.00        | $626256.14         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-06-01      | 3.5000%  | 3.5000% | $784975.00         | $511326.92         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2042-06-01      | 3.5000%  | 3.5000% | $2410936.00        | $2022250.91        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-03-01      | 3.0000%  | 3.0000% | $3003568.00        | $2177924.35        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-02-01      | 2.0000%  | 2.0000% | $79858.00          | $53148.17          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-03-01      | 3.0000%  | 3.0000% | $900000.00         | $575585.40         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-04-01      | 3.5000%  | 3.5000% | $100000.00         | $55236.64          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-04-01      | 3.5000%  | 3.5000% | $42000.00          | $22169.64          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-05-01      | 3.5000%  | 3.5000% | $900000.00         | $688017.83         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-07-01      | 5.0000%  | 5.0000% | $2438856.00        | $2460062.06        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-07-01      | 5.5000%  | 5.5000% | $26892320.00       | $27273103.59       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2040-08-01      | 6.0000%  | 6.0000% | $1701194.00        | $1645827.93        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2040-09-01      | 5.5000%  | 5.5000% | $1470780.00        | $1137557.75        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-11-01      | 6.0000%  | 6.0000% | $7266600.00        | $7538042.58        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-11-01      | 5.5000%  | 5.5000% | $32662900.00       | $33264583.28       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-12-01      | 5.5000%  | 5.5000% | $3556950.00        | $3637771.01        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2046-01-01      | 3.0000%  | 3.0000% | $185000.00         | $45854.51          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2046-07-01      | 3.5000%  | 3.5000% | $260000.00         | $45701.20          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2031-11-01      | 2.5000%  | 2.5000% | $133577.00         | $21974.06          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2046-07-01      | 4.0000%  | 4.0000% | $1115000.00        | $215756.56         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2046-12-01      | 3.5000%  | 3.5000% | $195000.00         | $65728.27          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2036-12-01      | 3.0000%  | 3.0000% | $2000000.00        | $235925.27         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2047-05-01      | 4.5000%  | 4.5000% | $54169.00          | $6485.04           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-04-01      | 4.0000%  | 4.0000% | $31332.00          | $10168.77          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2056-05-01      | 3.5000%  | 3.5000% | $2000000.00        | $525058.98         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2056-04-01      | 4.0000%  | 4.0000% | $8020000.00        | $2079920.93        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2056-07-01      | 4.0000%  | 4.0000% | $23913056.00       | $6658746.01        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2056-08-01      | 3.0000%  | 3.0000% | $205000.00         | $62970.76          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2056-11-01      | 4.5000%  | 4.5000% | $2458936.00        | $859415.41         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2041-02-01      | 3.5000%  | 3.5000% | $325000.00         | $72264.73          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2040-11-01      | 4.0000%  | 4.0000% | $2190000.00        | $422670.76         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-05-01      | 3.5000%  | 3.5000% | $250000.00         | $93163.17          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-10-01      | 3.0000%  | 3.0000% | $6973000.00        | $2675413.61        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2042-05-01      | 3.5000%  | 3.5000% | $3136444.00        | $809655.93         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2048-07-01      | 4.0000%  | 4.0000% | $4363000.00        | $1405099.97        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2051-08-01      | 4.5000%  | 4.5000% | $32131600.00       | $9334490.12        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2058-08-01      | 4.5000%  | 4.5000% | $11410000.00       | $3302768.75        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2041-06-01      | 3.5000%  | 3.5000% | $5803416.00        | $1910166.33        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2050-08-01      | 3.0000%  | 3.0000% | $1500000.00        | $589497.17         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-12-01      | 3.0000%  | 3.0000% | $3700000.00        | $2079301.93        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-12-01      | 3.0000%  | 3.0000% | $6425000.00        | $3611324.28        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2044-12-01      | 2.5000%  | 2.5000% | $7960016.00        | $3779293.31        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2049-06-01      | 6.0000%  | 6.0000% | $9549392.00        | $7302982.44        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2051-06-01      | 4.5000%  | 4.5000% | $18625728.00       | $16525825.68       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2047-04-01      | 4.0000%  | 4.0000% | $1850000.00        | $363308.01         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2047-07-01      | 4.5000%  | 4.5000% | $95306.00          | $14269.32          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2047-08-01      | 3.5000%  | 3.5000% | $1099640.00        | $192103.91         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2031-12-01      | 2.0000%  | 2.0000% | $141906.00         | $44532.59          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2047-12-01      | 4.5000%  | 4.5000% | $2301000.00        | $340194.11         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2047-12-01      | 3.5000%  | 3.5000% | $972627.00         | $162611.19         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2047-11-01      | 3.5000%  | 3.5000% | $727145.00         | $149251.91         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2033-04-01      | 2.5000%  | 2.5000% | $1021308.00        | $169650.24         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2049-02-01      | 6.0000%  | 6.0000% | $1339318.00        | $409811.64         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2048-03-01      | 4.0000%  | 4.0000% | $5447120.00        | $598856.85         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2048-05-01      | 4.0000%  | 4.0000% | $357820.00         | $37160.03          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2048-07-01      | 4.0000%  | 4.0000% | $66558.00          | $5935.47           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2050-03-01      | 5.0000%  | 5.0000% | $2142808.00        | $610207.25         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2048-03-01      | 4.0000%  | 4.0000% | $403743.00         | $47590.58          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2048-05-01      | 4.0000%  | 4.0000% | $12000000.00       | $2103648.77        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2048-06-01      | 5.5000%  | 5.5000% | $1645218.00        | $455791.52         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2048-09-01      | 5.0000%  | 5.0000% | $1500000.00        | $275331.00         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2048-08-01      | 4.0000%  | 4.0000% | $801503.00         | $117585.82         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2048-12-01      | 5.0000%  | 5.0000% | $7542416.00        | $1606843.51        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2038-12-01      | 4.0850%  | 4.0850% | $10125000.00       | $9637995.09        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2034-05-01      | 3.3390%  | 3.3390% | $3260000.00        | $2999279.34        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2035-03-01      | 2.5090%  | 2.5090% | $3000000.00        | $2621821.50        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2047-08-01      | 3.5000%  | 3.5000% | $36254.00          | $6707.82           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2047-09-01      | 4.0000%  | 4.0000% | $2105000.00        | $609736.21         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2040-09-01      | 6.5000%  | 6.5000% | $2177576.00        | $457141.33         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2040-01-01      | 7.0000%  | 7.0000% | $2500000.00        | $401943.63         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2032-03-01      | 2.0000%  | 2.0000% | $2442000.00        | $466243.41         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2032-11-01      | 3.5000%  | 3.5000% | $3012404.00        | $291393.73         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2048-01-01      | 3.5000%  | 3.5000% | $15000000.00       | $2492070.36        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2048-06-01      | 5.0000%  | 5.0000% | $493179.00         | $84429.06          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2033-02-01      | 2.5000%  | 2.5000% | $1416000.00        | $222814.87         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2032-07-01      | 3.5000%  | 3.5000% | $622000.00         | $114181.77         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2043-03-01      | 3.0000%  | 3.0000% | $2200000.00        | $425918.94         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-06-01      | 5.5000%  | 5.5000% | $2406656.00        | $1461883.97        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-04-01      | 5.5000%  | 5.5000% | $2129208.00        | $2110998.03        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-06-01      | 6.5000%  | 6.5000% | $2015404.00        | $1823446.45        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-06-01      | 5.0000%  | 5.0000% | $3150250.00        | $1753914.34        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-05-01      | 5.5000%  | 5.5000% | $3176000.00        | $2811835.84        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-05-01      | 6.0000%  | 6.0000% | $3581350.00        | $2114380.00        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-06-01      | 5.5000%  | 5.5000% | $5000000.00        | $4180398.05        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-07-01      | 5.5000%  | 5.5000% | $1903240.00        | $1530977.77        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-07-01      | 6.5000%  | 6.5000% | $2140556.00        | $1299986.86        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-07-01      | 6.5000%  | 6.5000% | $100000.00         | $55760.35          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-07-01      | 5.5000%  | 5.5000% | $977484.00         | $825306.49         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-09-01      | 5.5000%  | 5.5000% | $1232918.00        | $1017042.29        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2039-01-01      | 6.0000%  | 6.0000% | $1507992.00        | $1016055.00        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-01-01      | 3.5000%  | 3.5000% | $1275266.00        | $1127462.25        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2039-06-01      | 6.5000%  | 6.5000% | $4968640.00        | $3512907.17        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-08-01      | 5.5000%  | 5.5000% | $10666208.00       | $9391078.62        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-09-01      | 5.5000%  | 5.5000% | $12642368.00       | $11888628.90       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-09-01      | 5.5000%  | 5.5000% | $3362040.00        | $2783673.19        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-08-01      | 5.5000%  | 5.5000% | $8655712.00        | $8305946.76        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-08-01      | 5.5000%  | 5.5000% | $1176068.00        | $916774.67         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-08-01      | 5.0000%  | 5.0000% | $101414.00         | $90945.49          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-08-01      | 5.5000%  | 5.5000% | $1242654.00        | $879331.62         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-09-01      | 5.5000%  | 5.5000% | $1697732.00        | $1512238.23        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-09-01      | 5.5000%  | 5.5000% | $2265636.00        | $1680676.11        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2034-04-01      | 4.9290%  | 4.9290% | $6527000.00        | $6805418.97        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2034-10-01      | 4.3390%  | 4.3390% | $10800000.00       | $10823727.60       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2032-04-01      | 4.3390%  | 4.3390% | $18130000.00       | $18352545.75       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2030-07-01      | 4.6200%  | 4.6200% | $45626000.00       | $46924744.09       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2035-10-01      | 4.6690%  | 4.6690% | $16112900.00       | $16476543.98       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2037-11-01      | 3.5000%  | 3.5000% | $39674.00          | $10490.06          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2048-01-01      | 4.5000%  | 4.5000% | $20540000.00       | $5792926.23        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2048-08-01      | 5.0000%  | 5.0000% | $950000.00         | $183995.30         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2048-10-01      | 4.0000%  | 4.0000% | $50044.00          | $6667.61           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2048-10-01      | 4.5000%  | 4.5000% | $3047024.00        | $246675.92         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2048-11-01      | 4.5000%  | 4.5000% | $50179264.00       | $15948055.20       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2049-02-01      | 5.0000%  | 5.0000% | $6409336.00        | $538733.00         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2034-04-01      | 3.5000%  | 3.5000% | $2124100.00        | $119598.50         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2049-08-01      | 4.0000%  | 4.0000% | $104205952.00      | $18537488.85       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2049-11-01      | 4.5000%  | 4.5000% | $43900000.00       | $3148847.32        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2035-03-01      | 3.5000%  | 3.5000% | $432694.00         | $95207.80          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2050-04-01      | 3.5000%  | 3.5000% | $79673472.00       | $15514440.30       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2050-04-01      | 3.0000%  | 3.0000% | $50000000.00       | $14745397.45       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2050-06-01      | 2.5000%  | 2.5000% | $39005504.00       | $19834108.33       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2050-06-01      | 2.5000%  | 2.5000% | $175000000.00      | $79815285.93       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2040-09-01      | 2.0000%  | 2.0000% | $1100000.00        | $586594.78         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2050-07-01      | 3.0000%  | 3.0000% | $79000.00          | $21213.21          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2035-08-01      | 2.5000%  | 2.5000% | $273000.00         | $103529.56         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2050-11-01      | 1.5000%  | 1.5000% | $1010000.00        | $552751.39         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2050-11-01      | 2.5000%  | 2.5000% | $190000.00         | $87298.08          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2050-10-01      | 4.5000%  | 4.5000% | $1615000.00        | $497644.27         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2036-02-01      | 2.5000%  | 2.5000% | $29021664.00       | $13712294.66       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2051-02-01      | 3.5000%  | 3.5000% | $6052184.00        | $2332144.36        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2051-04-01      | 3.0000%  | 3.0000% | $7975000.00        | $5024830.51        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2041-04-01      | 2.5000%  | 2.5000% | $17112540.00       | $10188946.68       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2051-04-01      | 3.0000%  | 3.0000% | $75686144.00       | $49981505.51       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2041-05-01      | 2.0000%  | 2.0000% | $2000000.00        | $1221321.77        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2051-05-01      | 3.5000%  | 3.5000% | $4949520.00        | $2375348.60        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2051-06-01      | 3.0000%  | 3.0000% | $1300000.00        | $780246.67         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2051-06-01      | 3.0000%  | 3.0000% | $496659.00         | $320784.07         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2051-07-01      | 3.0000%  | 3.0000% | $235000.00         | $149248.77         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2051-07-01      | 4.5000%  | 4.5000% | $1415456.00        | $733110.25         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2036-07-01      | 2.5000%  | 2.5000% | $68308.00          | $21699.01          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2036-08-01      | 2.5000%  | 2.5000% | $1368508.00        | $746188.45         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2051-09-01      | 2.5000%  | 2.5000% | $600000.00         | $404651.16         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2035-09-01      | 6.0000%  | 6.0000% | $1194504.00        | $1220257.05        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2038-06-01      | 3.0000%  | 3.0000% | $169757.00         | $133845.99         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-09-01      | 4.5000%  | 4.5000% | $127800.00         | $96401.12          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-05-01      | 3.5000%  | 3.5000% | $27170.00          | $19523.99          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-04-01      | 3.5000%  | 3.5000% | $1027136.00        | $805582.11         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-07-01      | 4.0000%  | 4.0000% | $1768074.00        | $1169811.30        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2037-09-01      | 3.0000%  | 3.0000% | $2323840.00        | $1616392.00        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-08-01      | 4.0000%  | 4.0000% | $1010832.00        | $925860.26         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2037-12-01      | 2.5000%  | 2.5000% | $1305580.00        | $932529.63         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-01-01      | 3.5000%  | 3.5000% | $513163.00         | $433352.62         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-08-01      | 6.0000%  | 6.0000% | $648130.00         | $287237.11         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-07-01      | 5.0000%  | 5.0000% | $2105224.00        | $2015182.56        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-08-01      | 5.0000%  | 5.0000% | $2669208.00        | $1751048.23        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-08-01      | 5.0000%  | 5.0000% | $151316.00         | $107293.01         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-08-01      | 5.0000%  | 5.0000% | $2323444.00        | $1900163.83        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-10-01      | 5.0000%  | 5.0000% | $2776464.00        | $1732351.20        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-09-01      | 5.0000%  | 5.0000% | $2506588.00        | $1840262.52        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-09-01      | 5.0000%  | 5.0000% | $10132368.00       | $7647071.20        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-10-01      | 4.5000%  | 4.5000% | $15777152.00       | $12523942.52       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-09-01      | 5.5000%  | 5.5000% | $450101.00         | $445526.24         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-10-01      | 4.5000%  | 4.5000% | $925000.00         | $778936.26         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-02-01      | 6.5000%  | 6.5000% | $458851.00         | $383961.61         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-10-01      | 5.5000%  | 5.5000% | $1503754.00        | $1176451.17        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-09-01      | 5.0000%  | 5.0000% | $1255388.00        | $1106626.07        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-11-01      | 5.0000%  | 5.0000% | $116833.00         | $78077.39          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-11-01      | 5.5000%  | 5.5000% | $211000.00         | $140810.29         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-11-01      | 6.0000%  | 6.0000% | $205000.00         | $127961.40         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-10-01      | 5.5000%  | 5.5000% | $100000.00         | $71132.84          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-06-01      | 5.0000%  | 5.0000% | $750000.00         | $580270.58         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-10-01      | 5.0000%  | 5.0000% | $1811572.00        | $1610043.57        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-10-01      | 3.5000%  | 3.5000% | $40116.00          | $23573.97          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-11-01      | 5.5000%  | 5.5000% | $3181696.00        | $2360319.51        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-01-01      | 4.5000%  | 4.5000% | $1162174.00        | $981445.80         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-12-01      | 6.5000%  | 6.5000% | $657295.00         | $537316.27         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-08-01      | 5.5000%  | 5.5000% | $2690556.00        | $2282460.48        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-02-01      | 5.5000%  | 5.5000% | $4298100.00        | $2373112.42        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-01-01      | 5.0000%  | 5.0000% | $3684220.00        | $2318280.89        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-01-01      | 6.0000%  | 6.0000% | $2569672.00        | $1392914.32        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-02-01      | 5.5000%  | 5.5000% | $80000.00          | $52566.26          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-01-01      | 6.5000%  | 6.5000% | $35000.00          | $19727.78          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-01-01      | 6.0000%  | 6.0000% | $2422124.00        | $1548625.23        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-02-01      | 6.0000%  | 6.0000% | $3687040.00        | $2635359.07        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-02-01      | 6.5000%  | 6.5000% | $1670096.00        | $1160604.26        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-04-01      | 4.5000%  | 4.5000% | $1412032.00        | $1075746.21        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-02-01      | 6.5000%  | 6.5000% | $412410.00         | $340775.08         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-02-01      | 5.5000%  | 5.5000% | $400000.00         | $282550.76         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-04-01      | 5.0000%  | 5.0000% | $9232000.00        | $7735056.53        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-02-01      | 5.0000%  | 5.0000% | $202463.00         | $195975.97         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-02-01      | 5.5000%  | 5.5000% | $1054528.00        | $985433.88         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-02-01      | 6.5000%  | 6.5000% | $591609.00         | $436580.51         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-03-01      | 5.5000%  | 5.5000% | $4081976.00        | $2972641.77        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-04-01      | 4.5000%  | 4.5000% | $4345992.00        | $3198062.37        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-04-01      | 5.0000%  | 5.0000% | $2002636.00        | $1762235.66        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-03-01      | 5.5000%  | 5.5000% | $523030.00         | $388270.62         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-04-01      | 5.5000%  | 5.5000% | $1775434.00        | $1077274.79        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-04-01      | 6.5000%  | 6.5000% | $776994.00         | $601083.89         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2038-03-01      | 5.0000%  | 5.0000% | $1054266.00        | $638271.89         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-04-01      | 6.5000%  | 6.5000% | $1082026.00        | $1094712.22        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-05-01      | 6.5000%  | 6.5000% | $682557.00         | $499045.07         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-04-01      | 6.0000%  | 6.0000% | $4133520.00        | $1833727.14        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-05-01      | 4.5000%  | 4.5000% | $897959.00         | $775413.16         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-05-01      | 4.5000%  | 4.5000% | $2385624.00        | $2116484.44        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-05-01      | 4.5000%  | 4.5000% | $4217000.00        | $3597254.19        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-05-01      | 5.5000%  | 5.5000% | $2178724.00        | $1392187.83        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2038-01-01      | 2.5000%  | 2.5000% | $35345.00          | $27701.88          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-03-01      | 4.5000%  | 4.5000% | $127090.00         | $102489.29         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-03-01      | 5.5000%  | 5.5000% | $1000000.00        | $834820.96         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2043-04-01      | 6.5000%  | 6.5000% | $1032440.00        | $550691.83         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-04-01      | 4.5000%  | 4.5000% | $1385688.00        | $1058814.07        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-04-01      | 5.0000%  | 5.0000% | $320000.00         | $254792.41         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-03-01      | 7.0000%  | 7.0000% | $1046000.00        | $848839.86         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-09-01      | 5.5000%  | 5.5000% | $16082880.00       | $13761278.86       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-05-01      | 6.0000%  | 6.0000% | $50000000.00       | $39532915.12       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-05-01      | 7.0000%  | 7.0000% | $1037588.00        | $750160.00         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-05-01      | 4.5000%  | 4.5000% | $893850.00         | $754519.14         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-04-01      | 5.0000%  | 5.0000% | $50056256.00       | $45609278.35       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-07-01      | 6.0000%  | 6.0000% | $3614064.00        | $2716763.61        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-07-01      | 4.5000%  | 4.5000% | $248010.00         | $211426.77         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-07-01      | 4.5000%  | 4.5000% | $1420000.00        | $1253117.08        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-08-01      | 5.0000%  | 5.0000% | $52000000.00       | $46444826.15       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-08-01      | 5.5000%  | 5.5000% | $6000.00           | $5090.93           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-08-01      | 5.0000%  | 5.0000% | $2359276.00        | $2013854.99        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-08-01      | 6.5000%  | 6.5000% | $16720960.00       | $13296455.01       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-06-01      | 5.5000%  | 5.5000% | $1763838.00        | $1404535.17        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-10-01      | 6.0000%  | 6.0000% | $160000.00         | $135230.74         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-10-01      | 6.0000%  | 6.0000% | $700000.00         | $577243.79         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-11-01      | 6.5000%  | 6.5000% | $3253944.00        | $2888074.46        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-01-01      | 6.5000%  | 6.5000% | $21130000.00       | $17180592.32       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2043-12-01      | 7.0000%  | 7.0000% | $1245122.00        | $348755.83         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2039-07-01      | 6.5000%  | 6.5000% | $6582560.00        | $5321180.73        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-08-01      | 5.0000%  | 5.0000% | $58067776.00       | $54522605.75       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-03-01      | 5.5000%  | 5.5000% | $1848862.00        | $1611029.22        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2044-02-01      | 7.0000%  | 7.0000% | $1243914.00        | $979969.81         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-04-01      | 7.5000%  | 7.5000% | $7673080.00        | $4623927.14        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-05-01      | 5.0000%  | 5.0000% | $355000.00         | $314529.79         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-05-01      | 5.5000%  | 5.5000% | $57061312.00       | $51644189.91       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-06-01      | 5.5000%  | 5.5000% | $5540000.00        | $5338688.94        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-09-01      | 5.5000%  | 5.5000% | $143700.00         | $137522.79         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-09-01      | 6.5000%  | 6.5000% | $121863424.00      | $110125537.10      | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2044-09-01      | 6.5000%  | 6.5000% | $1002048.00        | $1031289.99        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2054-12-01      | 4.5000%  | 4.5000% | $286338.00         | $266484.09         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2051-02-01      | 3.5000%  | 3.5000% | $10800000.00       | $9444150.29        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-11-01      | 5.0000%  | 5.0000% | $206033408.00      | $208960318.59      | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-10-01      | 5.5000%  | 5.5000% | $25070912.00       | $25604754.56       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2050-07-01      | 3.0000%  | 3.0000% | $56006272.00       | $50913401.64       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-10-01      | 5.5000%  | 5.5000% | $29070520.00       | $29588295.18       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2028-09-01      | 2.5000%  | 2.5000% | $247000.00         | $21998.65          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2049-09-01      | 4.5000%  | 4.5000% | $2540000.00        | $503420.69         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2049-11-01      | 3.5000%  | 3.5000% | $17714784.00       | $3847764.86        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2035-03-01      | 2.5000%  | 2.5000% | $32000.00          | $9118.63           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2034-02-01      | 3.0000%  | 3.0000% | $44000.00          | $7743.35           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2035-10-01      | 2.5000%  | 2.5000% | $1000000.00        | $295976.50         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2051-02-01      | 2.5000%  | 2.5000% | $1000000.00        | $504955.21         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2050-12-01      | 5.0000%  | 5.0000% | $3712152.00        | $1282731.15        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2036-09-01      | 2.5000%  | 2.5000% | $106308.00         | $60432.68          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2049-01-01      | 4.0000%  | 4.0000% | $2800000.00        | $1668318.25        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-04-01      | 4.0000%  | 4.0000% | $32017.00          | $21275.36          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-03-01      | 3.0000%  | 3.0000% | $156510.00         | $117672.92         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-05-02      | 3.0000%  | 3.0000% | $600000.00         | $427854.82         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-06-01      | 4.5000%  | 4.5000% | $2400000.00        | $1538036.67        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-01-01      | 2.0000%  | 2.0000% | $1600000.00        | $1053282.92        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-01-01      | 2.5000%  | 2.5000% | $1030000.00        | $722583.22         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2036-07-01      | 3.0000%  | 3.0000% | $18000.00          | $10029.63          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-09-01      | 5.0000%  | 5.0000% | $70000.00          | $48872.75          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-03-01      | 2.5000%  | 2.5000% | $100000.00         | $68240.11          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-05-01      | 4.0000%  | 4.0000% | $4010000.00        | $2970056.24        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-05-01      | 3.0000%  | 3.0000% | $87750.00          | $64299.28          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-08-01      | 3.5000%  | 3.5000% | $45000.00          | $36081.71          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2051-09-01      | 3.5000%  | 3.5000% | $317173.00         | $190277.79         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2051-11-01      | 3.5000%  | 3.5000% | $6396072.00        | $3902024.31        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2051-11-01      | 3.0000%  | 3.0000% | $3567180.00        | $2242252.45        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2042-01-01      | 2.0000%  | 2.0000% | $7000000.00        | $4446869.24        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-01-01      | 3.0000%  | 3.0000% | $358000.00         | $255976.98         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-05-01      | 4.0000%  | 4.0000% | $264000.00         | $192599.23         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-01-01      | 3.0000%  | 3.0000% | $32267.00          | $22636.00          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2051-11-01      | 3.5000%  | 3.5000% | $1078018.00        | $581519.97         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2037-02-01      | 2.5000%  | 2.5000% | $820000.00         | $482433.31         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-03-01      | 3.5000%  | 3.5000% | $200000.00         | $133909.44         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-04-01      | 2.5000%  | 2.5000% | $28787.00          | $11908.57          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-04-01      | 3.5000%  | 3.5000% | $2788000.00        | $2027436.81        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-04-01      | 4.0000%  | 4.0000% | $2800000.00        | $2049751.14        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2042-04-01      | 2.0000%  | 2.0000% | $1429522.00        | $845194.65         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-04-01      | 2.5000%  | 2.5000% | $2000000.00        | $1359954.08        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2037-05-01      | 3.0000%  | 3.0000% | $110000.00         | $65821.98          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-04-01      | 3.5000%  | 3.5000% | $6955000.00        | $4836137.49        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2037-04-01      | 2.5000%  | 2.5000% | $35000.00          | $21621.86          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-08-01      | 4.0000%  | 4.0000% | $291135.00         | $222141.47         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-08-01      | 4.5000%  | 4.5000% | $5000000.00        | $3982720.89        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-08-01      | 4.5000%  | 4.5000% | $776544.00         | $609160.43         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-08-01      | 5.5000%  | 5.5000% | $1538000.00        | $1157243.52        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-08-01      | 5.5000%  | 5.5000% | $200000.00         | $137046.01         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-05-01      | 4.0000%  | 4.0000% | $382567.00         | $280002.15         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-05-01      | 4.0000%  | 4.0000% | $23000.00          | $16014.44          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-05-01      | 3.5000%  | 3.5000% | $495479.00         | $349954.19         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-06-01      | 4.0000%  | 4.0000% | $770000.00         | $558447.82         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-06-01      | 5.0000%  | 5.0000% | $200000.00         | $137330.40         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2037-06-01      | 4.0000%  | 4.0000% | $253157.00         | $149826.38         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-07-01      | 4.5000%  | 4.5000% | $3765000.00        | $2862654.25        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-07-01      | 4.5000%  | 4.5000% | $471169.00         | $373083.34         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-07-01      | 3.5000%  | 3.5000% | $6872656.00        | $4813133.02        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-07-01      | 4.0000%  | 4.0000% | $1317036.00        | $991896.47         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-07-01      | 4.5000%  | 4.5000% | $147651328.00      | $107976164.57      | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-07-01      | 5.0000%  | 5.0000% | $300000.00         | $220549.39         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-07-01      | 4.5000%  | 4.5000% | $635800.00         | $519318.51         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-08-01      | 4.5000%  | 4.5000% | $75038464.00       | $57254228.68       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-08-01      | 3.5000%  | 3.5000% | $500000.00         | $385294.80         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-12-01      | 5.5000%  | 5.5000% | $97244288.00       | $72631721.27       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-12-01      | 5.5000%  | 5.5000% | $203182848.00      | $167784443.96      | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2037-08-01      | 4.5000%  | 4.5000% | $465882.00         | $285331.43         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-09-01      | 5.0000%  | 5.0000% | $68840000.00       | $50007770.45       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-09-01      | 4.5000%  | 4.5000% | $5822710.00        | $4640822.10        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-09-01      | 3.5000%  | 3.5000% | $490000.00         | $370136.42         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-10-01      | 4.0000%  | 4.0000% | $6000000.00        | $4528787.56        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-10-01      | 5.5000%  | 5.5000% | $74213632.00       | $52659744.39       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-10-01      | 5.0000%  | 5.0000% | $26850000.00       | $20767895.88       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2037-10-01      | 4.5000%  | 4.5000% | $167889.00         | $89302.87          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-08-01      | 5.0000%  | 5.0000% | $205939.00         | $168367.62         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2042-11-01      | 6.0000%  | 6.0000% | $1661526.00        | $886983.54         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-11-01      | 4.5000%  | 4.5000% | $190000.00         | $150506.69         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-11-01      | 4.5000%  | 4.5000% | $592800.00         | $468625.04         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2037-11-01      | 4.0000%  | 4.0000% | $964768.00         | $636541.15         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-05-01      | 6.0000%  | 6.0000% | $400000.00         | $322112.68         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-05-01      | 4.0000%  | 4.0000% | $5255496.00        | $4303817.42        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-01-01      | 6.5000%  | 6.5000% | $10000000.00       | $7048506.21        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-01-01      | 6.0000%  | 6.0000% | $590000.00         | $485208.71         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2043-02-01      | 6.0000%  | 6.0000% | $1683598.00        | $1206465.08        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2043-01-01      | 6.0000%  | 6.0000% | $1419118.00        | $1005453.64        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-02-01      | 5.5000%  | 5.5000% | $2850000.00        | $2209404.47        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-02-01      | 4.0000%  | 4.0000% | $188000.00         | $157080.95         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-01-01      | 7.0000%  | 7.0000% | $2929316.00        | $1899602.34        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-02-01      | 5.5000%  | 5.5000% | $2874400.00        | $2562051.29        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-03-01      | 5.0000%  | 5.0000% | $71760384.00       | $56666425.53       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2055-08-01      | 6.5000%  | 6.5000% | $992536.00         | $1048020.21        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities       | 2055-06-01      | 5.5000%  | 5.5000% | $4301120.00        | $4374359.85        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2039-01-01      | 5.5000%  | 5.5000% | $417315000.00      | $3352872.39        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2040-07-01      | 4.0000%  | 4.0000% | $2240300.00        | $2134625.23        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2039-10-01      | 6.0000%  | 6.0000% | $74976.00          | $56704.74          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-11-01      | 4.0000%  | 4.0000% | $1262624.00        | $1097673.40        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-02-01      | 4.5000%  | 4.5000% | $918720.00         | $750185.18         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-01-01      | 4.5000%  | 4.5000% | $4316080.00        | $3575972.64        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2037-09-01      | 3.0000%  | 3.0000% | $38784448.00       | $25172319.36       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2042-08-01      | 2.5000%  | 2.5000% | $1000000.00        | $698386.06         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-08-01      | 4.0000%  | 4.0000% | $2600000.00        | $2016163.09        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2042-08-01      | 4.0000%  | 4.0000% | $8825000.00        | $6073113.75        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-06-01      | 3.0000%  | 3.0000% | $502160.00         | $369304.67         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2042-04-01      | 2.5000%  | 2.5000% | $122040.00         | $80853.51          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2051-06-01      | 3.0000%  | 3.0000% | $28000.00          | $14109.77          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2050-10-01      | 4.5000%  | 4.5000% | $21000.00          | $5429.16           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2050-11-01      | 2.0000%  | 2.0000% | $6000000.00        | $3257663.77        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2050-07-01      | 3.5000%  | 3.5000% | $56400.00          | $13483.92          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2050-01-01      | 3.0000%  | 3.0000% | $1000000.00        | $176847.66         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2051-10-01      | 2.0000%  | 2.0000% | $7500000.00        | $4930911.95        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2048-12-01      | 6.0000%  | 6.0000% | $561000.00         | $60410.75          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2030-12-01      | 2.5000%  | 2.5000% | $3000000.00        | $323889.84         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2046-07-01      | 3.0000%  | 3.0000% | $8155000.00        | $635479.73         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2031-05-01      | 2.5000%  | 2.5000% | $850000.00         | $33761.07          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2032-01-01      | 3.5000%  | 3.5000% | $915000.00         | $40985.77          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2040-05-01      | 5.5000%  | 5.5000% | $583458.00         | $18676.22          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2042-12-01      | 3.5000%  | 3.5000% | $200000.00         | $19473.23          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2038-02-01      | 5.6600%  | 5.6600% | $39714717.00       | $147218.25         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2037-12-01      | 3.5000%  | 3.5000% | $100000.00         | $27876.88          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2032-12-01      | 4.0000%  | 4.0000% | $210000.00         | $18317.56          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2055-11-01      | 6.5000%  | 6.5000% | $43396608.00       | $45628207.97       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2040-09-01      | 6.0000%  | 6.0000% | $19872384.00       | $20490075.16       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2040-03-01      | 6.0000%  | 6.0000% | $1083242.00        | $815196.71         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-10-01      | 3.0000%  | 3.0000% | $2745456.00        | $2201207.93        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2042-04-01      | 2.5000%  | 2.5000% | $187000.00         | $143146.77         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2052-11-01      | 4.5000%  | 4.5000% | $13976000.00       | $11906857.41       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-08-01      | 5.5000%  | 5.5000% | $800000.00         | $585343.24         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-11-01      | 6.0000%  | 6.0000% | $100000.00         | $84663.98          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2038-01-01      | 2.5000%  | 2.5000% | $4010664.00        | $2897615.44        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-02-01      | 4.0000%  | 4.0000% | $85000.00          | $67091.39          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities | 2053-05-01      | 6.5000%  | 6.5000% | $1036846.00        | $727850.10         | Agency Mortgage-Backed Securities |

### Security 129: J.P. MORGAN WEALTH MANAGEMENT

- **C.1 - Title:** J.P. MORGAN WEALTH MANAGEMENT
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BYM4H5HX3, C.3 - LEI: 984500653R409CC5AB28
- **C.18 - Value (incl. sponsor support):** $1495000000.00
- **C.18.a - Value (excl. sponsor support):** $1495000000.00
- **C.19 - Percentage of Net Assets:** 0.8900%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2026-02-27
- **C.12 - Maturity Date (WAL):** 2026-02-27
- **C.13 - Final Legal Maturity Date:** 2026-02-27
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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-Agency Collateralized Mortgage Obligation          | 2058-03-25      | 3.5000%  | 3.5000% | $8000000.00        | $6769248.00        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2034-05-17      | 7.7580%  | 7.7580% | $4785968.00        | $864758.65         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2035-01-16      | 2.0560%  | 2.0560% | $99942399.00       | $5412.75           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-04-16      | 2.4150%  | 2.4150% | $6190000.00        | $16173.86          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-03-16      | 0.3490%  | 0.3490% | $5760872.00        | $6061.76           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2041-04-20      | 1.2500%  | 1.2500% | $50000000.00       | $135484.17         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-10-16      | 0.2830%  | 0.2830% | $109549056.00      | $260683.18         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2044-12-20      | 1.8010%  | 1.8010% | $16131168.00       | $93754.81          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2046-08-20      | 1.9750%  | 1.9750% | $74114560.00       | $828276.00         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2060-11-16      | 0.6480%  | 0.6480% | $137614336.00      | $1160727.14        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2064-12-16      | 4.5000%  | 4.5000% | $20841240.00       | $18247068.33       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-07-20      | 1.0810%  | 1.0810% | $152733440.00      | $7389086.66        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-06-20      | 4.5000%  | 4.5000% | $18324416.00       | $18035915.10       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-06-20      | 4.5000%  | 4.5000% | $40913152.00       | $40253264.22       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-07-20      | 4.0000%  | 4.0000% | $49390592.00       | $48375440.07       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2049-03-20      | 4.5000%  | 4.5000% | $100000000.00      | $22010980.26       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2038-04-20      | 3.5000%  | 3.5000% | $22360416.00       | $123149.77         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-05-20      | 1.2500%  | 1.2500% | $12000000.00       | $4768086.43        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-09-20      | 2.2250%  | 2.2250% | $25000000.00       | $2500959.70        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-11-20      | 0.0000%  | 0.0000% | $60000000.00       | $326921.14         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2049-02-20      | 2.0250%  | 2.0250% | $54609408.00       | $4457478.21        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-01-20      | 4.8480%  | 4.8480% | $48469824.00       | $31402491.28       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-04-20      | 4.8780%  | 4.8780% | $26000000.00       | $20524294.28       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-05-20      | 5.0480%  | 5.0480% | $100000000.00      | $57854580.74       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-05-20      | 5.0980%  | 5.0980% | $100000000.00      | $40298626.07       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-01-20      | 5.2480%  | 5.2480% | $100000000.00      | $43743118.80       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-01-20      | 5.5000%  | 5.5000% | $7714700.00        | $4183923.56        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-05-20      | 0.0500%  | 0.0500% | $14287696.00       | $14304.38          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-06-20      | 5.3180%  | 5.3180% | $30000000.00       | $14936435.80       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-06-20      | 5.5000%  | 5.5000% | $10668608.00       | $7184548.75        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-02-20      | 0.1000%  | 0.1000% | $32633879.00       | $44179.80          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-01-20      | 5.3480%  | 5.3480% | $30000000.00       | $18317960.41       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-02-20      | 5.2500%  | 5.2500% | $3661328.00        | $3715883.61        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-02-20      | 5.6980%  | 5.6980% | $4001100.00        | $2891531.22        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-04-20      | 5.1480%  | 5.1480% | $65344000.00       | $61757879.50       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-11-20      | 2.4980%  | 2.4980% | $137500000.00      | $10512032.36       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-11-20      | 2.4980%  | 2.4980% | $120330000.00      | $9382749.13        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-11-20      | 4.0000%  | 4.0000% | $18750560.00       | $17419176.48       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-08-20      | 5.5000%  | 5.5000% | $2917628.00        | $2909175.63        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2065-09-20      | 4.7500%  | 4.7500% | $1338544.00        | $1333924.01        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-06-20      | 5.0000%  | 5.0000% | $38654208.00       | $38476785.18       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-11-20      | 5.0000%  | 5.0000% | $1000000.00        | $944159.00         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-11-20      | 1.3020%  | 1.3020% | $75041152.00       | $4582117.63        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-11-20      | 3.0160%  | 3.0160% | $153473024.00      | $16018327.72       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2037-01-20      | 4.5000%  | 4.5000% | $56744448.00       | $57767380.16       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2062-01-16      | 0.8750%  | 0.8750% | $17000000.00       | $493859.08         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2062-06-16      | 0.8840%  | 0.8840% | $8500000.00        | $303001.70         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2039-08-16      | 5.5000%  | 5.5000% | $8003232.00        | $23982.00          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2047-12-20      | 1.8010%  | 1.8010% | $15679616.00       | $299144.33         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2048-01-20      | 2.1250%  | 2.1250% | $24520704.00       | $772427.77         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2048-05-16      | 0.5660%  | 0.5660% | $58188096.00       | $701440.64         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2040-12-01      | 4.5000%  | 4.5000% | $2329872.00        | $2341237.11        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2031-05-04      | 0.6100%  | 0.6100% | $32500000.00       | $500493.10         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2042-04-25      | 3.5000%  | 3.5000% | $6900000.00        | $1571700.92        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2043-02-25      | 1.9630%  | 1.9630% | $16516512.00       | $489387.03         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2046-05-25      | 3.0000%  | 3.0000% | $4280000.00        | $3506963.51        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2026-02-25      | 2.7020%  | 2.7020% | $200000.00         | $58054.45          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2026-03-25      | 2.5760%  | 2.5760% | $125000.00         | $61299.35          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2026-09-25      | 2.4990%  | 2.4990% | $240000.00         | $119412.54         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2048-02-25      | 2.0130%  | 2.0130% | $47510144.00       | $1242670.99        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2041-01-25      | 0.3160%  | 0.3160% | $12314272.00       | $13761.56          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2049-03-25      | 1.8630%  | 1.8630% | $17306336.00       | $197035.33         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2049-10-25      | 1.8630%  | 1.8630% | $5921000.00        | $218611.36         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2028-07-25      | 0.1300%  | 0.1300% | $725000000.00      | $744900.31         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2050-12-25      | 5.5000%  | 5.5000% | $12000000.00       | $9177605.83        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2052-11-25      | 4.5000%  | 4.5000% | $14550400.00       | $14468748.83       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2041-05-15      | 3.0000%  | 3.0000% | $560125.00         | $17426.05          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2042-08-15      | 2.0000%  | 2.0000% | $1010000.00        | $833137.89         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2042-08-15      | 3.5000%  | 3.5000% | $2692068.00        | $364874.30         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2044-05-15      | 3.0000%  | 3.0000% | $4020000.00        | $2169850.47        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2047-02-15      | 3.0000%  | 3.0000% | $65240000.00       | $17503412.19       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2043-02-25      | 0.2890%  | 0.2890% | $9983856.00        | $28933.39          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2049-04-25      | 2.8760%  | 2.8760% | $14600000.00       | $1828480.36        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2047-05-25      | 3.0000%  | 3.0000% | $6500000.00        | $3528700.17        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2052-08-25      | 1.1280%  | 1.1280% | $73500000.00       | $3454695.22        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2047-10-25      | 5.5000%  | 5.5000% | $3229000.00        | $1946025.21        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2032-01-25      | 3.7790%  | 3.7790% | $29000.00          | $8224.92           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2055-01-25      | 4.8400%  | 4.8400% | $7217320.00        | $1915124.29        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-04-25      | 0.1250%  | 0.1250% | $131900.00         | $79716.62          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-12-25      | 1.7780%  | 1.7780% | $293750000.00      | $12852638.08       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2050-03-25      | 4.0000%  | 4.0000% | $1749600.00        | $1690021.40        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2053-12-25      | 4.0000%  | 4.0000% | $69688960.00       | $68586759.40       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2055-11-25      | 0.5960%  | 0.5960% | $180000000.00      | $6250082.09        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2037-01-25      | 4.0000%  | 4.0000% | $6998820.00        | $7037110.54        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-12-25      | 4.0000%  | 4.0000% | $12542900.00       | $11207658.12       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2033-08-15      | 5.1430%  | 5.1430% | $16586060.00       | $4368289.57        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2040-01-15      | 5.0000%  | 5.0000% | $7000000.00        | $1085793.43        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Debentures and Agency Strips          | 2052-04-01      | 3.0000%  | 3.0000% | $100299.00         | $11644.04          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-11-01      | 5.5000%  | 5.5000% | $40662880.00       | $41392539.08       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-11-01      | 5.5000%  | 5.5000% | $678733600.00      | $690578858.78      | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2040-11-01      | 6.0000%  | 6.0000% | $11355792.00       | $11818972.04       | Agency Collateralized Mortgage Obligation |

### Security 130: J.P. MORGAN WEALTH MANAGEMENT

- **C.1 - Title:** J.P. MORGAN WEALTH MANAGEMENT
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BYM4H5GL0, C.3 - LEI: 984500653R409CC5AB28
- **C.18 - Value (incl. sponsor support):** $352000000.00
- **C.18.a - Value (excl. sponsor support):** $352000000.00
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2025-12-05
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                                                        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2045-07-25      | 3.0000%  | 3.0000% | $8448000.00        | $2312745.56        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-12-25      | 5.4210%  | 5.4210% | $25000000.00       | $19655595.94       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2051-04-25      | 5.0000%  | 5.0000% | $20888384.00       | $18245777.36       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2050-10-25      | 5.0000%  | 5.0000% | $8389680.00        | $6631210.87        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-07-25      | 5.1710%  | 5.1710% | $4795000.00        | $4611860.93        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2052-08-25      | 4.8820%  | 4.8820% | $1245970.00        | $1246604.07        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2042-02-15      | 2.2430%  | 2.2430% | $105159424.00      | $1073541.04        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2043-02-15      | 2.5000%  | 2.5000% | $1000000.00        | $867251.00         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2045-01-15      | 2.2500%  | 2.2500% | $32366000.00       | $1589083.41        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2047-07-15      | 3.5000%  | 3.5000% | $2300000.00        | $237637.28         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2047-08-15      | 3.5000%  | 3.5000% | $1700000.00        | $142254.81         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2048-02-15      | 3.5000%  | 3.5000% | $699894.00         | $542958.21         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2055-11-25      | 5.0510%  | 5.0510% | $4000000.00        | $4022279.95        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2055-11-25      | 4.5000%  | 4.5000% | $33383500.00       | $32830736.00       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2037-06-25      | 4.5260%  | 4.5260% | $207400704.00      | $5476941.93        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2036-09-15      | 5.5000%  | 5.5000% | $3902000.00        | $723658.77         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2041-03-25      | 4.0000%  | 4.0000% | $971410.00         | $209148.49         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2040-06-25      | 5.0000%  | 5.0000% | $465000.00         | $461738.84         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Debentures and Agency Strips          | 2050-09-01      | 2.5000%  | 2.5000% | $146862.00         | $16288.58          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-09-01      | 6.0000%  | 6.0000% | $214246912.00      | $218755434.57      | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2046-08-20      | 3.0000%  | 3.0000% | $3200000.00        | $2812345.60        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-08-20      | 5.0000%  | 5.0000% | $3958000.00        | $3913495.57        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-02-20      | 0.0000%  | 0.0000% | $49995746.00       | $20589.08          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-01-20      | 5.5000%  | 5.5000% | $4285200.00        | $2323998.24        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2064-02-20      | 1.8010%  | 1.8010% | $74999998.00       | $957455.57         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2048-01-20      | 3.0000%  | 3.0000% | $3082072.00        | $2751611.93        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-11-20      | 5.1300%  | 5.1300% | $28699040.00       | $28952027.01       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-05-20      | 5.0000%  | 5.0000% | $5849440.00        | $5906805.45        | Agency Collateralized Mortgage Obligation |

### Security 131: J.P. MORGAN WEALTH MANAGEMENT

- **C.1 - Title:** J.P. MORGAN WEALTH MANAGEMENT
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BYM6J74Q1, C.3 - LEI: 984500653R409CC5AB28
- **C.18 - Value (incl. sponsor support):** $2145000000.00
- **C.18.a - Value (excl. sponsor support):** $2145000000.00
- **C.19 - Percentage of Net Assets:** 1.2700%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| United States Treasury-U.S. Treasuries (including strips) | 2027-11-15      | 2.2500%  | 2.2500% | $351244000.00      | $343199813.79      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-05-15      | 2.8750%  | 2.8750% | $347912000.00      | $343198299.85      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-08-15      | 1.6250%  | 1.6250% | $365241200.00      | $343199824.54      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-11-30      | 0.6250%  | 0.6250% | $1247600.00        | $1182631.03        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2034-05-15      | 4.3750%  | 4.3750% | $331356800.00      | $343198210.54      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-12-31      | 4.2500%  | 4.2500% | $335144800.00      | $343199622.76      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-06-30      | 3.7500%  | 3.7500% | $40230400.00       | $40973424.44       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2035-08-15      | 4.2500%  | 4.2500% | $332611200.00      | $343199331.63      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-02-15      | 0.0000%  | 0.0000% | $97045692.71       | $86548842.41       | U.S. Treasuries (including strips) |

### Security 132: J.P. MORGAN WEALTH MANAGEMENT

- **C.1 - Title:** J.P. MORGAN WEALTH MANAGEMENT
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BYM6FAZ19, C.3 - LEI: 984500653R409CC5AB28
- **C.18 - Value (incl. sponsor support):** $2200000000.00
- **C.18.a - Value (excl. sponsor support):** $2200000000.00
- **C.19 - Percentage of Net Assets:** 1.3100%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2026-02-03
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| United States Treasury-U.S. Treasuries (including strips) | 2027-02-15      | 0.0000%  | 0.0000% | $920600.00         | $883870.82         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-11-15      | 5.2500%  | 5.2500% | $3574400.00        | $3754064.92        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2037-02-15      | 4.7500%  | 4.7500% | $5890700.00        | $6329545.30        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-01-15      | 2.5000%  | 2.5000% | $222268400.00      | $351999826.22      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2042-05-15      | 3.0000%  | 3.0000% | $7416100.00        | $6092039.50        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-05-31      | 0.5000%  | 0.5000% | $367300800.00      | $351999297.55      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-06-30      | 1.2500%  | 1.2500% | $90065200.00       | $85576267.21       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2033-02-15      | 3.5000%  | 3.5000% | $307455000.00      | $304602252.04      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-07-31      | 4.1250%  | 4.1250% | $23210100.00       | $23892525.37       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-12-31      | 4.3750%  | 4.3750% | $165084800.00      | $173101114.22      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2032-06-30      | 4.0000%  | 4.0000% | $341379200.00      | $351999863.13      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-05-15      | 0.0000%  | 0.0000% | $357964181.05      | $351991906.65      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-08-15      | 0.0000%  | 0.0000% | $155175321.59      | $151284145.23      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-05-15      | 0.0000%  | 0.0000% | $91148032.00       | $80493282.79       | U.S. Treasuries (including strips) |

### Security 133: MIZUHO SECURITIES USA

- **C.1 - Title:** MIZUHO SECURITIES USA
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BYM6J74Y4, C.3 - LEI: 7TK5RJIZDFROZCA6XF66
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.5900%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| United States Treasury-U.S. Treasuries (including strips) | 2031-03-31      | 4.1250%  | 4.1250% | $155166600.00      | $159999904.03      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-04-30      | 4.6250%  | 4.6250% | $753000.00         | $782726.44         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-06-30      | 4.2500%  | 4.2500% | $105102000.00      | $110182510.72      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-06-30      | 4.2500%  | 4.2500% | $153525900.00      | $159999911.98      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-07-15      | 4.3750%  | 4.3750% | $17095800.00       | $17598561.46       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2034-08-15      | 3.8750%  | 3.8750% | $158623700.00      | $159999980.42      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-10-31      | 4.1250%  | 4.1250% | $738500.00         | $743876.72         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2034-11-15      | 4.2500%  | 4.2500% | $155971800.00      | $159999965.62      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-11-30      | 4.1250%  | 4.1250% | $2953200.00        | $3077941.95        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2032-03-31      | 4.1250%  | 4.1250% | $34863000.00       | $35914681.66       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-07-31      | 3.8750%  | 3.8750% | $100000100.00      | $102576689.53      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2032-08-31      | 3.8750%  | 3.8750% | $107263700.00      | $109123323.65      | U.S. Treasuries (including strips) |

### Security 134: NOMURA SECURITIES INTERNATIONAL INC

- **C.1 - Title:** NOMURA SECURITIES INTERNATIONAL INC
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BYM6J72Q3, C.3 - LEI: OXTKY6Q8X53C9ILVV871
- **C.18 - Value (incl. sponsor support):** $4750000000.00
- **C.18.a - Value (excl. sponsor support):** $4750000000.00
- **C.19 - Percentage of Net Assets:** 2.8200%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                                                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-03-01      | 5.0000%  | 5.0000% | $1003610.00        | $904143.43         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-03-01      | 4.5000%  | 4.5000% | $1135900.00        | $1093329.18        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-04-01      | 5.5000%  | 5.5000% | $2256051.00        | $2121512.04        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-05-01      | 6.5000%  | 6.5000% | $9705009.00        | $8412985.50        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-05-01      | 5.5000%  | 5.5000% | $5873896.00        | $5714326.10        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-05-01      | 6.5000%  | 6.5000% | $2369251.00        | $2292650.10        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-05-01      | 5.5000%  | 5.5000% | $4066750.00        | $3969222.77        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2040-11-01      | 4.0000%  | 4.0000% | $1337864.00        | $1324565.63        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2040-06-01      | 5.0000%  | 5.0000% | $317367.00         | $304766.55         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2040-10-01      | 4.0000%  | 4.0000% | $519300.00         | $510861.20         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2043-08-25      | 3.5000%  | 3.5000% | $700000.00         | $486807.22         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2028-04-01      | 3.5440%  | 3.5440% | $2992700.00        | $2865545.21        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-12-01      | 5.5000%  | 5.5000% | $97183.00          | $87671.07          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-02-01      | 5.5000%  | 5.5000% | $554720.00         | $519372.69         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2046-10-01      | 3.5000%  | 3.5000% | $38090012.00       | $9824670.69        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-10-01      | 5.5000%  | 5.5000% | $9619789.00        | $8947068.35        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-11-01      | 5.5000%  | 5.5000% | $2089800.00        | $1894524.17        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-04-01      | 5.5000%  | 5.5000% | $1748800.00        | $1753022.73        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-02-01      | 6.0000%  | 6.0000% | $4720800.00        | $4278232.73        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-02-01      | 6.0000%  | 6.0000% | $1053000.00        | $954123.29         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-04-01      | 5.5000%  | 5.5000% | $1384100.00        | $1245553.66        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-07-01      | 5.5000%  | 5.5000% | $1017175.00        | $981418.38         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-06-01      | 6.0000%  | 6.0000% | $1042700.00        | $982081.37         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-05-01      | 5.5000%  | 5.5000% | $170100.00         | $169709.92         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-06-01      | 4.5000%  | 4.5000% | $1941796.00        | $1803546.46        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-08-01      | 6.5000%  | 6.5000% | $2001365.00        | $1945545.55        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-08-01      | 5.5000%  | 5.5000% | $1072800.00        | $1050559.73        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-08-01      | 5.5000%  | 5.5000% | $9384100.00        | $9024008.90        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-07-01      | 6.5000%  | 6.5000% | $4670813.00        | $4516826.38        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-08-01      | 5.0000%  | 5.0000% | $782393.00         | $749856.57         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-09-01      | 6.0000%  | 6.0000% | $2993897.00        | $2900715.50        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-09-01      | 6.5000%  | 6.5000% | $47147619.00       | $43192607.24       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-09-01      | 5.5000%  | 5.5000% | $2104336.00        | $2028448.16        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-09-01      | 5.5000%  | 5.5000% | $12305080.00       | $11345020.87       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-11-01      | 6.0000%  | 6.0000% | $1320600.00        | $1194470.51        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-11-01      | 5.0000%  | 5.0000% | $6368300.00        | $5924239.22        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-11-01      | 6.0000%  | 6.0000% | $1012231.00        | $961544.27         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-11-01      | 6.0000%  | 6.0000% | $2391940.00        | $2238375.93        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-10-01      | 5.5000%  | 5.5000% | $2404900.00        | $2237419.77        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-01-01      | 5.5000%  | 5.5000% | $2355091.00        | $2266026.87        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-12-01      | 5.5000%  | 5.5000% | $1341200.00        | $1355492.31        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-01-01      | 6.0000%  | 6.0000% | $3020006.00        | $2901046.67        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-02-01      | 5.5000%  | 5.5000% | $5716500.00        | $5555759.28        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-02-01      | 6.0000%  | 6.0000% | $3834985.00        | $3674588.45        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-02-01      | 6.0000%  | 6.0000% | $3662880.00        | $3496671.79        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-01-01      | 5.5000%  | 5.5000% | $1118402.00        | $1034728.29        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-03-01      | 5.5000%  | 5.5000% | $2744133.00        | $2569894.93        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-03-01      | 6.5000%  | 6.5000% | $2078700.00        | $1966336.64        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-04-01      | 5.5000%  | 5.5000% | $15028246.00       | $14734812.84       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-04-01      | 5.5000%  | 5.5000% | $2656952.00        | $2587251.69        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-04-01      | 5.5000%  | 5.5000% | $18170200.00       | $17458436.83       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-03-01      | 5.5000%  | 5.5000% | $2830000.00        | $2829050.06        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-04-01      | 5.5000%  | 5.5000% | $5438580.00        | $5228704.59        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-04-01      | 5.5000%  | 5.5000% | $4066568.00        | $4054679.12        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-04-01      | 6.0000%  | 6.0000% | $3354875.00        | $3099943.86        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-08-01      | 6.0000%  | 6.0000% | $6835888.00        | $6578212.34        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-05-01      | 6.0000%  | 6.0000% | $4565366.00        | $4398399.33        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-07-01      | 5.5000%  | 5.5000% | $2846600.00        | $2811225.42        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-05-01      | 5.0000%  | 5.0000% | $2360687.00        | $2267694.76        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-05-01      | 5.0000%  | 5.0000% | $2322534.00        | $2246166.52        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-04-01      | 5.5000%  | 5.5000% | $2984100.00        | $2693079.22        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-04-01      | 6.0000%  | 6.0000% | $1096582.00        | $1002841.66        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-05-01      | 5.5000%  | 5.5000% | $1650100.00        | $1579340.38        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-06-01      | 5.0000%  | 5.0000% | $1368169.00        | $1367942.97        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2043-07-01      | 2.5000%  | 2.5000% | $100463.00         | $38248.24          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2046-10-01      | 3.5000%  | 3.5000% | $72356.00          | $16538.20          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2044-05-01      | 3.5000%  | 3.5000% | $4872786.00        | $912189.56         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2035-06-01      | 2.0000%  | 2.0000% | $98000.00          | $37183.78          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2042-05-01      | 3.0000%  | 3.0000% | $10192000.00       | $9539080.09        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2047-07-01      | 4.0000%  | 4.0000% | $518680.00         | $197806.97         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-09-01      | 2.5000%  | 2.5000% | $7100500.00        | $4959013.13        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-10-01      | 5.5000%  | 5.5000% | $495000.00         | $445897.34         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-01-01      | 6.0000%  | 6.0000% | $59200.00          | $40565.11          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-08-01      | 5.0000%  | 5.0000% | $1982327.00        | $1787182.73        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-05-01      | 6.0000%  | 6.0000% | $1000000.00        | $932226.38         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-12-01      | 5.5000%  | 5.5000% | $16624400.00       | $16093490.72       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-12-01      | 5.0000%  | 5.0000% | $8650800.00        | $7777463.45        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2048-12-01      | 3.5000%  | 3.5000% | $12300000.00       | $9827179.95        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-06-01      | 5.5000%  | 5.5000% | $626800.00         | $563410.03         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-05-01      | 6.0000%  | 6.0000% | $795600.00         | $749835.62         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-07-01      | 5.5000%  | 5.5000% | $80000.00          | $75857.41          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2050-03-01      | 3.5000%  | 3.5000% | $33286004.00       | $28391587.45       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-11-01      | 5.0000%  | 5.0000% | $193800.00         | $181792.13         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-10-01      | 6.0000%  | 6.0000% | $246439.00         | $241917.39         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-11-01      | 4.5000%  | 4.5000% | $3036700.00        | $2788968.01        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2050-08-01      | 2.5000%  | 2.5000% | $1114000.00        | $426357.29         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-10-01      | 5.0000%  | 5.0000% | $8936078.00        | $8455209.43        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-02-01      | 4.5000%  | 4.5000% | $230000.00         | $211074.70         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-01-01      | 5.5000%  | 5.5000% | $49040000.00       | $46876720.62       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-08-01      | 5.0000%  | 5.0000% | $30000.00          | $27475.73          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-10-01      | 4.0000%  | 4.0000% | $2000000.00        | $1801226.06        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-11-01      | 5.0000%  | 5.0000% | $904000.00         | $837456.63         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-11-01      | 5.5000%  | 5.5000% | $1003496.00        | $905494.12         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-01-01      | 4.5000%  | 4.5000% | $2930000.00        | $2726259.18        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-12-01      | 5.0000%  | 5.0000% | $608038.00         | $565955.14         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-12-01      | 5.0000%  | 5.0000% | $784008.00         | $729746.10         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-12-01      | 5.5000%  | 5.5000% | $740000.00         | $670365.62         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-04-01      | 5.5000%  | 5.5000% | $16600.00          | $15621.14          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-05-01      | 5.0000%  | 5.0000% | $1100000.00        | $1066252.48        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2045-11-01      | 3.5000%  | 3.5000% | $1064901.00        | $69822.43          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2047-08-01      | 4.0000%  | 4.0000% | $30661600.00       | $11557483.78       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2050-02-01      | 4.0000%  | 4.0000% | $2640915.00        | $476441.47         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2050-06-01      | 2.5000%  | 2.5000% | $667300.00         | $264237.43         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-04-01      | 4.5000%  | 4.5000% | $237650.00         | $224581.63         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-12-01      | 6.0000%  | 6.0000% | $2099593.00        | $1363551.50        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-02-01      | 5.5000%  | 5.5000% | $10325971.00       | $9546490.40        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-06-01      | 4.5000%  | 4.5000% | $1206600.00        | $1150914.95        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-06-01      | 5.5000%  | 5.5000% | $500000.00         | $493367.10         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-08-01      | 6.0000%  | 6.0000% | $1004496.00        | $909144.88         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-09-01      | 5.5000%  | 5.5000% | $97819.00          | $95196.02          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-08-01      | 6.0000%  | 6.0000% | $1176000.00        | $1157920.15        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-10-01      | 5.0000%  | 5.0000% | $577316.00         | $548501.12         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-09-01      | 5.5000%  | 5.5000% | $3744208.00        | $3743114.62        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-09-01      | 4.5000%  | 4.5000% | $1047171.00        | $1012707.85        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-10-01      | 5.5000%  | 5.5000% | $10224800.00       | $9741547.02        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-10-01      | 7.0000%  | 7.0000% | $18900.00          | $17192.47          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-11-01      | 6.0000%  | 6.0000% | $3203156.00        | $3040676.37        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-11-01      | 5.0000%  | 5.0000% | $11134128.00       | $10613103.45       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2051-05-01      | 4.0000%  | 4.0000% | $395000.00         | $153781.25         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-06-01      | 6.0000%  | 6.0000% | $1891207.00        | $1743017.14        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2045-02-01      | 4.5000%  | 4.5000% | $2779125.00        | $2588563.22        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2045-05-01      | 5.0000%  | 5.0000% | $570903.00         | $547105.32         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2045-05-01      | 5.5000%  | 5.5000% | $3076100.00        | $2777913.21        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2045-06-01      | 5.0000%  | 5.0000% | $4186378.00        | $3925253.97        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2045-09-01      | 5.5000%  | 5.5000% | $5227500.00        | $5122569.09        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2030-12-01      | 1.5000%  | 1.5000% | $22262397.00       | $6898213.14        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2035-09-01      | 5.5000%  | 5.5000% | $1011859.00        | $968733.22         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-01-01      | 6.5000%  | 6.5000% | $18931103.00       | $7701203.68        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-06-01      | 6.0000%  | 6.0000% | $1405000.00        | $1274077.92        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-07-01      | 5.5000%  | 5.5000% | $3805111.00        | $3571545.92        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-07-01      | 5.5000%  | 5.5000% | $77827700.00       | $74683202.68       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-01-01      | 5.5000%  | 5.5000% | $14371111.00       | $13948488.52       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-01-01      | 6.0000%  | 6.0000% | $538300.00         | $522479.03         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-08-01      | 6.0000%  | 6.0000% | $11120977.00       | $10580453.84       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-09-01      | 5.5000%  | 5.5000% | $32346724.00       | $30777078.87       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-09-01      | 5.5000%  | 5.5000% | $2754968.00        | $2719796.01        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-10-01      | 6.0000%  | 6.0000% | $19298600.00       | $18574280.04       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-11-01      | 5.5000%  | 5.5000% | $25908400.00       | $24789771.79       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-11-01      | 5.5000%  | 5.5000% | $143277824.00      | $139349524.25      | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-11-01      | 5.5000%  | 5.5000% | $2047000.00        | $1942251.70        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-11-01      | 6.0000%  | 6.0000% | $2074200.00        | $2056666.40        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-12-01      | 4.5000%  | 4.5000% | $332456.00         | $316545.18         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-12-01      | 5.5000%  | 5.5000% | $66108100.00       | $63209659.86       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-01-01      | 6.0000%  | 6.0000% | $15203579.00       | $14391879.06       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-01-01      | 4.5000%  | 4.5000% | $1995000.00        | $1907473.05        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-01-01      | 5.5000%  | 5.5000% | $11898200.00       | $11700896.76       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-02-01      | 6.0000%  | 6.0000% | $1242924.00        | $1083438.45        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-02-01      | 5.0000%  | 5.0000% | $75592013.00       | $71556211.97       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-03-01      | 5.0000%  | 5.0000% | $22659792.00       | $21551192.89       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-01-01      | 5.5000%  | 5.5000% | $13897401.00       | $13187680.65       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-01-01      | 6.0000%  | 6.0000% | $38712403.00       | $35750869.08       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-02-01      | 5.5000%  | 5.5000% | $2480771.00        | $2417682.67        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-02-01      | 5.0000%  | 5.0000% | $20000.00          | $18832.04          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-12-01      | 6.0000%  | 6.0000% | $30447700.00       | $29266686.66       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2049-12-01      | 3.5000%  | 3.5000% | $9344930.00        | $8401580.63        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-10-01      | 6.0000%  | 6.0000% | $27222944.00       | $26363044.80       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2049-05-01      | 4.0000%  | 4.0000% | $7632529.00        | $6918026.91        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-03-01      | 5.0000%  | 5.0000% | $40920960.00       | $40419229.35       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-07-01      | 5.5000%  | 5.5000% | $4977001.00        | $4796763.04        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-03-01      | 3.0000%  | 3.0000% | $1075628.00        | $924554.83         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-04-01      | 5.0000%  | 5.0000% | $8242008.00        | $7992760.31        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-05-01      | 5.0000%  | 5.0000% | $602048.00         | $587862.71         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-09-01      | 6.5000%  | 6.5000% | $142445568.00      | $138079291.23      | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2049-07-01      | 6.0000%  | 6.0000% | $4120085.00        | $3916324.22        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-05-01      | 6.5000%  | 6.5000% | $23220971.00       | $22275337.72       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-06-01      | 6.0000%  | 6.0000% | $24665250.00       | $23959596.66       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-06-01      | 6.0000%  | 6.0000% | $2188480.00        | $2175865.90        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-06-01      | 5.5000%  | 5.5000% | $29362781.00       | $28214296.96       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-07-01      | 5.0000%  | 5.0000% | $3515884.00        | $3456134.58        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-08-01      | 5.5000%  | 5.5000% | $232773500.00      | $234346065.33      | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-07-01      | 5.5000%  | 5.5000% | $108001100.00      | $108029793.31      | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-10-01      | 6.0000%  | 6.0000% | $33220923.00       | $32559849.62       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-04-01      | 6.0000%  | 6.0000% | $22290816.00       | $22171663.28       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2048-11-01      | 3.5000%  | 3.5000% | $11946616.00       | $11072828.55       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-08-01      | 4.0000%  | 4.0000% | $18149624.00       | $16952765.19       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2048-01-01      | 4.0000%  | 4.0000% | $1730685.00        | $1629000.33        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-12-01      | 4.0000%  | 4.0000% | $35749098.00       | $33353014.70       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2044-02-01      | 3.5000%  | 3.5000% | $4665489.00        | $4404660.17        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2049-08-01      | 4.5000%  | 4.5000% | $90000.00          | $34355.80          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2047-12-01      | 5.0000%  | 5.0000% | $1198000.00        | $818124.33         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-10-01      | 4.0000%  | 4.0000% | $164000.00         | $140088.14         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-07-01      | 5.5000%  | 5.5000% | $24122316.00       | $23326051.19       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-07-01      | 6.0000%  | 6.0000% | $2650000.00        | $2501466.79        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-08-25      | 3.0000%  | 3.0000% | $515600.00         | $343491.05         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-01-25      | 6.5000%  | 6.5000% | $156200.00         | $149696.86         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-05-01      | 6.0000%  | 6.0000% | $53822000.00       | $52476109.65       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2040-05-01      | 6.5000%  | 6.5000% | $55100.00          | $52292.39          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-07-01      | 5.0000%  | 5.0000% | $13064219.00       | $13105358.33       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-11-01      | 5.0000%  | 5.0000% | $55478100.00       | $55923494.47       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-02-01      | 6.0000%  | 6.0000% | $4371400.00        | $4165573.70        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-02-01      | 6.0000%  | 6.0000% | $4057410.00        | $3875276.39        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-01-01      | 6.5000%  | 6.5000% | $1095900.00        | $1015845.10        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-05-01      | 5.5000%  | 5.5000% | $1647100.00        | $1587929.51        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-05-01      | 5.5000%  | 5.5000% | $8401504.00        | $8136607.46        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-08-01      | 5.0000%  | 5.0000% | $29700.00          | $29774.48          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-06-01      | 5.5000%  | 5.5000% | $10617780.00       | $10281097.63       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-06-01      | 5.0000%  | 5.0000% | $1025635.00        | $1025451.34        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-08-01      | 5.5000%  | 5.5000% | $9718200.00        | $9242510.82        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-08-01      | 5.0000%  | 5.0000% | $1696945.00        | $1701590.41        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-08-01      | 5.5000%  | 5.5000% | $18495735.00       | $18090283.70       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-08-01      | 5.5000%  | 5.5000% | $15488926.00       | $14928716.16       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-08-01      | 5.5000%  | 5.5000% | $6761945.00        | $6670507.08        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-08-01      | 6.0000%  | 6.0000% | $4256984.00        | $4162493.96        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-08-01      | 5.5000%  | 5.5000% | $29506295.00       | $27054041.17       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-08-01      | 6.0000%  | 6.0000% | $4202008.00        | $3998512.90        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-09-01      | 6.5000%  | 6.5000% | $1140750.00        | $1034363.42        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-09-01      | 5.0000%  | 5.0000% | $20428800.00       | $20449172.82       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-09-01      | 6.0000%  | 6.0000% | $4418900.00        | $4372383.88        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-09-01      | 4.0000%  | 4.0000% | $984900.00         | $947342.93         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2040-11-01      | 4.0000%  | 4.0000% | $461200.00         | $456715.29         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-10-01      | 5.5000%  | 5.5000% | $9844945.00        | $9518727.27        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-11-01      | 5.0000%  | 5.0000% | $1207678.00        | $1215240.47        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2058-05-01      | 5.5000%  | 5.5000% | $450000.00         | $182337.32         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2058-05-01      | 6.0000%  | 6.0000% | $6186800.00        | $2358094.46        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2060-09-01      | 2.5000%  | 2.5000% | $59954321.00       | $23371854.07       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2050-12-01      | 3.0000%  | 3.0000% | $1190400.00        | $476423.04         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2062-02-01      | 3.5000%  | 3.5000% | $5811100.00        | $4408416.88        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2048-02-01      | 4.5000%  | 4.5000% | $28650.00          | $11242.90          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2026-03-01      | 3.5600%  | 3.5600% | $1464800.00        | $1462046.17        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2050-03-01      | 6.4290%  | 6.4290% | $32479800.00       | $31833210.23       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2049-06-01      | 5.5000%  | 5.5000% | $1004900.00        | $343171.61         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2050-02-01      | 4.5000%  | 4.5000% | $13304500.00       | $4942395.88        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2028-05-01      | 1.4090%  | 1.4090% | $2487500.00        | $2305949.95        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-01-01      | 5.0000%  | 5.0000% | $9048068.00        | $8522557.09        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2040-02-01      | 4.5000%  | 4.5000% | $268800.00         | $257020.99         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-01-01      | 5.0000%  | 5.0000% | $2756030.00        | $2752731.98        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2037-04-01      | 2.5000%  | 2.5000% | $59400.00          | $39452.13          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-10-01      | 4.0000%  | 4.0000% | $2904047.00        | $2780270.70        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-04-01      | 6.0000%  | 6.0000% | $1330534.00        | $1330140.49        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-08-01      | 6.0000%  | 6.0000% | $1632983.00        | $1610696.08        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-06-01      | 5.5000%  | 5.5000% | $1568800.00        | $1491976.34        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-12-01      | 5.5000%  | 5.5000% | $1696400.00        | $1556961.70        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-12-01      | 6.0000%  | 6.0000% | $2374300.00        | $2136726.13        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-07-01      | 5.0000%  | 5.0000% | $4875000.00        | $4583873.60        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-07-01      | 6.0000%  | 6.0000% | $3459900.00        | $2594186.03        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-06-01      | 6.0000%  | 6.0000% | $5564246.00        | $5233479.45        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-03-01      | 6.0000%  | 6.0000% | $3061900.00        | $2969121.54        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2032-11-01      | 4.2140%  | 4.2140% | $40382000.00       | $40566757.74       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2049-11-01      | 3.0000%  | 3.0000% | $1375000.00        | $530980.25         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-10-01      | 2.5000%  | 2.5000% | $41772.00          | $26415.28          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-01-01      | 3.0000%  | 3.0000% | $1043000.00        | $719189.30         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-07-01      | 5.0000%  | 5.0000% | $643100.00         | $579574.39         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2047-07-01      | 4.5000%  | 4.5000% | $1042493.00        | $962291.89         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-08-01      | 3.5000%  | 3.5000% | $1398000.00        | $1077284.27        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-08-01      | 6.0000%  | 6.0000% | $3238800.00        | $2924812.12        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-06-01      | 5.0000%  | 5.0000% | $1655300.00        | $1614690.07        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-02-01      | 5.5000%  | 5.5000% | $290300.00         | $262042.39         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-02-01      | 5.5000%  | 5.5000% | $2288400.00        | $2205604.89        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-10-01      | 6.0000%  | 6.0000% | $6222273.00        | $5887258.75        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-12-01      | 6.5000%  | 6.5000% | $4388206.00        | $4046591.70        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-01-01      | 7.0000%  | 7.0000% | $2963900.00        | $2715802.99        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-08-01      | 5.0000%  | 5.0000% | $25253248.00       | $23947790.82       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-03-01      | 6.0000%  | 6.0000% | $37653601.00       | $32153597.29       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-03-01      | 5.5000%  | 5.5000% | $3367274.00        | $3291483.16        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-04-01      | 5.5000%  | 5.5000% | $26800.00          | $23390.01          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-04-01      | 7.0000%  | 7.0000% | $2090939.00        | $2069116.98        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-03-01      | 6.0000%  | 6.0000% | $32171000.00       | $30841077.46       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-07-01      | 6.5000%  | 6.5000% | $36488896.00       | $33928284.07       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-08-01      | 6.0000%  | 6.0000% | $22039300.00       | $21993791.14       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-06-01      | 6.0000%  | 6.0000% | $31627800.00       | $30497389.96       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-09-01      | 5.0000%  | 5.0000% | $32098663.00       | $31832461.30       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-01-01      | 4.0000%  | 4.0000% | $34350725.00       | $32888823.89       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-03-01      | 5.5000%  | 5.5000% | $38498408.00       | $37119843.35       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2048-12-01      | 3.5000%  | 3.5000% | $11331519.00       | $10671349.18       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2051-08-01      | 4.0000%  | 4.0000% | $24191573.00       | $23342901.26       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2050-12-01      | 3.5000%  | 3.5000% | $6320018.00        | $5968185.01        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-04-01      | 4.0000%  | 4.0000% | $17301412.00       | $16587300.22       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips        | 2054-05-25      | 6.0000%  | 6.0000% | $82519318.00       | $11885095.55       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-02-01      | 5.5000%  | 5.5000% | $476059.00         | $427867.08         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-10-01      | 5.0000%  | 5.0000% | $350000.00         | $324255.23         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-11-01      | 6.0000%  | 6.0000% | $54729546.00       | $54488903.12       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-02-01      | 5.5000%  | 5.5000% | $413900.00         | $407942.99         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-07-01      | 6.0000%  | 6.0000% | $79765269.00       | $76602822.68       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-06-01      | 5.5000%  | 5.5000% | $1330000.00        | $1281444.23        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-08-01      | 6.0000%  | 6.0000% | $131761326.00      | $128493666.13      | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-09-01      | 6.0000%  | 6.0000% | $95032134.00       | $93648966.57       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-09-01      | 6.5000%  | 6.5000% | $88404000.00       | $85201484.99       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-10-01      | 4.5000%  | 4.5000% | $9290459.00        | $9063671.16        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-11-01      | 4.0000%  | 4.0000% | $3666780.00        | $3510490.83        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-11-01      | 4.5000%  | 4.5000% | $58014330.00       | $57056629.44       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2040-09-01      | 5.0000%  | 5.0000% | $953847.00         | $914168.27         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2040-06-01      | 4.0000%  | 4.0000% | $2568565.00        | $2430560.94        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2040-06-01      | 4.5000%  | 4.5000% | $1414040.00        | $1307602.32        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2040-07-01      | 4.0000%  | 4.0000% | $687056.00         | $658971.20         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2040-07-01      | 5.0000%  | 5.0000% | $13932896.00       | $12842315.73       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2040-07-01      | 3.5000%  | 3.5000% | $31900.00          | $30097.82          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2040-08-01      | 5.5000%  | 5.5000% | $2797912.00        | $2616925.42        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2045-10-20      | 5.0000%  | 5.0000% | $592409.00         | $47173.97          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2046-02-20      | 4.5000%  | 4.5000% | $842600.00         | $63963.05          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2048-06-20      | 5.0000%  | 5.0000% | $1235200.00        | $92807.93          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2048-11-20      | 4.5000%  | 4.5000% | $1143614.00        | $25875.43          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-07-20      | 4.0000%  | 4.0000% | $145300.00         | $13769.00          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2052-06-20      | 4.5000%  | 4.5000% | $625170174.00      | $464829145.09      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2053-03-20      | 4.0000%  | 4.0000% | $3308277.00        | $2978594.07        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2053-10-20      | 4.5000%  | 4.5000% | $201000.00         | $179109.44         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2047-07-15      | 4.0000%  | 4.0000% | $2795258.00        | $263717.44         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2052-06-20      | 5.0000%  | 5.0000% | $94000.00          | $75852.62          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2048-07-15      | 5.0000%  | 5.0000% | $1213382.00        | $220144.72         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2048-09-20      | 5.0000%  | 5.0000% | $4253400.00        | $292864.73         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2049-07-15      | 4.0000%  | 4.0000% | $710240.00         | $58746.17          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2052-03-15      | 4.0000%  | 4.0000% | $139600.00         | $63597.91          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2054-10-20      | 5.5000%  | 5.5000% | $6516612.00        | $5799484.43        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2053-06-20      | 5.5000%  | 5.5000% | $33300.00          | $31457.68          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2053-05-20      | 5.0000%  | 5.0000% | $30000000.00       | $19981468.88       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2053-04-20      | 4.5000%  | 4.5000% | $1508100.00        | $1432647.16        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2054-04-20      | 7.5000%  | 7.5000% | $1552000.00        | $1488293.73        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2054-03-20      | 5.0000%  | 5.0000% | $85184.00          | $78160.22          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2054-04-20      | 5.0000%  | 5.0000% | $1036700.00        | $1021693.56        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2054-11-20      | 4.5000%  | 4.5000% | $228608.00         | $219181.08         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2054-10-20      | 4.5000%  | 4.5000% | $7023270.00        | $6711479.96        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2060-11-15      | 4.8600%  | 4.8600% | $54857000.00       | $54569988.17       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-09-20      | 5.0000%  | 5.0000% | $176500.00         | $175417.07         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-04-20      | 5.0000%  | 5.0000% | $1742900.00        | $1722631.70        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-09-20      | 4.5000%  | 4.5000% | $13290900.00       | $13052803.56       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2051-01-20      | 2.5000%  | 2.5000% | $83000.00          | $39421.02          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2034-10-15      | 5.8600%  | 5.8600% | $873200.00         | $64976.22          | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2034-02-15      | 4.0000%  | 4.0000% | $1357500.00        | $1386255.98        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2029-12-01      | 4.0000%  | 4.0000% | $1083300.00        | $52315.41          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2031-04-01      | 1.5000%  | 1.5000% | $29926900.00       | $11073320.18       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-02-01      | 6.5000%  | 6.5000% | $122236632.00      | $67737577.61       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-12-01      | 4.0000%  | 4.0000% | $147126300.00      | $135222705.25      | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2045-01-01      | 4.5000%  | 4.5000% | $910612.00         | $840086.23         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-02-01      | 4.0000%  | 4.0000% | $209354986.00      | $192837450.57      | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-03-01      | 4.0000%  | 4.0000% | $11431865.00       | $10533635.21       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2045-05-01      | 5.0000%  | 5.0000% | $250000.00         | $225219.47         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2040-06-01      | 5.0000%  | 5.0000% | $4074087.00        | $3776076.19        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-07-01      | 6.0000%  | 6.0000% | $65310700.00       | $63183039.12       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2045-07-01      | 5.0000%  | 5.0000% | $9373563.00        | $9034101.47        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2045-07-01      | 5.5000%  | 5.5000% | $2172200.00        | $2078334.80        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2045-07-01      | 6.0000%  | 6.0000% | $287447.00         | $280158.00         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2040-07-01      | 3.5000%  | 3.5000% | $399702.00         | $374473.73         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-08-01      | 6.0000%  | 6.0000% | $27346400.00       | $26697489.20       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2040-08-01      | 5.0000%  | 5.0000% | $540116.00         | $509619.81         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2045-08-01      | 5.5000%  | 5.5000% | $1467000.00        | $1403811.43        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-09-01      | 6.0000%  | 6.0000% | $14967100.00       | $14786480.13       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2040-09-01      | 6.0000%  | 6.0000% | $39977.00          | $38213.34          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-10-01      | 4.5000%  | 4.5000% | $11671568.00       | $11382358.19       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2040-10-01      | 4.0000%  | 4.0000% | $1353018.00        | $1300539.28        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-11-01      | 4.0000%  | 4.0000% | $7702766.00        | $7374451.00        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-11-01      | 4.5000%  | 4.5000% | $17127400.00       | $16844660.88       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2040-11-01      | 4.0000%  | 4.0000% | $5754216.00        | $5675246.86        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2040-11-01      | 4.0000%  | 4.0000% | $687376.00         | $680453.43         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2040-11-01      | 3.0000%  | 3.0000% | $285500.00         | $274481.01         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-12-01      | 5.5000%  | 5.5000% | $1046647.00        | $1010134.23        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-12-01      | 6.0000%  | 6.0000% | $1220117.00        | $1195221.80        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-02-01      | 5.5000%  | 5.5000% | $1322336.00        | $1341164.57        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-03-01      | 6.0000%  | 6.0000% | $5348700.00        | $5076288.60        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-03-01      | 6.5000%  | 6.5000% | $4693829.00        | $4583575.10        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-02-01      | 6.0000%  | 6.0000% | $1872500.00        | $1700272.44        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-04-01      | 5.5000%  | 5.5000% | $6747100.00        | $6496262.49        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-04-01      | 6.0000%  | 6.0000% | $10494856.00       | $10198507.81       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-04-01      | 5.5000%  | 5.5000% | $10704547.00       | $10277011.17       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-03-01      | 6.0000%  | 6.0000% | $5551700.00        | $5463973.35        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-04-01      | 6.0000%  | 6.0000% | $6931300.00        | $6604817.79        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-04-01      | 6.0000%  | 6.0000% | $174900.00         | $168376.70         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-04-01      | 4.5000%  | 4.5000% | $1298536.00        | $1270726.86        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-05-01      | 6.0000%  | 6.0000% | $216000.00         | $203723.95         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-06-01      | 5.5000%  | 5.5000% | $42965600.00       | $41497367.64       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-06-01      | 5.0000%  | 5.0000% | $1667400.00        | $1626914.97        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-08-01      | 5.5000%  | 5.5000% | $10638600.00       | $9685832.04        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-09-01      | 6.0000%  | 6.0000% | $18290078.00       | $17360566.32       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-10-01      | 6.0000%  | 6.0000% | $9400533.00        | $9724964.91        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-11-01      | 5.0000%  | 5.0000% | $1643383.00        | $1666730.54        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-12-01      | 6.0000%  | 6.0000% | $11613013.00       | $11973573.82       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-08-01      | 6.5000%  | 6.5000% | $16454000.00       | $16033207.39       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-03-01      | 5.5000%  | 5.5000% | $24402606.00       | $23982657.25       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-07-01      | 6.5000%  | 6.5000% | $13602776.00       | $12896699.70       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-01-01      | 6.5000%  | 6.5000% | $34709015.00       | $32289638.81       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-10-01      | 6.0000%  | 6.0000% | $15888200.00       | $15784738.33       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-12-01      | 5.0000%  | 5.0000% | $22068190.00       | $20956235.74       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-09-01      | 4.0000%  | 4.0000% | $12106845.00       | $11024713.39       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-12-01      | 5.5000%  | 5.5000% | $13998400.00       | $13375857.02       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-06-01      | 5.5000%  | 5.5000% | $12668900.00       | $12640274.09       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-09-01      | 6.0000%  | 6.0000% | $23204080.00       | $22229261.42       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-10-01      | 5.0000%  | 5.0000% | $16119719.00       | $15822890.74       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-05-01      | 6.0000%  | 6.0000% | $1800000.00        | $1685781.69        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-06-01      | 5.5000%  | 5.5000% | $63556448.00       | $59248572.59       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-06-01      | 5.5000%  | 5.5000% | $54791950.00       | $53654792.94       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-06-01      | 6.5000%  | 6.5000% | $180000.00         | $173017.16         | Agency Mortgage-Backed Securities |

### Security 135: NOMURA SECURITIES INTERNATIONAL INC

- **C.1 - Title:** NOMURA SECURITIES INTERNATIONAL INC
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BYM6J74X6, C.3 - LEI: OXTKY6Q8X53C9ILVV871
- **C.18 - Value (incl. sponsor support):** $1205000000.00
- **C.18.a - Value (excl. sponsor support):** $1205000000.00
- **C.19 - Percentage of Net Assets:** 0.7200%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| United States Treasury-U.S. Treasuries (including strips) | 2040-05-15      | 4.3750%  | 4.3750% | $156940800.00      | $157295193.13      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2040-11-15      | 4.2500%  | 4.2500% | $50364700.00       | $49575698.85       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2047-02-15      | 0.8750%  | 0.8750% | $33389200.00       | $33511170.81       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2048-02-15      | 3.0000%  | 3.0000% | $50941000.00       | $39502645.84       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2049-08-15      | 2.2500%  | 2.2500% | $215732700.00      | $141227219.55      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2050-05-15      | 1.2500%  | 1.2500% | $5529800.00        | $2758473.79        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2040-05-15      | 1.1250%  | 1.1250% | $4024400.00        | $2614185.87        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2041-02-15      | 1.8750%  | 1.8750% | $29701000.00       | $21388280.08       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2051-05-15      | 2.3750%  | 2.3750% | $86845800.00       | $56801747.39       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2052-02-15      | 0.1250%  | 0.1250% | $111827600.00      | $71765735.20       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2054-02-15      | 2.1250%  | 2.1250% | $2201000.00        | $2179459.28        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2054-05-15      | 4.6250%  | 4.6250% | $897900.00         | $895395.67         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2055-05-15      | 4.7500%  | 4.7500% | $7548800.00        | $7685552.55        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-08-31      | 1.3750%  | 1.3750% | $24696800.00       | $24356318.18       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-09-30      | 1.6250%  | 1.6250% | $45981100.00       | $45329820.41       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-01-31      | 1.5000%  | 1.5000% | $44112000.00       | $43262725.08       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-04-15      | 0.1250%  | 0.1250% | $15109000.00       | $18583230.32       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-09-30      | 0.8750%  | 0.8750% | $25000000.00       | $24459756.73       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-11-30      | 1.2500%  | 1.2500% | $18740200.00       | $18416476.05       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2032-05-15      | 2.8750%  | 2.8750% | $13158600.00       | $12534467.31       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-03-31      | 3.6250%  | 3.6250% | $14700000.00       | $14828811.49       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-10-15      | 2.3750%  | 2.3750% | $4954300.00        | $5452353.91        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2025-12-31      | 4.2500%  | 4.2500% | $10759900.00       | $10951091.14       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-03-31      | 4.5000%  | 4.5000% | $53790700.00       | $54296007.47       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-09-30      | 3.6250%  | 3.6250% | $34592500.00       | $34731793.16       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-10-15      | 3.8750%  | 3.8750% | $57729200.00       | $58380620.09       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-10-15      | 1.6250%  | 1.6250% | $6543900.00        | $6876666.80        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-03-31      | 3.8750%  | 3.8750% | $4737100.00        | $4784996.37        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2032-08-31      | 3.8750%  | 3.8750% | $18792700.00       | $19118507.79       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-10-31      | 3.5000%  | 3.5000% | $54437900.00       | $54580918.28       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-10-15      | 1.1250%  | 1.1250% | $163358400.00      | $163146273.18      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2035-11-15      | 4.0000%  | 4.0000% | $27765100.00       | $27809231.62       | U.S. Treasuries (including strips) |

### Security 136: NORTHERN TRUST COMPANY - FIXED INCOME CLEARING CORP

- **C.1 - Title:** NORTHERN TRUST COMPANY - FIXED INCOME CLEARING CORP
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BYM6J74K4, C.3 - LEI: 6PTKHDJ8HDUF78PFWH30
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.5900%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name                                                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| UNITED STATES TREAS BDS-U.S. Treasuries (including strips) | 2043-11-15      | 4.7500%  | 4.7500% | $50000000.00       | $51335287.38       | U.S. Treasuries (including strips) |
| UNITED STATES TREAS BDS-U.S. Treasuries (including strips) | 2044-11-15      | 4.6200%  | 4.6200% | $50000000.00       | $50333042.93       | U.S. Treasuries (including strips) |
| UNITED STATES TREAS BDS-U.S. Treasuries (including strips) | 2045-05-15      | 5.0000%  | 5.0000% | $50000000.00       | $52687497.30       | U.S. Treasuries (including strips) |
| UNITED STATES TREAS BDS-U.S. Treasuries (including strips) | 2044-11-15      | 4.6200%  | 4.6200% | $25000000.00       | $25166521.46       | U.S. Treasuries (including strips) |
| UNITED STATES TREAS BDS-U.S. Treasuries (including strips) | 2044-11-15      | 4.6200%  | 4.6200% | $50000000.00       | $50333042.93       | U.S. Treasuries (including strips) |
| UNITED STATES TREAS BDS-U.S. Treasuries (including strips) | 2045-05-15      | 5.0000%  | 5.0000% | $50000000.00       | $52687497.31       | U.S. Treasuries (including strips) |
| UNITED STATES TREAS BDS-U.S. Treasuries (including strips) | 2049-05-15      | 2.8790%  | 2.8790% | $50000000.00       | $37114121.10       | U.S. Treasuries (including strips) |
| UNITED STATES TREAS BDS-U.S. Treasuries (including strips) | 2044-11-15      | 4.6200%  | 4.6200% | $50000000.00       | $50333042.93       | U.S. Treasuries (including strips) |
| UNITED STATES TREAS BDS-U.S. Treasuries (including strips) | 2043-11-15      | 4.7500%  | 4.7500% | $50000000.00       | $51335287.38       | U.S. Treasuries (including strips) |
| UNITED STATES TREAS NTS-U.S. Treasuries (including strips) | 2055-02-15      | 2.3790%  | 2.3790% | $50000000.00       | $50062497.45       | U.S. Treasuries (including strips) |
| UNITED STATES TREAS BDS-U.S. Treasuries (including strips) | 2042-11-15      | 4.0000%  | 4.0000% | $12586300.00       | $11833468.23       | U.S. Treasuries (including strips) |
| UNITED STATES TREAS BDS-U.S. Treasuries (including strips) | 2048-05-15      | 3.1200%  | 3.1200% | $50000000.00       | $39243609.99       | U.S. Treasuries (including strips) |
| UNITED STATES TREAS NTS-U.S. Treasuries (including strips) | 2055-02-15      | 2.3790%  | 2.3790% | $50000000.00       | $50062497.43       | U.S. Treasuries (including strips) |
| UNITED STATES TREAS BDS-U.S. Treasuries (including strips) | 2043-11-15      | 4.7500%  | 4.7500% | $50000000.00       | $51335287.38       | U.S. Treasuries (including strips) |
| UNITED STATES TREAS BDS-U.S. Treasuries (including strips) | 2043-11-15      | 4.7500%  | 4.7500% | $50000000.00       | $51335287.38       | U.S. Treasuries (including strips) |
| UNITED STATES TREAS BDS-U.S. Treasuries (including strips) | 2053-08-15      | 4.1200%  | 4.1200% | $40000000.00       | $37120786.10       | U.S. Treasuries (including strips) |
| UNITED STATES TREAS NTS-U.S. Treasuries (including strips) | 2055-02-15      | 2.3790%  | 2.3790% | $50000000.00       | $50062497.43       | U.S. Treasuries (including strips) |
| UNITED STATES TREAS NTS-U.S. Treasuries (including strips) | 2055-02-15      | 2.3790%  | 2.3790% | $50000000.00       | $50062497.43       | U.S. Treasuries (including strips) |
| UNITED STATES TREAS BDS-U.S. Treasuries (including strips) | 2043-11-15      | 4.7500%  | 4.7500% | $50000000.00       | $51335287.35       | U.S. Treasuries (including strips) |
| UNITED STATES TREAS BDS-U.S. Treasuries (including strips) | 2051-05-15      | 2.3790%  | 2.3790% | $23800000.00       | $15579548.22       | U.S. Treasuries (including strips) |
| UNITED STATES TREAS NTS-U.S. Treasuries (including strips) | 2055-02-15      | 2.3790%  | 2.3790% | $50000000.00       | $50062497.43       | U.S. Treasuries (including strips) |
| UNITED STATES TREAS BDS-U.S. Treasuries (including strips) | 2043-11-15      | 4.7500%  | 4.7500% | $50000000.00       | $51335287.38       | U.S. Treasuries (including strips) |
| UNITED STATES TREAS BDS-U.S. Treasuries (including strips) | 2048-05-15      | 3.1200%  | 3.1200% | $50000000.00       | $39243609.98       | U.S. Treasuries (including strips) |

### Security 137: ROYAL BANK OF CANADA

- **C.1 - Title:** ROYAL BANK OF CANADA
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BYM64NX56, C.3 - LEI: ES7IP3U3RHIGC71XBU11
- **C.18 - Value (incl. sponsor support):** $4250000000.00
- **C.18.a - Value (excl. sponsor support):** $4250000000.00
- **C.19 - Percentage of Net Assets:** 2.5200%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2025-12-05
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                                                        | Maturity Date   | Coupon   | Yield    | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2053-07-25      | 3.0170%  | 3.0170%  | $2779719.00        | $380644.10         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2053-09-25      | 5.3100%  | 5.3100%  | $4226172.00        | $609361.84         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2052-12-25      | 2.8870%  | 2.8870%  | $576853.00         | $45042.55          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2053-09-25      | 5.0910%  | 5.0910%  | $408922.00         | $40189.39          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2038-06-25      | 2.3030%  | 2.3030%  | $545082.00         | $24579.84          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2053-11-25      | 5.0000%  | 5.0000%  | $46078368.00       | $8652814.65        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-05-25      | 1.7280%  | 1.7280%  | $12500000.00       | $356654.82         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-03-01      | 6.0000%  | 6.0000%  | $124100.00         | $108531.40         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-04-01      | 6.0000%  | 6.0000%  | $1024.00           | $875.12            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-07-01      | 6.5000%  | 6.5000%  | $1024.00           | $884.88            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-12-01      | 6.0000%  | 6.0000%  | $1000.00           | $1034.02           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2035-04-20      | 2.5000%  | 2.5000%  | $1000000.00        | $203637.66         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2036-05-20      | 2.0000%  | 2.0000%  | $300000.00         | $135715.85         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2036-02-20      | 2.0000%  | 2.0000%  | $574165.00         | $451498.64         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2065-05-20      | 6.5000%  | 6.5000%  | $2827575.00        | $2743239.29        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2065-04-20      | 7.0000%  | 7.0000%  | $3527807.00        | $3644319.19        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2038-05-20      | 2.2650%  | 2.2650%  | $82670759.00       | $69925.13          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2039-06-16      | 1.9760%  | 1.9760%  | $233333333.00      | $164664.25         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2040-07-20      | 1.8650%  | 1.8650%  | $100000000.00      | $771573.40         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2041-05-20      | 2.6750%  | 2.6750%  | $26138580.00       | $113163.46         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2042-07-16      | 2.0260%  | 2.0260%  | $41936987.00       | $841076.68         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2042-08-20      | 2.0450%  | 2.0450%  | $6291390.00        | $131570.28         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2042-08-16      | 3.5000%  | 3.5000%  | $22733000.00       | $861345.41         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2042-08-20      | 1.9750%  | 1.9750%  | $39750000.00       | $756997.64         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2037-04-16      | 2.7260%  | 2.7260%  | $94323131.00       | $108865.17         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2037-03-16      | 2.4260%  | 2.4260%  | $55127000.00       | $138332.57         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2037-04-16      | 2.1760%  | 2.1760%  | $50562947.00       | $95033.98          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2037-04-16      | 2.1140%  | 2.1140%  | $20700000.00       | $63533.31          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2037-04-16      | 2.7360%  | 2.7360%  | $45300000.00       | $82964.25          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2038-06-16      | 2.1660%  | 2.1660%  | $40000000.00       | $91362.56          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2039-08-20      | 2.0250%  | 2.0250%  | $90300000.00       | $70685.51          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2039-09-16      | 2.1260%  | 2.1260%  | $60000000.00       | $136956.25         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2039-09-16      | 2.1260%  | 2.1260%  | $35250000.00       | $77656.06          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2036-04-20      | 2.0250%  | 2.0250%  | $26000000.00       | $32335.08          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2039-11-16      | 5.5000%  | 5.5000%  | $2739257.00        | $43791.22          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2039-11-20      | 2.2550%  | 2.2550%  | $50000000.00       | $169114.51         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2041-06-20      | 1.9250%  | 1.9250%  | $50000000.00       | $130724.97         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2041-05-20      | 1.3250%  | 1.3250%  | $29000000.00       | $229724.44         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2041-03-16      | 2.5260%  | 2.5260%  | $64972949.00       | $14053.22          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2044-01-16      | 1.4760%  | 1.4760%  | $17850000.00       | $108819.45         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2046-10-20      | 4.0000%  | 4.0000%  | $23970000.00       | $580143.12         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2039-12-16      | 1.7260%  | 1.7260%  | $49025072.00       | $123719.30         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2039-10-20      | 2.4750%  | 2.4750%  | $17149033.00       | $147896.55         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2038-09-20      | 1.9250%  | 1.9250%  | $15945911.00       | $112936.84         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2039-11-20      | 2.1750%  | 2.1750%  | $19234064.00       | $281598.96         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2039-06-16      | 2.5260%  | 2.5260%  | $12538194.00       | $73431.86          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2047-05-16      | 2.0760%  | 2.0760%  | $7689881.00        | $278161.28         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2040-02-20      | 2.1750%  | 2.1750%  | $238176896.00      | $916760.21         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2040-02-16      | 2.3760%  | 2.3760%  | $50750000.00       | $122548.73         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2040-03-20      | 2.3950%  | 2.3950%  | $150000000.00      | $822300.69         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2040-02-16      | 2.4760%  | 2.4760%  | $23068000.00       | $61864.16          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2040-02-16      | 1.9260%  | 1.9260%  | $89740000.00       | $179164.85         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2040-02-20      | 1.6850%  | 1.6850%  | $34400000.00       | $128257.19         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2040-05-20      | 0.0000%  | 0.0000%  | $36000000.00       | $921355.98         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2040-05-16      | 1.9760%  | 1.9760%  | $92857830.00       | $229693.31         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2041-01-16      | 1.8760%  | 1.8760%  | $27196000.00       | $242515.15         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2041-02-20      | 1.9750%  | 1.9750%  | $43078000.00       | $149675.48         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2041-03-20      | 2.5250%  | 2.5250%  | $45697200.00       | $265355.30         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2041-04-20      | 2.5750%  | 2.5750%  | $129491000.00      | $684130.39         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2041-05-16      | 1.9760%  | 1.9760%  | $25800000.00       | $93096.75          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2041-04-16      | 1.8160%  | 1.8160%  | $72569718.00       | $1085137.69        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2035-12-20      | 2.0250%  | 2.0250%  | $6000000.00        | $90004.88          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2041-12-16      | 2.5760%  | 2.5760%  | $45000000.00       | $406041.68         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2041-07-20      | 2.6250%  | 2.6250%  | $7500000.00        | $72710.50          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2040-12-25      | 0.5630%  | 0.5630%  | $56541379.00       | $83629.78          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2040-07-25      | 1.3130%  | 1.3130%  | $117773970.00      | $250317.35         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-12-01      | 5.0000%  | 5.0000%  | $2346715.00        | $2371123.18        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-12-01      | 5.0000%  | 5.0000%  | $3653891.00        | $3687711.41        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-12-01      | 4.5000%  | 4.5000%  | $1244547.00        | $1226084.14        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2056-07-01      | 4.0000%  | 4.0000%  | $48375872.00       | $15991805.28       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2048-04-01      | 3.5000%  | 3.5000%  | $3498000.00        | $563263.49         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2049-09-01      | 4.0000%  | 4.0000%  | $1000.00           | $436.82            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2049-12-01      | 3.0000%  | 3.0000%  | $1000.00           | $291.37            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2053-03-01      | 5.0000%  | 5.0000%  | $265587.00         | $221744.25         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2051-01-01      | 3.5000%  | 3.5000%  | $2629000.00        | $1544331.60        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-04-01      | 5.0000%  | 5.0000%  | $2836360.00        | $2593468.86        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-06-01      | 2.0000%  | 2.0000%  | $26912.00          | $22015.84          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2048-10-01      | 4.0000%  | 4.0000%  | $1000.00           | $201.86            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2043-08-01      | 3.0000%  | 3.0000%  | $1000.00           | $423.62            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2047-12-01      | 3.0000%  | 3.0000%  | $571999.00         | $410122.89         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2052-08-01      | 3.5000%  | 3.5000%  | $174999.00         | $140316.97         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2032-09-01      | 3.5000%  | 3.5000%  | $4965350.00        | $871185.27         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Debentures and Agency Strips          | 2049-04-01      | 3.5000%  | 3.5000%  | $9250000.00        | $389847.41         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Debentures and Agency Strips          | 2049-04-01      | 4.0000%  | 4.0000%  | $9750000.00        | $500475.35         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Debentures and Agency Strips          | 2051-10-25      | 2.0000%  | 2.0000%  | $82267460.00       | $8777082.18        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Debentures and Agency Strips          | 2037-08-25      | 2.0000%  | 2.0000%  | $130617312.00      | $4935266.25        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Debentures and Agency Strips          | 2052-05-25      | 2.5000%  | 2.5000%  | $100000000.00      | $11936802.32       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Debentures and Agency Strips          | 2052-08-25      | 4.5000%  | 4.5000%  | $60741444.00       | $10466438.33       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Debentures and Agency Strips          | 2042-04-01      | 2.0000%  | 2.0000%  | $13799708.00       | $1035808.55        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Debentures and Agency Strips          | 2052-07-01      | 3.0000%  | 3.0000%  | $27127000.00       | $3912149.13        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Debentures and Agency Strips          | 2052-10-01      | 3.0000%  | 3.0000%  | $98335925.00       | $14803998.72       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Debentures and Agency Strips          | 2053-02-01      | 6.0000%  | 6.0000%  | $34979633.00       | $4841384.60        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Debentures and Agency Strips          | 2053-02-01      | 5.0000%  | 5.0000%  | $30829180.00       | $5036192.74        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Debentures and Agency Strips          | 2037-06-01      | 1.5000%  | 1.5000%  | $15554957.00       | $639168.28         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Debentures and Agency Strips          | 2038-05-01      | 2.5000%  | 2.5000%  | $10215045.00       | $638209.66         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Debentures and Agency Strips          | 2038-07-01      | 3.5000%  | 3.5000%  | $11771783.00       | $954173.93         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Debentures and Agency Strips          | 2038-10-01      | 4.5000%  | 4.5000%  | $8038683.00        | $602272.55         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Debentures and Agency Strips          | 2038-11-01      | 5.5000%  | 5.5000%  | $1658684.00        | $117120.05         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Debentures and Agency Strips          | 2053-11-01      | 7.0000%  | 7.0000%  | $7378736.00        | $803791.88         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Debentures and Agency Strips          | 2038-11-01      | 3.3720%  | 3.3720%  | $744037.00         | $46013.67          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Debentures and Agency Strips          | 2053-06-01      | 3.1760%  | 3.1760%  | $2664945.00        | $346013.93         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Debentures and Agency Strips          | 2053-11-01      | 4.5060%  | 4.5060%  | $4016787.00        | $689070.07         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Debentures and Agency Strips          | 2053-11-01      | 5.8790%  | 5.8790%  | $1240574.00        | $167493.18         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Debentures and Agency Strips          | 2052-06-01      | 2.5000%  | 2.5000%  | $49550250.00       | $6586666.13        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Debentures and Agency Strips          | 2052-04-01      | 2.5000%  | 2.5000%  | $35719555.00       | $4866425.01        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-12-01      | 6.0000%  | 6.0000%  | $1090518.00        | $933044.78         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-01-01      | 7.0000%  | 7.0000%  | $802709.00         | $458551.78         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-02-01      | 5.5000%  | 5.5000%  | $1329563.00        | $1342855.20        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-04-01      | 5.5000%  | 5.5000%  | $1149345.00        | $976361.80         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-04-01      | 5.5000%  | 5.5000%  | $1897661.00        | $1809166.04        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-05-01      | 5.5000%  | 5.5000%  | $1556750.00        | $1585266.75        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-06-01      | 5.5000%  | 5.5000%  | $1069920.00        | $1083697.23        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-08-01      | 6.0000%  | 6.0000%  | $1735086.00        | $1780617.94        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-10-01      | 6.0000%  | 6.0000%  | $1000.00           | $1043.61           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-10-01      | 6.5000%  | 6.5000%  | $1000.00           | $1066.39           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-11-01      | 5.5000%  | 5.5000%  | $1523600.00        | $1555761.67        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-11-01      | 5.5000%  | 5.5000%  | $1000.00           | $1032.29           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-11-01      | 5.5000%  | 5.5000%  | $1863250.00        | $1909449.28        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-12-01      | 6.0000%  | 6.0000%  | $1000.00           | $1045.25           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-12-01      | 6.0000%  | 6.0000%  | $1025304.00        | $1067591.63        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-12-01      | 5.5000%  | 5.5000%  | $992860.00         | $1025864.65        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2048-09-01      | 3.0000%  | 3.0000%  | $999709.00         | $840704.69         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-02-01      | 5.5000%  | 5.5000%  | $48954521.00       | $45290566.65       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-01-01      | 5.5000%  | 5.5000%  | $1000.00           | $969.65            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-08-01      | 5.5000%  | 5.5000%  | $34082601.00       | $33851623.76       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-09-01      | 6.0000%  | 6.0000%  | $22169214.00       | $22782167.26       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-12-01      | 5.5000%  | 5.5000%  | $46438656.00       | $47998251.82       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2038-08-25      | 4.9080%  | 4.9080%  | $401721.00         | $26325.25          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2039-11-20      | 5.0000%  | 5.0000%  | $14329000.00       | $478129.65         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2043-09-20      | 6.0000%  | 6.0000%  | $12022470.00       | $194905.39         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2036-05-20      | 3.4060%  | 3.4060%  | $32325751.00       | $411381.14         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2047-08-16      | 5.0000%  | 5.0000%  | $3471000.00        | $145952.11         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2047-07-20      | 6.0000%  | 6.0000%  | $31360274.00       | $897500.95         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2047-06-20      | 2.1250%  | 2.1250%  | $22186064.00       | $570234.44         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2047-08-20      | 2.1250%  | 2.1250%  | $13000000.00       | $544823.18         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2047-09-20      | 2.1250%  | 2.1250%  | $19097714.00       | $664451.96         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2046-08-20      | 4.0000%  | 4.0000%  | $6776299.00        | $253719.02         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2047-11-20      | 2.1250%  | 2.1250%  | $30121153.00       | $630542.93         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2043-10-20      | 2.1250%  | 2.1250%  | $61229287.00       | $1471294.52        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2047-11-20      | 3.5000%  | 3.5000%  | $43406142.00       | $487611.08         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2047-02-20      | 2.0250%  | 2.0250%  | $53277272.00       | $1195505.26        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2045-02-16      | 1.5260%  | 1.5260%  | $36566799.00       | $649374.06         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2047-02-16      | 2.0760%  | 2.0760%  | $76777880.00       | $2994848.69        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2048-05-20      | 2.1750%  | 2.1750%  | $11354168.00       | $369086.71         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2048-04-20      | 1.6450%  | 1.6450%  | $30000000.00       | $535320.95         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2047-10-20      | 4.0000%  | 4.0000%  | $22349777.00       | $373123.63         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2048-05-20      | 2.1250%  | 2.1250%  | $16114759.00       | $450904.62         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2044-06-20      | 2.0250%  | 2.0250%  | $35985862.00       | $1195824.25        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2048-08-20      | 2.1250%  | 2.1250%  | $27855683.00       | $949122.73         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2048-06-20      | 2.1750%  | 2.1750%  | $24698979.00       | $510735.87         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2048-07-20      | 2.1250%  | 2.1250%  | $29900000.00       | $833118.23         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2041-03-20      | 4.0000%  | 4.0000%  | $12328000.00       | $54384.99          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2048-09-20      | 2.1750%  | 2.1750%  | $46000000.00       | $1224025.77        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2048-09-20      | 2.1250%  | 2.1250%  | $77108333.00       | $802287.61         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2048-10-20      | 2.0750%  | 2.0750%  | $32265116.00       | $1041500.21        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2048-10-16      | 2.1260%  | 2.1260%  | $5553716.00        | $109871.90         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2048-08-20      | 5.0000%  | 5.0000%  | $8529850.00        | $339612.21         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2049-01-20      | 2.0250%  | 2.0250%  | $40000000.00       | $934718.40         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2048-12-20      | 2.0450%  | 2.0450%  | $44933301.00       | $863869.44         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2048-12-20      | 2.0250%  | 2.0250%  | $11600000.00       | $243130.63         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2049-01-20      | 5.0000%  | 5.0000%  | $12718112.00       | $391486.60         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-12-20      | 2.7510%  | 2.7510%  | $4781338.00        | $299509.58         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-10-20      | 2.0510%  | 2.0510%  | $6197341.00        | $322565.81         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-05-20      | 6.4990%  | 6.4990%  | $2641280.00        | $323138.55         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2065-06-20      | 4.9980%  | 4.9980%  | $1000.00           | $940.38            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-06-20      | 5.5980%  | 5.5980%  | $1891664.00        | $1879584.91        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-07-20      | 5.2480%  | 5.2480%  | $37083328.00       | $36955857.83       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-07-20      | 5.4180%  | 5.4180%  | $100000000.00      | $99321674.64       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-07-20      | 4.9980%  | 4.9980%  | $86939676.00       | $86086645.87       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-08-20      | 0.5010%  | 0.5010%  | $75000000.00       | $2764214.91        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-08-20      | 5.2480%  | 5.2480%  | $105026821.00      | $104716932.48      | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2049-03-20      | 1.9750%  | 1.9750%  | $55178045.00       | $893780.98         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2049-02-20      | 1.9750%  | 1.9750%  | $35000000.00       | $685265.44         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-09-20      | 1.8510%  | 1.8510%  | $10000000.00       | $581104.25         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2049-03-20      | 1.9750%  | 1.9750%  | $31666666.00       | $591723.49         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2049-03-20      | 1.9750%  | 1.9750%  | $29233333.00       | $552170.51         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-08-20      | 1.8510%  | 1.8510%  | $36122038.00       | $1855120.10        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-09-20      | 4.9980%  | 4.9980%  | $33337894.00       | $33157396.65       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-09-20      | 5.2980%  | 5.2980%  | $50513587.00       | $50667399.51       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2049-05-20      | 1.9750%  | 1.9750%  | $65268356.00       | $1886105.68        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2049-06-20      | 1.9750%  | 1.9750%  | $1825623.00        | $57649.54          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2049-07-20      | 2.0250%  | 2.0250%  | $24720896.00       | $548163.02         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2049-05-20      | 4.0000%  | 4.0000%  | $24084250.00       | $1229604.29        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2049-08-20      | 2.0250%  | 2.0250%  | $30268291.00       | $332362.75         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2049-08-20      | 2.0250%  | 2.0250%  | $12172000.00       | $361624.04         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2049-08-20      | 1.9750%  | 1.9750%  | $58462107.00       | $1368424.14        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2049-08-20      | 0.4050%  | 0.4050%  | $100000000.00      | $1316399.07        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2049-08-20      | 2.0250%  | 2.0250%  | $38655059.00       | $1708418.81        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2049-01-20      | 1.9750%  | 1.9750%  | $27000000.00       | $735064.24         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2049-09-20      | 2.0250%  | 2.0250%  | $16433000.00       | $390668.21         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2049-09-20      | 1.9750%  | 1.9750%  | $10950000.00       | $495745.99         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2049-09-20      | 2.0250%  | 2.0250%  | $11525000.00       | $347695.09         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2041-12-20      | 2.5250%  | 2.5250%  | $115593750.00      | $978691.86         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2042-01-20      | 1.9750%  | 1.9750%  | $28656548.00       | $279552.89         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2042-04-16      | 5.5000%  | 5.5000%  | $7072909.00        | $89702.38          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2043-02-20      | 3.0000%  | 3.0000%  | $11286666.00       | $237588.71         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2042-04-16      | 4.5000%  | 4.5000%  | $9676333.00        | $54815.06          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2042-08-16      | 4.5000%  | 4.5000%  | $5214568.00        | $36618.42          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2042-10-16      | 3.5000%  | 3.5000%  | $13065039.00       | $487000.42         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2043-04-20      | 3.5000%  | 3.5000%  | $6662768.00        | $43121.06          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2044-01-20      | 2.0750%  | 2.0750%  | $136303380.00      | $844220.52         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2043-12-20      | 2.0650%  | 2.0650%  | $43000000.00       | $640982.55         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2043-12-20      | 1.4750%  | 1.4750%  | $132000000.00      | $1009504.34        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2043-12-20      | 1.4750%  | 1.4750%  | $43369209.00       | $186916.05         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2043-09-20      | 5.0000%  | 5.0000%  | $14700000.00       | $96847.08          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2043-05-20      | 3.5000%  | 3.5000%  | $8351857.00        | $189098.23         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2041-02-20      | 4.5000%  | 4.5000%  | $6833711.00        | $29860.70          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2043-04-20      | 2.2250%  | 2.2250%  | $31250000.00       | $185973.99         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2043-09-20      | 2.1250%  | 2.1250%  | $73333333.00       | $546989.65         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2043-07-16      | 2.0260%  | 2.0260%  | $96709662.00       | $1385857.24        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2043-09-20      | 2.0750%  | 2.0750%  | $36206662.00       | $195604.27         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2043-08-16      | 2.0260%  | 2.0260%  | $37514550.00       | $347595.87         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2043-11-20      | 2.0750%  | 2.0750%  | $37269289.00       | $155968.65         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2044-01-20      | 2.6750%  | 2.6750%  | $85277575.00       | $806754.21         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2044-03-16      | 2.1260%  | 2.1260%  | $25000000.00       | $203709.67         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2044-04-20      | 2.0250%  | 2.0250%  | $54035286.00       | $531534.30         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2044-07-16      | 4.5000%  | 4.5000%  | $5285713.00        | $64472.63          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2044-08-20      | 1.5250%  | 1.5250%  | $34400000.00       | $559857.33         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2044-05-20      | 5.0000%  | 5.0000%  | $9261106.00        | $124759.13         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2042-11-20      | 3.5000%  | 3.5000%  | $31300000.00       | $323086.56         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2045-11-20      | 2.1750%  | 2.1750%  | $26477206.00       | $427851.68         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2045-10-20      | 1.6450%  | 1.6450%  | $35000000.00       | $280334.96         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2044-11-20      | 1.5250%  | 1.5250%  | $9500000.00        | $151703.80         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2044-09-20      | 2.1250%  | 2.1250%  | $39093773.00       | $238983.01         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2044-10-20      | 4.5000%  | 4.5000%  | $19293000.00       | $265079.47         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2044-10-16      | 1.5260%  | 1.5260%  | $66231125.00       | $829630.17         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2045-01-20      | 1.5250%  | 1.5250%  | $102197306.00      | $1052826.72        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2045-02-16      | 1.5260%  | 1.5260%  | $21766915.00       | $317241.73         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2045-02-16      | 4.0000%  | 4.0000%  | $9328677.00        | $91546.92          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2045-02-16      | 6.0000%  | 6.0000%  | $38029926.00       | $459232.21         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2045-04-20      | 3.5000%  | 3.5000%  | $15629051.00       | $251111.47         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2045-05-20      | 4.0000%  | 4.0000%  | $17923000.00       | $294320.80         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2045-08-20      | 1.8010%  | 1.8010%  | $16708873.00       | $97604.01          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2045-05-20      | 4.0000%  | 4.0000%  | $15518366.00       | $116419.35         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2045-06-20      | 7.0000%  | 7.0000%  | $29089813.00       | $252079.10         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2039-08-20      | 5.5000%  | 5.5000%  | $12400000.00       | $100624.46         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2045-05-20      | 4.0000%  | 4.0000%  | $39243492.00       | $753470.46         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2045-01-20      | 4.0000%  | 4.0000%  | $9588250.00        | $86678.94          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2045-10-20      | 1.6050%  | 1.6050%  | $68906615.00       | $1189744.50        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2046-02-20      | 2.0250%  | 2.0250%  | $34187896.00       | $818427.27         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2045-12-20      | 2.6750%  | 2.6750%  | $27730074.00       | $654238.19         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2046-01-20      | 1.5750%  | 1.5750%  | $36225000.00       | $460035.94         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2058-01-16      | 1.9760%  | 1.9760%  | $10000000.00       | $61506.65          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2046-02-20      | 2.0750%  | 2.0750%  | $3500000.00        | $89611.59          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2039-06-20      | 4.5000%  | 4.5000%  | $7165270.00        | $82206.48          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2046-05-20      | 4.5000%  | 4.5000%  | $11910581.00       | $21793.08          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2046-05-20      | 4.0000%  | 4.0000%  | $16849250.00       | $326569.05         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2045-10-20      | 4.0000%  | 4.0000%  | $56071519.00       | $194787.91         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2045-11-20      | 4.0000%  | 4.0000%  | $9796228.00        | $166865.97         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2046-08-20      | 3.5000%  | 3.5000%  | $7142857.00        | $407423.64         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2046-10-20      | 2.1750%  | 2.1750%  | $39848410.00       | $2160600.24        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2046-10-20      | 4.0000%  | 4.0000%  | $10625000.00       | $308396.82         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2046-09-20      | 2.0250%  | 2.0250%  | $19781353.00       | $560638.42         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2046-10-16      | 1.8010%  | 1.8010%  | $13253848.00       | $352324.13         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2045-10-20      | 2.1750%  | 2.1750%  | $56350717.00       | $1079270.52        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2046-10-20      | 2.0250%  | 2.0250%  | $26501199.00       | $732703.24         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-05-20      | 3.0000%  | 3.0000%  | $27945234.00       | $3281805.42        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-05-20      | 3.5000%  | 3.5000%  | $20561000.00       | $2346946.94        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-06-20      | 3.0000%  | 3.0000%  | $4950000.00        | $397802.37         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-06-20      | 3.5000%  | 3.5000%  | $12799000.00       | $1420495.55        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-06-20      | 2.2250%  | 2.2250%  | $25261029.00       | $1318193.35        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-07-20      | 2.5000%  | 2.5000%  | $8899000.00        | $693484.82         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-08-20      | 3.0000%  | 3.0000%  | $5027000.00        | $437757.55         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-08-20      | 4.0000%  | 4.0000%  | $8713000.00        | $1174887.93        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-08-20      | 3.0000%  | 3.0000%  | $6412000.00        | $843333.07         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-09-20      | 3.0000%  | 3.0000%  | $17149833.00       | $2324287.13        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-08-20      | 3.0000%  | 3.0000%  | $27270069.00       | $2744536.59        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-08-20      | 3.0000%  | 3.0000%  | $70394500.00       | $6571072.74        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-09-20      | 2.5000%  | 2.5000%  | $6559869.00        | $999467.39         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-09-20      | 6.0000%  | 6.0000%  | $11950000.00       | $886657.37         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-09-20      | 2.2250%  | 2.2250%  | $46748211.00       | $3132841.38        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-09-20      | 3.5000%  | 3.5000%  | $25263826.00       | $3085615.37        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-09-20      | 3.0000%  | 3.0000%  | $3426000.00        | $275451.62         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-09-20      | 3.5000%  | 3.5000%  | $16208000.00       | $2120775.10        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-06-20      | 3.0000%  | 3.0000%  | $10665000.00       | $1184045.29        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-09-20      | 5.2480%  | 5.2480%  | $115000000.00      | $115277782.97      | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-09-20      | 5.2480%  | 5.2480%  | $75000000.00       | $75101918.47       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-11-20      | 3.0000%  | 3.0000%  | $14378469.00       | $1787070.58        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-11-20      | 3.0000%  | 3.0000%  | $18372560.00       | $2322137.16        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-10-20      | 0.0000%  | 0.0000%  | $124900000.00      | $1175132.03        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-10-20      | 3.0000%  | 3.0000%  | $4538000.00        | $417011.73         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-03-20      | 4.5000%  | 4.5000%  | $20446000.00       | $2570511.37        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-10-20      | 3.0000%  | 3.0000%  | $15103376.00       | $463852.68         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-11-20      | 3.5000%  | 3.5000%  | $28209976.00       | $3809651.50        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-11-20      | 4.0000%  | 4.0000%  | $28005459.00       | $3848510.19        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-11-20      | 3.5000%  | 3.5000%  | $26819000.00       | $3567551.07        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-11-20      | 3.0000%  | 3.0000%  | $13870000.00       | $1265722.04        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-11-20      | 3.0000%  | 3.0000%  | $4236000.00        | $245601.71         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-11-20      | 3.5000%  | 3.5000%  | $44172857.00       | $3138410.09        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-11-20      | 4.0000%  | 4.0000%  | $11224000.00       | $1411845.56        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-12-20      | 4.5000%  | 4.5000%  | $12513000.00       | $1072045.61        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-10-20      | 3.0000%  | 3.0000%  | $19615000.00       | $1825823.09        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-12-20      | 0.0000%  | 0.0000%  | $334392934.00      | $2503343.34        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-02-20      | 0.0000%  | 0.0000%  | $150000000.00      | $1527879.03        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-12-20      | 0.0000%  | 0.0000%  | $37257309.00       | $348498.16         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-12-20      | 0.0000%  | 0.0000%  | $37584545.00       | $348031.84         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-11-20      | 3.0000%  | 3.0000%  | $15236154.00       | $1706511.68        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-12-20      | 3.0000%  | 3.0000%  | $21015416.00       | $1475948.24        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-10-20      | 3.0000%  | 3.0000%  | $8304000.00        | $996532.45         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-02-20      | 3.5000%  | 3.5000%  | $7279999.00        | $670737.16         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-01-20      | 3.0000%  | 3.0000%  | $31756281.00       | $4328057.88        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-08-20      | 3.0000%  | 3.0000%  | $2559134.00        | $204601.87         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-08-20      | 3.5000%  | 3.5000%  | $20639000.00       | $2177620.76        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-01-20      | 1.5000%  | 1.5000%  | $71619486.00       | $40499826.07       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-12-20      | 3.0000%  | 3.0000%  | $25833333.00       | $1760162.86        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-12-20      | 2.1710%  | 2.1710%  | $63404453.00       | $4048640.84        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-01-20      | 1.5010%  | 1.5010%  | $31465206.00       | $1369669.66        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-01-20      | 1.4510%  | 1.4510%  | $100000000.00      | $1879478.18        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-01-20      | 1.3010%  | 1.3010%  | $100000000.00      | $1596965.86        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-01-20      | 2.1510%  | 2.1510%  | $149900000.00      | $5316861.99        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-12-20      | 1.4010%  | 1.4010%  | $400000000.00      | $6401566.52        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-09-20      | 2.1510%  | 2.1510%  | $26258535.00       | $2403760.18        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2048-03-20      | 2.0750%  | 2.0750%  | $8434800.00        | $834175.44         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2041-11-16      | 2.5260%  | 2.5260%  | $16256101.00       | $1603743.18        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-02-20      | 4.0000%  | 4.0000%  | $3000000.00        | $447660.13         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-12-20      | 2.1510%  | 2.1510%  | $72000000.00       | $1810668.16        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-12-20      | 2.0510%  | 2.0510%  | $100000000.00      | $2144397.78        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-12-20      | 1.4010%  | 1.4010%  | $350000000.00      | $5601242.88        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-12-20      | 2.7510%  | 2.7510%  | $100000000.00      | $2648307.19        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-12-20      | 2.7010%  | 2.7010%  | $99900000.00       | $2609716.95        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2049-10-20      | 0.4250%  | 0.4250%  | $20000000.00       | $230173.61         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2049-10-20      | 4.5000%  | 4.5000%  | $6332606.00        | $288250.54         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2049-11-20      | 1.9750%  | 1.9750%  | $49643799.00       | $731996.07         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2049-12-20      | 3.5000%  | 3.5000%  | $31374000.00       | $1852940.15        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-01-20      | 1.9750%  | 1.9750%  | $45042032.00       | $767218.36         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-03-20      | 3.5000%  | 3.5000%  | $27098285.00       | $357421.67         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-02-20      | 1.9750%  | 1.9750%  | $20459891.00       | $333312.13         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2044-08-20      | 1.8010%  | 1.8010%  | $28903029.00       | $835543.01         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-03-20      | 1.5250%  | 1.5250%  | $104935575.00      | $5077039.65        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-03-20      | 3.5000%  | 3.5000%  | $74999999.00       | $610411.69         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-03-20      | 3.0000%  | 3.0000%  | $18958000.00       | $304572.02         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-03-20      | 6.5000%  | 6.5000%  | $14973000.00       | $473622.06         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-04-20      | 2.0250%  | 2.0250%  | $7200000.00        | $158332.01         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-05-20      | 1.9750%  | 1.9750%  | $25485118.00       | $1945914.92        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-04-20      | 3.5000%  | 3.5000%  | $3390000.00        | $229600.24         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2049-11-20      | 1.9750%  | 1.9750%  | $29400000.00       | $802590.94         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2048-03-20      | 4.0000%  | 4.0000%  | $35000000.00       | $1223788.78        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-04-20      | 3.5000%  | 3.5000%  | $12532000.00       | $692231.78         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-05-20      | 2.0750%  | 2.0750%  | $14583333.00       | $785225.40         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2049-07-20      | 2.0250%  | 2.0250%  | $45349669.00       | $1105504.75        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-06-20      | 4.0000%  | 4.0000%  | $44256169.00       | $2283299.94        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2045-10-20      | 1.6150%  | 1.6150%  | $13698974.00       | $367642.32         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-03-20      | 3.5000%  | 3.5000%  | $13980049.00       | $907910.84         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-08-20      | 0.1250%  | 0.1250%  | $26806396.00       | $712070.22         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-08-20      | 2.1750%  | 2.1750%  | $10675000.00       | $749204.49         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-08-20      | 2.5000%  | 2.5000%  | $3459000.00        | $313576.37         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-08-20      | 3.0000%  | 3.0000%  | $76515779.00       | $6253029.76        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-08-20      | 3.0000%  | 3.0000%  | $14583333.00       | $1183143.48        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-08-20      | 4.0000%  | 4.0000%  | $42282280.00       | $2746522.96        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-03-20      | 3.0000%  | 3.0000%  | $5509220.00        | $331383.35         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-09-20      | 3.0000%  | 3.0000%  | $28969908.00       | $2422623.30        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-09-20      | 2.5000%  | 2.5000%  | $19300000.00       | $1744768.61        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-09-20      | 2.5000%  | 2.5000%  | $14075000.00       | $929859.89         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-11-20      | 2.5000%  | 2.5000%  | $71282800.00       | $3520020.99        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-09-20      | 2.5000%  | 2.5000%  | $10800000.00       | $824279.09         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-10-20      | 2.5000%  | 2.5000%  | $99900000.00       | $8513528.83        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-10-20      | 2.5000%  | 2.5000%  | $1900000.00        | $174903.56         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2049-03-20      | 6.5000%  | 6.5000%  | $42249024.00       | $1308214.49        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-10-20      | 3.0000%  | 3.0000%  | $8025458.00        | $1030749.55        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-10-20      | 2.0000%  | 2.0000%  | $37500000.00       | $2365013.46        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-12-20      | 0.0000%  | 0.0000%  | $45000000.00       | $294052.95         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-12-20      | 3.0000%  | 3.0000%  | $72734460.00       | $5823425.93        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-01-20      | 2.5000%  | 2.5000%  | $155254939.00      | $15364038.98       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-01-20      | 2.5000%  | 2.5000%  | $32691999.00       | $3158755.82        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-01-20      | 2.5000%  | 2.5000%  | $31095616.00       | $3212269.03        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-12-20      | 2.0000%  | 2.0000%  | $56250000.00       | $4020144.02        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-01-20      | 3.5000%  | 3.5000%  | $7369000.00        | $650349.91         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-12-20      | 4.0000%  | 4.0000%  | $26365147.00       | $3036187.63        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-01-20      | 3.0000%  | 3.0000%  | $36652333.00       | $3034500.01        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-02-20      | 4.0000%  | 4.0000%  | $52865489.00       | $3696789.47        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-02-20      | 2.5000%  | 2.5000%  | $54669341.00       | $5145568.14        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-02-20      | 3.0000%  | 3.0000%  | $23480333.00       | $2617698.36        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-03-20      | 2.5000%  | 2.5000%  | $30218981.00       | $2693340.47        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-03-20      | 2.5000%  | 2.5000%  | $8885000.00        | $505678.51         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-02-20      | 3.0000%  | 3.0000%  | $44537000.00       | $2977287.33        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-03-20      | 3.0000%  | 3.0000%  | $16666667.00       | $918082.80         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-04-20      | 2.5000%  | 2.5000%  | $37548923.00       | $2286909.48        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-05-20      | 3.0000%  | 3.0000%  | $6286000.00        | $516918.54         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-09-20      | 3.0000%  | 3.0000%  | $46625022.00       | $3442117.37        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-04-20      | 3.5000%  | 3.5000%  | $6819093.00        | $775787.25         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-04-20      | 2.2250%  | 2.2250%  | $72046465.00       | $2803859.00        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-04-20      | 3.0000%  | 3.0000%  | $16404666.00       | $1553357.91        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-05-20      | 3.0000%  | 3.0000%  | $25193542.00       | $2896588.19        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-05-20      | 3.0000%  | 3.0000%  | $16823000.00       | $2179636.07        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-10-20      | 1.6010%  | 1.6010%  | $39099357.00       | $1016909.61        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-10-20      | 1.6010%  | 1.6010%  | $100000000.00      | $1397125.05        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-10-20      | 2.2010%  | 2.2010%  | $129000000.00      | $1727558.62        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-11-20      | 1.9010%  | 1.9010%  | $100000000.00      | $1907487.62        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-09-20      | 2.3010%  | 2.3010%  | $100000000.00      | $2735326.44        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-11-20      | 2.0010%  | 2.0010%  | $30000000.00       | $787601.27         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-11-20      | 1.4510%  | 1.4510%  | $100000000.00      | $2294278.21        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-10-20      | 1.2510%  | 1.2510%  | $50000000.00       | $846908.75         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-10-20      | 1.4010%  | 1.4010%  | $50000000.00       | $658665.33         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-10-20      | 2.9010%  | 2.9010%  | $64285710.00       | $1545860.71        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-10-20      | 1.5010%  | 1.5010%  | $99900000.00       | $1413286.24        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-10-20      | 2.4010%  | 2.4010%  | $59900000.00       | $1205996.20        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-08-20      | 2.5510%  | 2.5510%  | $107016751.00      | $2145685.86        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-09-20      | 5.4980%  | 5.4980%  | $84019143.00       | $28521494.06       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-09-20      | 2.4010%  | 2.4010%  | $77498380.00       | $2252027.38        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2063-09-20      | 0.0000%  | 0.0000%  | $21630872.00       | $6775048.43        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-11-20      | 1.9010%  | 1.9010%  | $100000000.00      | $1707976.76        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-12-20      | 6.5000%  | 6.5000%  | $40356725.00       | $2903454.91        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-11-20      | 1.4010%  | 1.4010%  | $200000000.00      | $4494322.57        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-11-20      | 2.2310%  | 2.2310%  | $100000000.00      | $3012632.02        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-03-20      | 3.5000%  | 3.5000%  | $8936000.00        | $996431.89         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-12-20      | 5.3980%  | 5.3980%  | $50000000.00       | $33309383.36       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-12-20      | 2.4010%  | 2.4010%  | $35754320.00       | $2325619.87        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-12-20      | 5.4480%  | 5.4480%  | $25000000.00       | $20894805.93       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-12-20      | 2.2810%  | 2.2810%  | $47900000.00       | $2915522.97        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-12-20      | 1.8010%  | 1.8010%  | $38404335.00       | $1962772.91        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-12-20      | 2.3010%  | 2.3010%  | $215000000.00      | $14204175.75       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-12-20      | 5.3980%  | 5.3980%  | $50342430.00       | $40147422.22       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-01-20      | 5.3480%  | 5.3480%  | $35000000.00       | $27702499.25       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-01-20      | 5.3980%  | 5.3980%  | $46839948.00       | $29521055.56       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-01-20      | 7.0000%  | 7.0000%  | $18437935.00       | $3148445.63        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-01-20      | 6.0000%  | 6.0000%  | $2500000.00        | $409166.25         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2064-02-20      | 2.1510%  | 2.1510%  | $40598031.00       | $432250.48         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-02-20      | 7.0000%  | 7.0000%  | $77686832.00       | $14708743.83       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-02-20      | 6.0000%  | 6.0000%  | $5502000.00        | $825363.46         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-02-20      | 2.3010%  | 2.3010%  | $60000000.00       | $4350791.91        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-02-20      | 2.9010%  | 2.9010%  | $61953134.00       | $2833660.97        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-02-20      | 5.2480%  | 5.2480%  | $50000000.00       | $30966345.97       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-02-20      | 1.2010%  | 1.2010%  | $100000000.00      | $3324226.23        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-03-20      | 1.3010%  | 1.3010%  | $49900000.00       | $2483835.27        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-11-20      | 4.5000%  | 4.5000%  | $28549495.00       | $5263487.26        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-03-20      | 1.3010%  | 1.3010%  | $55000000.00       | $1841425.37        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-03-20      | 1.8010%  | 1.8010%  | $50000000.00       | $2740496.35        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2064-03-20      | 1.7510%  | 1.7510%  | $104532714.00      | $1257527.93        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-04-20      | 1.3010%  | 1.3010%  | $129818170.00      | $4675477.79        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-04-20      | 1.3010%  | 1.3010%  | $250000000.00      | $10679856.71       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-04-20      | 1.9010%  | 1.9010%  | $172665000.00      | $8096435.64        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-06-20      | 2.5510%  | 2.5510%  | $77562000.00       | $4495834.76        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-04-20      | 5.2830%  | 5.2830%  | $4065000.00        | $3503558.59        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-04-20      | 1.7160%  | 1.7160%  | $21330000.00       | $1235464.99        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-07-20      | 3.5000%  | 3.5000%  | $23831465.00       | $3364153.74        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-06-20      | 3.1510%  | 3.1510%  | $40490108.00       | $2270650.95        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-04-20      | 5.2980%  | 5.2980%  | $136200.00         | $86074.67          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-05-20      | 1.8010%  | 1.8010%  | $23806000.00       | $1314402.51        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-05-20      | 6.5000%  | 6.5000%  | $17817115.00       | $1249304.80        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-06-20      | 3.1010%  | 3.1010%  | $50000000.00       | $1284387.51        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-10-20      | 2.5000%  | 2.5000%  | $24140230.00       | $2778188.36        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-06-20      | 2.6010%  | 2.6010%  | $18424112.00       | $2041870.37        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-06-20      | 1.9010%  | 1.9010%  | $101915334.00      | $4611786.61        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-06-20      | 3.2010%  | 3.2010%  | $32533000.00       | $2285181.14        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-06-20      | 5.2480%  | 5.2480%  | $1525000.00        | $1065577.07        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-08-20      | 2.5510%  | 2.5510%  | $9856000.00        | $566515.18         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-08-20      | 1.8510%  | 1.8510%  | $49900000.00       | $2553858.55        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-08-20      | 2.5510%  | 2.5510%  | $49660000.00       | $3137730.76        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-08-20      | 0.0000%  | 0.0000%  | $80454641.00       | $2043173.24        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-08-20      | 1.9510%  | 1.9510%  | $10000000.00       | $778874.12         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-02-20      | 0.0010%  | 0.0010%  | $11720000.00       | $557601.90         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-02-20      | 3.5000%  | 3.5000%  | $16879000.00       | $1759972.28        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-02-20      | 5.0000%  | 5.0000%  | $7584000.00        | $755665.76         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-01-20      | 3.5000%  | 3.5000%  | $1000000.00        | $264279.23         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2039-09-20      | 6.0000%  | 6.0000%  | $32877317.00       | $1534600.96        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-08-20      | 3.0000%  | 3.0000%  | $2500000.00        | $1158414.59        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2049-02-20      | 3.5000%  | 3.5000%  | $443571.00         | $24204.58          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-03-20      | 4.0000%  | 4.0000%  | $24657546.00       | $4509435.89        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-04-20      | 3.5000%  | 3.5000%  | $24556284.00       | $1168931.56        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2048-07-20      | 2.1250%  | 2.1250%  | $10947855.00       | $754373.18         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-05-20      | 4.5000%  | 4.5000%  | $10766109.00       | $777227.34         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-04-20      | 4.0000%  | 4.0000%  | $9917011.00        | $1435023.90        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-03-20      | 3.5000%  | 3.5000%  | $1000000.00        | $677477.45         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-09-20      | 2.5000%  | 2.5000%  | $27711544.00       | $3070724.55        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-05-20      | 4.5000%  | 4.5000%  | $3470345.00        | $472762.02         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-06-20      | 0.4010%  | 0.4010%  | $47958269.00       | $1952060.46        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-02-20      | 3.0000%  | 3.0000%  | $15789000.00       | $994191.90         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-10-20      | 1.5510%  | 1.5510%  | $31551398.00       | $1208553.29        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-02-20      | 1.5910%  | 1.5910%  | $39900000.00       | $1448635.69        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-01-20      | 1.4010%  | 1.4010%  | $30000000.00       | $1052950.86        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-01-20      | 1.4010%  | 1.4010%  | $76842479.00       | $2377480.29        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-01-20      | 1.4010%  | 1.4010%  | $28057521.00       | $1385778.97        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-01-20      | 0.8010%  | 0.8010%  | $72380596.00       | $1829021.53        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-01-20      | 1.4010%  | 1.4010%  | $50000000.00       | $1742583.67        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-01-20      | 1.4010%  | 1.4010%  | $40000000.00       | $1572745.13        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-01-20      | 0.8010%  | 0.8010%  | $55193281.00       | $1535740.15        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-01-20      | 2.0510%  | 2.0510%  | $85000000.00       | $5821917.07        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-02-20      | 2.1510%  | 2.1510%  | $77168089.00       | $2572705.27        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-02-20      | 2.1510%  | 2.1510%  | $58511103.00       | $4989564.98        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-02-20      | 2.1810%  | 2.1810%  | $5000000.00        | $411793.49         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-02-20      | 1.6010%  | 1.6010%  | $74956217.00       | $4417139.78        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-02-20      | 2.1510%  | 2.1510%  | $135339562.00      | $8170118.44        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-03-20      | 2.1910%  | 2.1910%  | $41664585.00       | $2149594.10        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-03-20      | 1.4010%  | 1.4010%  | $29900000.00       | $1201537.57        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-03-20      | 1.4010%  | 1.4010%  | $119900000.00      | $2383887.88        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-03-20      | 2.1710%  | 2.1710%  | $72335435.00       | $2572961.49        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-03-20      | 0.9010%  | 0.9010%  | $100000000.00      | $3044876.56        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-04-20      | 2.0510%  | 2.0510%  | $16699918.00       | $1463318.56        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-04-20      | 2.0510%  | 2.0510%  | $68246891.00       | $3052652.68        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-08-20      | 5.0000%  | 5.0000%  | $10000000.00       | $1371763.62        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-08-20      | 1.9010%  | 1.9010%  | $21334746.00       | $1742848.81        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-09-20      | 2.4010%  | 2.4010%  | $51711731.00       | $3848014.22        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-09-20      | 1.9510%  | 1.9510%  | $20124614.00       | $1278312.62        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-09-20      | 1.9010%  | 1.9010%  | $53562585.00       | $3831759.01        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-06-20      | 1.3510%  | 1.3510%  | $31039714.00       | $2279408.20        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-10-20      | 0.6010%  | 0.6010%  | $50000000.00       | $1028359.30        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-09-20      | 1.9010%  | 1.9010%  | $71695272.00       | $3688545.38        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-09-20      | 1.9510%  | 1.9510%  | $20088000.00       | $1321914.98        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-08-20      | 3.0000%  | 3.0000%  | $22391565.00       | $2991682.70        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-05-20      | 1.4510%  | 1.4510%  | $99900000.00       | $2854972.35        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-05-20      | 1.4010%  | 1.4010%  | $89547489.00       | $2534278.70        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-05-20      | 4.9480%  | 4.9480%  | $58317460.00       | $49407313.43       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-05-20      | 2.0510%  | 2.0510%  | $126923076.00      | $2913635.13        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-05-20      | 2.8510%  | 2.8510%  | $50000000.00       | $2369225.60        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-05-20      | 7.0000%  | 7.0000%  | $21012650.00       | $20003032.83       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-06-20      | 1.3010%  | 1.3010%  | $99900000.00       | $1815872.34        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-06-20      | 1.9210%  | 1.9210%  | $50570891.00       | $2296337.62        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-07-20      | 1.8510%  | 1.8510%  | $31341699.00       | $1665563.19        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-03-20      | 3.0000%  | 3.0000%  | $11196161.00       | $1535389.14        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-08-20      | 5.2180%  | 5.2180%  | $35000000.00       | $22914389.20       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-06-20      | 5.7480%  | 5.7480%  | $19863396.00       | $17820623.58       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-11-20      | 2.2510%  | 2.2510%  | $74999996.00       | $1543553.05        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2042-09-15      | 1.7930%  | 1.7930%  | $50539734.00       | $491476.05         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2042-10-15      | 1.7430%  | 1.7430%  | $51800000.00       | $441527.91         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2042-12-15      | 1.8930%  | 1.8930%  | $15566471.00       | $112419.08         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2032-12-15      | 3.0000%  | 3.0000%  | $25563538.00       | $145656.67         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2032-12-15      | 3.5000%  | 3.5000%  | $8600000.00        | $55054.51          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2042-12-15      | 4.5670%  | 4.5670%  | $8452570.00        | $146304.60         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2043-11-15      | 1.7230%  | 1.7230%  | $113846153.00      | $2104104.42        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2044-01-15      | 1.6930%  | 1.6930%  | $21029934.00       | $301571.62         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2043-10-01      | 4.0000%  | 4.0000%  | $960000.00         | $97268.74          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2045-12-01      | 3.5000%  | 3.5000%  | $3820480.00        | $412744.33         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2047-03-01      | 4.5000%  | 4.5000%  | $1000.00           | $94.93             | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2047-10-01      | 4.5000%  | 4.5000%  | $1215883.00        | $135270.53         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2048-01-01      | 3.5000%  | 3.5000%  | $6167176.00        | $1091434.85        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2048-07-01      | 4.0000%  | 4.0000%  | $250000.00         | $53988.86          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2038-11-01      | 6.0000%  | 6.0000%  | $5185552.00        | $219117.41         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2048-07-01      | 4.0000%  | 4.0000%  | $1000.00           | $422.21            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2035-01-01      | 2.5000%  | 2.5000%  | $873000.00         | $266993.55         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2034-11-01      | 3.0000%  | 3.0000%  | $496672.00         | $69069.26          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2049-12-01      | 3.0000%  | 3.0000%  | $100000.00         | $35606.43          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-08-01      | 4.0000%  | 4.0000%  | $180000.00         | $138092.30         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-08-01      | 3.5000%  | 3.5000%  | $46000.00          | $37304.64          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-04-01      | 5.5000%  | 5.5000%  | $399000.00         | $346003.58         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-04-01      | 6.0000%  | 6.0000%  | $23695392.00       | $22027776.94       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2051-07-01      | 3.0000%  | 3.0000%  | $9175808.00        | $5369332.85        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2051-03-01      | 2.5000%  | 2.5000%  | $448000.00         | $221399.72         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2046-12-01      | 3.0000%  | 3.0000%  | $130791.00         | $33809.17          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2049-08-01      | 4.0000%  | 4.0000%  | $1370000.00        | $325284.55         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2049-10-01      | 3.5000%  | 3.5000%  | $922000.00         | $231770.27         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2050-02-01      | 3.0000%  | 3.0000%  | $371018.00         | $138126.76         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2050-07-01      | 3.0000%  | 3.0000%  | $220000.00         | $86306.21          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2050-09-01      | 2.5000%  | 2.5000%  | $553706.00         | $240362.84         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2050-11-01      | 2.5000%  | 2.5000%  | $1400000.00        | $787443.14         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2051-08-01      | 2.5000%  | 2.5000%  | $6148216.00        | $3721780.13        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2051-08-01      | 2.5000%  | 2.5000%  | $217176.00         | $131899.86         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2053-02-01      | 6.0000%  | 6.0000%  | $218000.00         | $151605.84         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2043-09-01      | 6.0000%  | 6.0000%  | $1013979.00        | $757699.05         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2034-10-01      | 3.0000%  | 3.0000%  | $125140.00         | $37841.46          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2050-11-01      | 2.5000%  | 2.5000%  | $743000.00         | $366711.70         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2051-03-01      | 3.0000%  | 3.0000%  | $77200.00          | $34724.59          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2032-01-01      | 2.0000%  | 2.0000%  | $4399000.00        | $979433.77         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2031-10-01      | 2.0000%  | 2.0000%  | $94452.00          | $38386.86          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-06-01      | 7.0000%  | 7.0000%  | $1007845.00        | $156952.71         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2040-02-01      | 5.0000%  | 5.0000%  | $1277842.00        | $1125006.60        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2041-11-25      | 1.8130%  | 1.8130%  | $60000000.00       | $323733.05         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2041-10-25      | 2.2630%  | 2.2630%  | $80000000.00       | $528247.85         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2042-01-25      | 2.3130%  | 2.3130%  | $22264215.00       | $122129.36         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2042-01-25      | 2.3630%  | 2.3630%  | $50000000.00       | $592263.09         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2042-02-25      | 1.8130%  | 1.8130%  | $13741213.00       | $82590.73          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2042-02-25      | 1.7330%  | 1.7330%  | $51770999.00       | $411939.37         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2032-02-25      | 2.4630%  | 2.4630%  | $21648056.00       | $74343.47          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2042-03-25      | 2.2630%  | 2.2630%  | $15585300.00       | $89341.41          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2042-05-25      | 2.3130%  | 2.3130%  | $40435399.00       | $329030.96         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2042-05-25      | 0.0000%  | 0.0000%  | $2487412.00        | $271677.40         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2042-05-25      | 2.3130%  | 2.3130%  | $53520253.00       | $517282.59         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2042-04-25      | 2.3130%  | 2.3130%  | $28457346.00       | $260045.58         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2042-04-25      | 2.3130%  | 2.3130%  | $38333333.00       | $348365.74         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2042-07-25      | 2.4130%  | 2.4130%  | $36126447.00       | $218367.37         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2042-07-25      | 0.0000%  | 0.0000%  | $195799075.00      | $20679122.27       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2042-05-25      | 1.7630%  | 1.7630%  | $29855065.00       | $224265.00         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2042-06-25      | 0.0000%  | 0.0000%  | $230769231.00      | $14199940.31       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2042-07-25      | 1.8630%  | 1.8630%  | $39324532.00       | $136231.12         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2042-08-25      | 1.8130%  | 1.8130%  | $47851923.00       | $542167.78         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2042-08-25      | 3.5000%  | 3.5000%  | $65268540.00       | $501838.42         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2042-09-25      | 1.8630%  | 1.8630%  | $12141368.00       | $103006.50         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-08-20      | 2.5510%  | 2.5510%  | $75412000.00       | $5972798.57        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-11-20      | 5.3480%  | 5.3480%  | $96525588.00       | $94254767.29       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-11-20      | 5.3480%  | 5.3480%  | $1742200.00        | $1633419.40        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-11-20      | 5.2980%  | 5.2980%  | $43113351.00       | $41191951.71       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2064-10-20      | 1.4510%  | 1.4510%  | $192270000.00      | $3904214.02        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-10-20      | 2.0010%  | 2.0010%  | $17823600.00       | $967213.33         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-11-20      | 1.7910%  | 1.7910%  | $99900000.00       | $3061843.03        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-07-20      | 6.5000%  | 6.5000%  | $1935307.00        | $475982.78         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-01-20      | 2.5310%  | 2.5310%  | $25100000.00       | $764471.85         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-02-20      | 2.4510%  | 2.4510%  | $16364000.00       | $482861.45         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-12-20      | 6.5000%  | 6.5000%  | $9702697.00        | $1880645.86        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-12-20      | 6.5000%  | 6.5000%  | $19010487.00       | $3661011.33        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-12-20      | 4.9480%  | 4.9480%  | $20000000.00       | $19423017.47       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-04-20      | 2.4510%  | 2.4510%  | $37995725.00       | $979635.34         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-01-20      | 2.4810%  | 2.4810%  | $6000000.00        | $352697.40         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-03-20      | 1.2510%  | 1.2510%  | $48832809.00       | $3050198.13        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-02-20      | 1.8510%  | 1.8510%  | $67281047.00       | $4736479.11        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-05-20      | 5.3480%  | 5.3480%  | $41785103.00       | $39138734.47       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-04-20      | 6.8480%  | 6.8480%  | $30178334.00       | $30571285.46       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-07-20      | 6.0980%  | 6.0980%  | $17658206.00       | $17175143.75       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-03-20      | 1.8310%  | 1.8310%  | $86263000.00       | $5042546.16        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-04-20      | 5.2480%  | 5.2480%  | $8000.00           | $7968.49           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-04-20      | 5.2480%  | 5.2480%  | $37818434.00       | $37509345.42       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-05-20      | 1.8010%  | 1.8010%  | $3442695.00        | $201232.22         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-10-20      | 5.1480%  | 5.1480%  | $133333333.00      | $133156734.13      | Agency Collateralized Mortgage Obligation |
| United States Treasury-U.S. Treasuries (including strips)                          | 2026-06-11      | 0.0000%  | 0.0000%  | $700.00            | $686.46            | Agency Collateralized Mortgage Obligation |
| United States Treasury-U.S. Treasuries (including strips)                          | 2026-01-06      | 0.0000%  | 0.0000%  | $29109500.00       | $28988550.02       | Agency Collateralized Mortgage Obligation |
| United States Treasury-U.S. Treasuries (including strips)                          | 2026-11-27      | 0.0000%  | 0.0000%  | $1000.00           | $964.98            | Agency Collateralized Mortgage Obligation |
| United States Treasury-U.S. Treasuries (including strips)                          | 2026-05-21      | 0.0000%  | 0.0000%  | $200.00            | $196.44            | Agency Collateralized Mortgage Obligation |
| United States Treasury-U.S. Treasuries (including strips)                          | 2039-05-15      | 4.2500%  | 4.2500%  | $100.00            | $99.84             | Agency Collateralized Mortgage Obligation |
| United States Treasury-U.S. Treasuries (including strips)                          | 2041-11-15      | 3.1250%  | 3.1250%  | $3265700.00        | $2762978.91        | Agency Collateralized Mortgage Obligation |
| United States Treasury-U.S. Treasuries (including strips)                          | 2042-02-15      | 0.7500%  | 0.7500%  | $3620400.00        | $4158126.88        | Agency Collateralized Mortgage Obligation |
| United States Treasury-U.S. Treasuries (including strips)                          | 2043-08-15      | 3.6250%  | 3.6250%  | $9100.00           | $8138.94           | Agency Collateralized Mortgage Obligation |
| United States Treasury-U.S. Treasuries (including strips)                          | 2044-02-15      | 3.6250%  | 3.6250%  | $2179900.00        | $1940311.70        | Agency Collateralized Mortgage Obligation |
| United States Treasury-U.S. Treasuries (including strips)                          | 2045-11-15      | 3.0000%  | 3.0000%  | $30000.00          | $23604.04          | Agency Collateralized Mortgage Obligation |
| United States Treasury-U.S. Treasuries (including strips)                          | 2046-02-15      | 2.5000%  | 2.5000%  | $2998500.00        | $2169280.27        | Agency Collateralized Mortgage Obligation |
| United States Treasury-U.S. Treasuries (including strips)                          | 2047-05-15      | 3.0000%  | 3.0000%  | $2048000.00        | $1586047.68        | Agency Collateralized Mortgage Obligation |
| United States Treasury-U.S. Treasuries (including strips)                          | 2047-08-15      | 2.7500%  | 2.7500%  | $19776600.00       | $14714076.51       | Agency Collateralized Mortgage Obligation |
| United States Treasury-U.S. Treasuries (including strips)                          | 2048-08-15      | 3.0000%  | 3.0000%  | $11500.00          | $8873.05           | Agency Collateralized Mortgage Obligation |
| United States Treasury-U.S. Treasuries (including strips)                          | 2049-08-15      | 2.2500%  | 2.2500%  | $1933200.00        | $1265549.73        | Agency Collateralized Mortgage Obligation |
| United States Treasury-U.S. Treasuries (including strips)                          | 2041-02-15      | 1.8750%  | 1.8750%  | $388400.00         | $279694.55         | Agency Collateralized Mortgage Obligation |
| United States Treasury-U.S. Treasuries (including strips)                          | 2042-08-15      | 3.3750%  | 3.3750%  | $20000.00          | $17492.93          | Agency Collateralized Mortgage Obligation |
| United States Treasury-U.S. Treasuries (including strips)                          | 2053-05-15      | 3.6250%  | 3.6250%  | $1260800.00        | $1056628.31        | Agency Collateralized Mortgage Obligation |
| United States Treasury-U.S. Treasuries (including strips)                          | 2043-05-15      | 3.8750%  | 3.8750%  | $26000.00          | $23928.88          | Agency Collateralized Mortgage Obligation |
| United States Treasury-U.S. Treasuries (including strips)                          | 2044-05-15      | 4.6250%  | 4.6250%  | $2448000.00        | $2467365.91        | Agency Collateralized Mortgage Obligation |
| United States Treasury-U.S. Treasuries (including strips)                          | 2025-12-31      | 2.6250%  | 2.6250%  | $173600.00         | $175256.32         | Agency Collateralized Mortgage Obligation |
| United States Treasury-U.S. Treasuries (including strips)                          | 2028-12-31      | 1.3750%  | 1.3750%  | $250000.00         | $236161.74         | Agency Collateralized Mortgage Obligation |
| United States Treasury-U.S. Treasuries (including strips)                          | 2034-02-15      | 4.0000%  | 4.0000%  | $110012000.00      | $112342388.97      | Agency Collateralized Mortgage Obligation |
| United States Treasury-U.S. Treasuries (including strips)                          | 2027-06-15      | 4.6250%  | 4.6250%  | $617296000.00      | $640153097.98      | Agency Collateralized Mortgage Obligation |
| United States Treasury-U.S. Treasuries (including strips)                          | 2029-07-31      | 4.0000%  | 4.0000%  | $559227600.00      | $575721167.06      | Agency Collateralized Mortgage Obligation |
| United States Treasury-U.S. Treasuries (including strips)                          | 2032-01-31      | 4.3750%  | 4.3750%  | $14345200.00       | $15086076.56       | Agency Collateralized Mortgage Obligation |
| United States Treasury-U.S. Treasuries (including strips)                          | 2027-03-31      | 3.8750%  | 3.8750%  | $35365800.00       | $35723380.30       | Agency Collateralized Mortgage Obligation |
| United States Treasury-U.S. Treasuries (including strips)                          | 2030-04-15      | 1.6250%  | 1.6250%  | $3946900.00        | $4085318.90        | Agency Collateralized Mortgage Obligation |
| United States Treasury-U.S. Treasuries (including strips)                          | 2027-06-30      | 3.7500%  | 3.7500%  | $18955600.00       | $19308690.28       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2040-12-01      | 4.0000%  | 4.0000%  | $2039000.00        | $93236.93          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2032-09-01      | 2.5000%  | 2.5000%  | $1000.00           | $169.13            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2038-04-01      | 3.0000%  | 3.0000%  | $200000.00         | $29599.12          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2044-05-01      | 4.5000%  | 4.5000%  | $892833.00         | $116874.47         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2045-10-01      | 3.0000%  | 3.0000%  | $1052492.00        | $233207.14         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2046-07-01      | 3.0000%  | 3.0000%  | $318000.00         | $70770.25          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2047-03-01      | 3.5000%  | 3.5000%  | $168000.00         | $49008.86          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2043-01-15      | 3.5000%  | 3.5000%  | $2798030.00        | $45690.65          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2039-04-15      | 1.6930%  | 1.6930%  | $100000000.00      | $106920.60         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2042-06-15      | 1.6930%  | 1.6930%  | $48620912.00       | $345898.55         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2039-04-25      | 6.0000%  | 6.0000%  | $34370819.00       | $2761435.74        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2051-05-25      | 2.5000%  | 2.5000%  | $36900000.00       | $2906571.45        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2051-04-25      | 2.5000%  | 2.5000%  | $16000000.00       | $1240071.95        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2045-03-25      | 3.5000%  | 3.5000%  | $14055195.00       | $203568.35         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2042-11-25      | 0.0000%  | 0.0000%  | $4492213.00        | $1819122.68        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2041-10-25      | 3.0000%  | 3.0000%  | $26666666.00       | $1267233.75        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2051-11-25      | 2.5000%  | 2.5000%  | $7243000.00        | $444555.06         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2051-11-25      | 4.5000%  | 4.5000%  | $45991152.00       | $5336625.54        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2061-11-25      | 5.5000%  | 5.5000%  | $43092577.00       | $4737054.89        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2051-12-25      | 3.0000%  | 3.0000%  | $13409569.00       | $1281300.98        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2056-12-25      | 1.6690%  | 1.6690%  | $48642306.00       | $1080531.66        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2041-06-25      | 4.0000%  | 4.0000%  | $28898423.00       | $2331812.14        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2062-03-25      | 1.8120%  | 1.8120%  | $136016372.00      | $3020784.35        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2041-01-25      | 4.5000%  | 4.5000%  | $13953497.00       | $664335.28         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2052-02-25      | 1.9050%  | 1.9050%  | $162401807.00      | $4629797.81        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2041-02-25      | 4.0000%  | 4.0000%  | $42893749.00       | $3388381.12        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2052-09-25      | 1.2280%  | 1.2280%  | $71507608.00       | $3097579.35        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2052-09-25      | 1.2280%  | 1.2280%  | $75000000.00       | $3226785.46        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2052-09-25      | 1.2280%  | 1.2280%  | $248280009.00      | $10814952.36       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2052-06-25      | 4.5000%  | 4.5000%  | $11793887.00       | $650424.43         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2052-04-25      | 4.5000%  | 4.5000%  | $10019110.00       | $539924.14         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2050-07-25      | 4.5000%  | 4.5000%  | $26105419.00       | $2949003.93        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2052-08-25      | 1.2780%  | 1.2780%  | $72876220.00       | $3360641.49        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2050-12-25      | 4.0000%  | 4.0000%  | $50571885.00       | $5085804.71        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2053-03-25      | 2.2780%  | 2.2780%  | $66931785.00       | $2483289.66        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2052-10-25      | 1.0580%  | 1.0580%  | $98011328.00       | $3942543.72        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2053-04-25      | 1.4780%  | 1.4780%  | $59964039.00       | $1822807.16        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2053-04-25      | 2.1780%  | 2.1780%  | $102884004.00      | $4321192.04        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2053-03-25      | 2.1780%  | 2.1780%  | $59576234.00       | $2475496.52        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2053-03-25      | 2.1780%  | 2.1780%  | $159780763.00      | $5104573.07        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-03-25      | 1.9780%  | 1.9780%  | $49079577.00       | $1922908.04        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2051-03-25      | 4.5000%  | 4.5000%  | $75284742.00       | $11979958.59       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2057-07-25      | 1.8130%  | 1.8130%  | $160263837.00      | $12517085.37       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2053-07-25      | 1.4280%  | 1.4280%  | $59738524.00       | $3735118.79        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2053-08-25      | 1.8780%  | 1.8780%  | $7321491.00        | $400893.96         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-01-25      | 1.8780%  | 1.8780%  | $92676520.00       | $3618482.16        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2053-08-25      | 1.8280%  | 1.8280%  | $88173290.00       | $3867595.49        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-01-25      | 2.3280%  | 2.3280%  | $50000000.00       | $2677782.71        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2053-09-25      | 1.6280%  | 1.6280%  | $106795684.00      | $3832707.66        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2051-02-25      | 6.0870%  | 6.0870%  | $47440592.00       | $3672766.73        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2053-09-25      | 2.8280%  | 2.8280%  | $75000000.00       | $4600112.23        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2053-11-25      | 2.8280%  | 2.8280%  | $41000000.00       | $1900322.25        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2053-12-25      | 1.3780%  | 1.3780%  | $100000000.00      | $3447986.94        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2053-12-25      | 1.5280%  | 1.5280%  | $20181187.00       | $475077.94         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2053-12-25      | 2.1280%  | 2.1280%  | $84017305.00       | $1808375.93        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-06-25      | 1.8780%  | 1.8780%  | $50000000.00       | $2039899.22        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-05-25      | 2.9780%  | 2.9780%  | $25742921.00       | $1748602.23        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2053-12-25      | 1.8480%  | 1.8480%  | $50016667.00       | $1617215.33        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-04-25      | 1.2560%  | 1.2560%  | $106000000.00      | $3156623.10        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-05-25      | 1.7780%  | 1.7780%  | $20771120.00       | $1095270.51        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-07-25      | 3.0280%  | 3.0280%  | $16586000.00       | $1272497.25        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2053-11-25      | 1.9280%  | 1.9280%  | $32761221.00       | $1729351.86        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-12-25      | 1.7280%  | 1.7280%  | $22500000.00       | $943285.19         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-12-25      | 1.0280%  | 1.0280%  | $69598000.00       | $2076087.66        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-12-25      | 1.8280%  | 1.8280%  | $44700000.00       | $1945147.17        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-03-25      | 1.0280%  | 1.0280%  | $76753415.00       | $2569030.71        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-01-25      | 3.0780%  | 3.0780%  | $50355971.00       | $5141154.59        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-01-25      | 1.0780%  | 1.0780%  | $100000000.00      | $2894388.75        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-02-25      | 1.7780%  | 1.7780%  | $34000000.00       | $1619600.91        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-05-25      | 2.9280%  | 2.9280%  | $128294589.00      | $10052027.47       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-05-25      | 2.9280%  | 2.9280%  | $53730333.00       | $4804035.30        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-09-25      | 3.0280%  | 3.0280%  | $55024688.00       | $5986639.70        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-07-25      | 1.7280%  | 1.7280%  | $10463863.00       | $657148.58         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Debentures and Agency Strips          | 2039-01-01      | 6.0000%  | 6.0000%  | $31314046.00       | $194315.07         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2042-09-25      | 2.4130%  | 2.4130%  | $20651920.00       | $498325.17         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2042-10-25      | 1.9130%  | 1.9130%  | $61707188.00       | $255155.89         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2042-09-25      | 1.8630%  | 1.8630%  | $19679885.00       | $166169.21         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2042-11-25      | 3.5000%  | 3.5000%  | $67416571.00       | $272669.37         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2032-12-25      | 3.0000%  | 3.0000%  | $10162707.00       | $77293.97          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2043-02-25      | 1.9630%  | 1.9630%  | $10400000.00       | $145835.01         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2033-02-25      | 3.5000%  | 3.5000%  | $24865853.00       | $121446.70         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2033-04-25      | 3.0000%  | 3.0000%  | $60458722.00       | $497633.67         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2041-10-25      | 3.5000%  | 3.5000%  | $17702571.00       | $92097.00          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2043-03-25      | 1.9630%  | 1.9630%  | $95877039.00       | $2555852.40        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2042-12-25      | 2.0130%  | 2.0130%  | $11460000.00       | $146062.41         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2033-03-25      | 2.0130%  | 2.0130%  | $17117888.00       | $191234.02         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2043-03-25      | 1.9630%  | 1.9630%  | $29364600.00       | $358987.11         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2033-05-25      | 3.0000%  | 3.0000%  | $15346667.00       | $126928.77         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2042-03-25      | 4.0000%  | 4.0000%  | $32886021.00       | $51664.69          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2038-04-25      | 4.0000%  | 4.0000%  | $28402812.00       | $315247.63         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2043-06-25      | 4.0000%  | 4.0000%  | $19500000.00       | $105975.01         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2033-07-25      | 1.9630%  | 1.9630%  | $13271684.00       | $160587.89         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2042-03-25      | 5.0000%  | 5.0000%  | $23520000.00       | $109604.73         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2043-10-25      | 0.0000%  | 0.0000%  | $13655000.00       | $1923911.86        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2040-05-25      | 5.0000%  | 5.0000%  | $62643330.00       | $410489.38         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2043-10-25      | 1.7130%  | 1.7130%  | $100000000.00      | $2382212.27        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2043-12-25      | 1.7930%  | 1.7930%  | $24729418.00       | $401254.55         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2043-12-25      | 1.7130%  | 1.7130%  | $78199123.00       | $1949398.71        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2042-04-25      | 1.9130%  | 1.9130%  | $25228625.00       | $108636.94         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-08-25      | 1.6810%  | 1.6810%  | $41760620.00       | $156131.16         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2044-06-25      | 4.5000%  | 4.5000%  | $6225777.00        | $46505.49          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2045-02-25      | 1.8630%  | 1.8630%  | $9250953.00        | $231313.97         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2045-02-25      | 1.9130%  | 1.9130%  | $26891448.00       | $520914.57         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2045-06-25      | 6.5000%  | 6.5000%  | $16044023.00       | $322825.50         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2045-06-25      | 5.5000%  | 5.5000%  | $18557677.00       | $270058.74         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2044-07-25      | 4.0000%  | 4.0000%  | $4144352.00        | $74642.77          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2045-04-25      | 1.9630%  | 1.9630%  | $28710332.00       | $552627.28         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2045-05-25      | 1.4130%  | 1.4130%  | $14650000.00       | $143971.45         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2037-03-25      | 6.0000%  | 6.0000%  | $83989000.00       | $1590937.04        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2045-08-25      | 2.0130%  | 2.0130%  | $37667000.00       | $581614.86         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2044-09-25      | 4.0000%  | 4.0000%  | $38500000.00       | $323377.63         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2045-10-25      | 2.0630%  | 2.0630%  | $30200841.00       | $424694.42         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2046-05-25      | 1.5540%  | 1.5540%  | $98172297.00       | $336650.34         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2046-02-25      | 1.4130%  | 1.4130%  | $135000000.00      | $1638164.90        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2046-04-25      | 1.9130%  | 1.9130%  | $30000000.00       | $414206.08         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2036-07-25      | 3.5000%  | 3.5000%  | $14285714.00       | $186311.19         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2036-06-25      | 3.5000%  | 3.5000%  | $5336363.00        | $47003.88          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2046-10-25      | 3.5000%  | 3.5000%  | $10060000.00       | $172391.56         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2047-01-25      | 1.6760%  | 1.6760%  | $9025000.00        | $131919.05         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2057-07-25      | 1.9130%  | 1.9130%  | $65842947.00       | $3157585.15        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2048-05-25      | 2.0130%  | 2.0130%  | $3190904.00        | $124475.17         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2048-12-25      | 3.0000%  | 3.0000%  | $5000000.00        | $113436.12         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2049-06-25      | 1.8630%  | 1.8630%  | $11500000.00       | $169222.59         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2049-01-25      | 1.8630%  | 1.8630%  | $11700000.00       | $142864.19         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2049-08-25      | 2.9630%  | 2.9630%  | $8529663.00        | $89022.64          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2049-10-25      | 1.8630%  | 1.8630%  | $2481000.00        | $74152.78          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2039-10-25      | 4.0000%  | 4.0000%  | $41259355.00       | $1293627.67        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2051-06-25      | 1.8630%  | 1.8630%  | $50026193.00       | $3058907.68        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2049-12-25      | 1.7630%  | 1.7630%  | $17907613.00       | $1007248.95        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2050-02-25      | 3.5000%  | 3.5000%  | $6666666.00        | $155368.94         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2050-06-25      | 1.9130%  | 1.9130%  | $5994990.00        | $133701.63         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2050-06-25      | 4.0000%  | 4.0000%  | $1370000.00        | $93485.15          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2050-07-25      | 1.9130%  | 1.9130%  | $3400000.00        | $99159.23          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2050-09-25      | 4.0000%  | 4.0000%  | $41420343.00       | $2944558.31        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2051-01-25      | 4.5000%  | 4.5000%  | $20000000.00       | $2285639.35        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2051-04-25      | 3.5000%  | 3.5000%  | $27951747.00       | $1366384.80        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2051-04-25      | 4.0000%  | 4.0000%  | $53474034.00       | $4693347.92        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2051-09-25      | 2.5000%  | 2.5000%  | $36381741.00       | $4033482.83        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2041-06-15      | 1.8430%  | 1.8430%  | $20000000.00       | $264234.38         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2046-10-15      | 1.7930%  | 1.7930%  | $16808475.00       | $764315.67         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2047-05-15      | 4.0000%  | 4.0000%  | $18750000.00       | $321797.17         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2047-06-15      | 1.8930%  | 1.8930%  | $10750000.00       | $347420.43         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2041-10-15      | 4.5000%  | 4.5000%  | $47142957.00       | $1503636.62        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2047-08-15      | 1.6430%  | 1.6430%  | $25000000.00       | $547743.70         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2040-05-15      | 1.8130%  | 1.8130%  | $13674459.00       | $244816.22         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2048-05-15      | 4.0000%  | 4.0000%  | $13042546.00       | $195020.12         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2050-10-25      | 2.5000%  | 2.5000%  | $8720067.00        | $630786.07         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2050-10-25      | 3.0000%  | 3.0000%  | $16069511.00       | $1480504.31        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2050-11-25      | 4.5000%  | 4.5000%  | $25227916.00       | $1878054.31        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2050-12-25      | 4.0000%  | 4.0000%  | $31981561.00       | $2240900.59        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2050-11-25      | 4.0000%  | 4.0000%  | $27754500.00       | $2127196.06        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2050-12-25      | 2.5000%  | 2.5000%  | $23725100.00       | $1733447.15        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2050-04-25      | 2.0000%  | 2.0000%  | $18525000.00       | $1377288.70        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2046-01-15      | 3.0000%  | 3.0000%  | $33825758.00       | $2294739.50        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2050-12-25      | 2.5000%  | 2.5000%  | $25516200.00       | $2369748.23        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2035-12-25      | 4.0000%  | 4.0000%  | $22620000.00       | $508956.64         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2051-01-25      | 2.0000%  | 2.0000%  | $7500000.00        | $501120.45         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2051-01-25      | 2.2280%  | 2.2280%  | $4396656.00        | $358062.73         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2051-01-25      | 2.0000%  | 2.0000%  | $6000000.00        | $363047.19         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2051-01-25      | 4.0000%  | 4.0000%  | $29850264.00       | $3152977.67        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2051-02-25      | 3.0000%  | 3.0000%  | $46716039.00       | $3589488.58        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2051-02-25      | 3.0000%  | 3.0000%  | $7034737.00        | $693562.88         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2047-09-15      | 1.8930%  | 1.8930%  | $24181142.00       | $900367.46         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2047-09-15      | 1.8930%  | 1.8930%  | $21533123.00       | $662265.94         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2038-08-15      | 1.6290%  | 1.6290%  | $304767323.00      | $2349031.31        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2047-12-15      | 1.9430%  | 1.9430%  | $48728649.00       | $1574692.74        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2047-12-15      | 5.0000%  | 5.0000%  | $16181051.00       | $407728.75         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2048-01-15      | 4.0000%  | 4.0000%  | $21223121.00       | $874156.30         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2048-01-15      | 1.8930%  | 1.8930%  | $71199737.00       | $2268100.73        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2048-01-15      | 1.8930%  | 1.8930%  | $39666828.00       | $1299722.27        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2048-06-15      | 1.9430%  | 1.9430%  | $40500000.00       | $729572.78         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2051-03-25      | 2.0000%  | 2.0000%  | $6000000.00        | $357177.77         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2048-09-15      | 3.0000%  | 3.0000%  | $7500000.00        | $173845.66         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2058-10-15      | 1.8930%  | 1.8930%  | $12721598.00       | $629943.92         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2047-04-15      | 4.0000%  | 4.0000%  | $49787213.00       | $1260695.95        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2044-10-15      | 4.0000%  | 4.0000%  | $41621261.00       | $318126.35         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2057-08-15      | 1.8430%  | 1.8430%  | $7000000.00        | $446730.11         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2046-06-15      | 5.5000%  | 5.5000%  | $2896150.00        | $132286.67         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2038-07-15      | 1.8430%  | 1.8430%  | $18144177.00       | $439350.78         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2045-03-15      | 1.7600%  | 1.7600%  | $20123647.00       | $402796.70         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2049-08-25      | 1.8630%  | 1.8630%  | $60707774.00       | $1738806.18        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2049-09-25      | 1.8630%  | 1.8630%  | $43468661.00       | $1156509.46        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2041-07-15      | 5.5000%  | 5.5000%  | $7138489.00        | $366264.84         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2038-03-15      | 1.8860%  | 1.8860%  | $38649912.00       | $843603.49         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2049-09-25      | 1.8630%  | 1.8630%  | $11843806.00       | $335732.90         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2049-09-25      | 1.8130%  | 1.8130%  | $30176000.00       | $625796.61         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2049-01-15      | 5.0000%  | 5.0000%  | $9678503.00        | $141842.54         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2046-06-15      | 5.5000%  | 5.5000%  | $3765612.00        | $155362.50         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2049-09-25      | 5.0000%  | 5.0000%  | $27583400.00       | $1369365.59        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2049-09-25      | 4.5000%  | 4.5000%  | $17375306.00       | $1480601.69        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2050-01-25      | 4.0000%  | 4.0000%  | $10170919.00       | $866117.88         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2050-03-25      | 3.0000%  | 3.0000%  | $12590333.00       | $504681.58         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2050-04-25      | 3.5000%  | 3.5000%  | $79694464.00       | $3649618.44        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2050-05-25      | 6.0000%  | 6.0000%  | $22155376.00       | $1594715.74        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2041-01-15      | 0.6930%  | 0.6930%  | $29422746.00       | $1262538.13        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2050-06-25      | 5.0000%  | 5.0000%  | $38859984.00       | $1824614.26        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2050-06-25      | 4.5000%  | 4.5000%  | $28000000.00       | $1549534.05        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2050-04-25      | 3.0000%  | 3.0000%  | $27623917.00       | $2339547.98        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2050-07-25      | 1.9130%  | 1.9130%  | $34180109.00       | $3445917.66        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2050-06-25      | 1.9130%  | 1.9130%  | $2300000.00        | $105371.62         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2050-06-25      | 4.5000%  | 4.5000%  | $19665976.00       | $1084271.66        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2044-04-15      | 1.6930%  | 1.6930%  | $37181924.00       | $1254469.61        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Debentures and Agency Strips          | 2039-01-01      | 6.0000%  | 6.0000%  | $20796794.00       | $125516.95         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Debentures and Agency Strips          | 2039-01-01      | 6.0000%  | 6.0000%  | $9483808.00        | $55253.60          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Debentures and Agency Strips          | 2039-11-01      | 4.0000%  | 4.0000%  | $91211734.00       | $476516.28         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Debentures and Agency Strips          | 2039-10-01      | 4.0000%  | 4.0000%  | $25000000.00       | $81887.10          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2040-08-15      | 0.2430%  | 0.2430%  | $132362786.00      | $409601.21         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2040-08-15      | 2.2430%  | 2.2430%  | $39570872.00       | $64590.01          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2040-12-15      | 2.2430%  | 2.2430%  | $29250000.00       | $126831.74         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2041-05-15      | 2.2830%  | 2.2830%  | $100000000.00      | $225901.36         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2041-06-15      | 6.0000%  | 6.0000%  | $6596544.00        | $68849.53          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2041-09-15      | 1.5800%  | 1.5800%  | $7624894.00        | $581351.97         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2041-09-15      | 2.2430%  | 2.2430%  | $119810404.00      | $871464.68         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2041-04-15      | 2.3930%  | 2.3930%  | $43627875.00       | $177491.24         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2041-12-15      | 2.1930%  | 2.1930%  | $81740982.00       | $449377.02         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2042-01-15      | 1.6930%  | 1.6930%  | $62591952.00       | $233728.39         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2042-02-15      | 1.6930%  | 1.6930%  | $25742360.00       | $363369.82         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2042-02-15      | 2.2830%  | 2.2830%  | $86751597.00       | $740625.95         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2042-02-15      | 1.6830%  | 1.6830%  | $85892593.00       | $764611.90         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2042-05-15      | 1.7930%  | 1.7930%  | $41095926.00       | $221144.93         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2042-07-15      | 1.7430%  | 1.7430%  | $31050000.00       | $299956.96         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2042-07-15      | 2.4430%  | 2.4430%  | $7479158.00        | $109430.86         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2042-07-15      | 2.4430%  | 2.4430%  | $38592250.00       | $435848.87         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2042-07-15      | 2.3630%  | 2.3630%  | $37430744.00       | $531671.62         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2042-08-15      | 1.7930%  | 1.7930%  | $11525618.00       | $228588.40         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2042-09-15      | 1.7430%  | 1.7430%  | $42654372.00       | $697503.98         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2042-09-15      | 2.3430%  | 2.3430%  | $25000000.00       | $539340.46         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2032-10-15      | 3.0000%  | 3.0000%  | $60511093.00       | $384149.89         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2042-07-15      | 4.5000%  | 4.5000%  | $6378996.00        | $54033.42          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2042-02-15      | 6.0000%  | 6.0000%  | $71242350.00       | $489471.71         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2033-01-15      | 3.0000%  | 3.0000%  | $53115734.00       | $349982.82         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2043-02-15      | 3.5000%  | 3.5000%  | $37953000.00       | $508020.82         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2043-03-15      | 1.8430%  | 1.8430%  | $22243120.00       | $433106.00         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2042-02-15      | 5.0000%  | 5.0000%  | $24299245.00       | $37259.22          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2043-03-15      | 1.8630%  | 1.8630%  | $30181968.00       | $793479.77         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2033-04-15      | 3.0000%  | 3.0000%  | $36917831.00       | $255268.99         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2033-05-15      | 3.0000%  | 3.0000%  | $40333333.00       | $356411.97         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2043-06-15      | 2.4430%  | 2.4430%  | $26482266.00       | $632289.56         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2033-06-15      | 3.0000%  | 3.0000%  | $12515000.00       | $114710.53         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2041-05-15      | 1.7930%  | 1.7930%  | $42343980.00       | $205150.17         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2039-06-15      | 1.6930%  | 1.6930%  | $47295652.00       | $488113.16         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2043-11-15      | 1.8930%  | 1.8930%  | $81268293.00       | $478837.44         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2043-12-15      | 1.8430%  | 1.8430%  | $35692773.00       | $403534.02         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2043-12-15      | 1.7930%  | 1.7930%  | $67488151.00       | $704995.27         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2037-07-15      | 1.8430%  | 1.8430%  | $88000000.00       | $621712.63         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2044-03-15      | 1.7930%  | 1.7930%  | $42328875.00       | $540660.08         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2054-02-15      | 1.6930%  | 1.6930%  | $46882557.00       | $787980.94         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2044-06-15      | 1.7930%  | 1.7930%  | $42820800.00       | $164776.37         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2037-12-15      | 1.9420%  | 1.9420%  | $171076974.00      | $599022.78         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2050-11-15      | 1.7430%  | 1.7430%  | $23484774.00       | $351954.82         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2044-08-15      | 4.5000%  | 4.5000%  | $44400000.00       | $571369.83         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2044-09-15      | 1.8430%  | 1.8430%  | $127616621.00      | $2000736.57        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2037-07-15      | 6.0000%  | 6.0000%  | $50000000.00       | $682097.30         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2045-01-15      | 4.5000%  | 4.5000%  | $39903090.00       | $441520.06         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2043-11-15      | 6.0000%  | 6.0000%  | $24827275.00       | $461206.70         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2045-06-15      | 1.9230%  | 1.9230%  | $30841164.00       | $750344.62         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2038-11-15      | 1.6740%  | 1.6740%  | $65963488.00       | $264558.38         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2045-12-15      | 4.0000%  | 4.0000%  | $30931500.00       | $473183.53         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2036-05-15      | 1.8430%  | 1.8430%  | $22368052.00       | $232467.71         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2046-04-15      | 3.5000%  | 3.5000%  | $14285714.00       | $442508.08         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2031-04-15      | 3.0000%  | 3.0000%  | $16748568.00       | $91245.69          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2046-04-15      | 1.7930%  | 1.7930%  | $12089020.00       | $125667.82         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2043-09-15      | 4.5000%  | 4.5000%  | $3245554.00        | $55007.28          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2031-04-15      | 2.5000%  | 2.5000%  | $20000000.00       | $92901.11          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2034-01-15      | 3.0000%  | 3.0000%  | $23333333.00       | $283341.86         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2046-08-15      | 1.7430%  | 1.7430%  | $21335039.00       | $587080.18         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2055-03-25      | 1.0450%  | 1.0450%  | $245000000.00      | $6585262.37        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2055-03-25      | 1.1280%  | 1.1280%  | $55000000.00       | $1950033.72        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2055-04-25      | 1.8780%  | 1.8780%  | $58283000.00       | $3704610.56        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2055-05-25      | 1.6280%  | 1.6280%  | $39175000.00       | $2355325.27        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-06-25      | 2.9280%  | 2.9280%  | $42615511.00       | $3668111.50        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2055-09-25      | 3.0280%  | 3.0280%  | $65401020.00       | $6632073.43        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2055-10-25      | 3.0280%  | 3.0280%  | $50933649.00       | $4733661.04        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2055-10-25      | 1.8280%  | 1.8280%  | $69060599.00       | $6689907.14        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2035-04-25      | 6.5000%  | 6.5000%  | $16532577.00       | $43981.66          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2036-04-25      | 2.5130%  | 2.5130%  | $32165142.00       | $70329.29          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2036-03-25      | 2.5130%  | 2.5130%  | $60000000.00       | $186510.99         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2036-04-25      | 2.4030%  | 2.4030%  | $100000000.00      | $102083.93         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2036-04-25      | 1.4430%  | 1.4430%  | $268645998.00      | $689511.62         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2036-06-25      | 3.0130%  | 3.0130%  | $50000600.00       | $81731.75          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Debentures and Agency Strips          | 2043-06-01      | 3.5000%  | 3.5000%  | $55154544.00       | $726862.15         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Debentures and Agency Strips          | 2043-08-01      | 3.5000%  | 3.5000%  | $18000000.00       | $414217.74         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Debentures and Agency Strips          | 2043-08-01      | 5.0000%  | 5.0000%  | $22985961.00       | $411030.70         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Debentures and Agency Strips          | 2044-04-01      | 3.5000%  | 3.5000%  | $106646610.00      | $2605587.41        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Debentures and Agency Strips          | 2043-02-01      | 3.0000%  | 3.0000%  | $153827361.00      | $3192425.92        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Debentures and Agency Strips          | 2043-02-01      | 3.5000%  | 3.5000%  | $83600000.00       | $1624122.18        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Debentures and Agency Strips          | 2033-01-01      | 3.0000%  | 3.0000%  | $26880449.00       | $178908.60         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Debentures and Agency Strips          | 2043-01-01      | 3.5000%  | 3.5000%  | $21177373.00       | $314712.99         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Debentures and Agency Strips          | 2042-01-01      | 4.0000%  | 4.0000%  | $21653116.00       | $337338.72         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Debentures and Agency Strips          | 2042-07-01      | 3.5000%  | 3.5000%  | $100000000.00      | $1344090.99        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Debentures and Agency Strips          | 2042-07-01      | 4.5000%  | 4.5000%  | $124583000.00      | $2728883.82        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2035-06-15      | 2.4430%  | 2.4430%  | $50000000.00       | $101948.87         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2035-11-15      | 2.3930%  | 2.3930%  | $115857995.00      | $346288.81         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2035-12-15      | 13.7600% | 13.7600% | $8333334.00        | $205431.76         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2036-09-25      | 2.3630%  | 2.3630%  | $61330239.00       | $188361.87         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2036-12-25      | 2.4530%  | 2.4530%  | $39285000.00       | $107961.71         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2037-01-25      | 2.4130%  | 2.4130%  | $25020000.00       | $64163.93          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2037-03-25      | 2.5830%  | 2.5830%  | $37350000.00       | $40414.08          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2036-05-15      | 2.9930%  | 2.9930%  | $91325541.00       | $264862.18         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2036-07-15      | 2.2130%  | 2.2130%  | $16862278.00       | $79955.25          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2037-04-25      | 1.9130%  | 1.9130%  | $23155000.00       | $82360.56          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2037-05-25      | 1.9330%  | 1.9330%  | $29696198.00       | $76793.48          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2037-12-25      | 2.2630%  | 2.2630%  | $21500000.00       | $72972.62          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2037-09-25      | 2.2380%  | 2.2380%  | $50000000.00       | $51254.62          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2037-10-25      | 2.2130%  | 2.2130%  | $57625000.00       | $202825.12         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2036-11-15      | 6.5000%  | 6.5000%  | $111538461.00      | $296713.64         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2036-12-15      | 2.3930%  | 2.3930%  | $93333333.00       | $210621.36         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2037-01-15      | 2.1530%  | 2.1530%  | $46360000.00       | $84270.23          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2038-04-25      | 2.0330%  | 2.0330%  | $67962510.00       | $120203.11         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2038-01-15      | 1.7430%  | 1.7430%  | $100000000.00      | $332796.11         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2041-06-25      | 0.0000%  | 0.0000%  | $47538735.00       | $737275.89         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2041-07-25      | 1.7330%  | 1.7330%  | $41190490.00       | $135684.63         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2041-07-25      | 2.4930%  | 2.4930%  | $201905021.00      | $586074.55         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Debentures and Agency Strips          | 2038-02-01      | 3.5000%  | 3.5000%  | $50043825.00       | $1220942.42        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2039-11-25      | 1.9630%  | 1.9630%  | $35500000.00       | $143889.52         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2039-11-25      | 1.9630%  | 1.9630%  | $50000000.00       | $77369.89          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2040-02-25      | 6.5000%  | 6.5000%  | $1198742.00        | $169021.74         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2040-02-25      | 2.0430%  | 2.0430%  | $118012223.00      | $420794.55         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2040-03-25      | 2.1430%  | 2.1430%  | $113636362.00      | $399557.10         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2040-09-25      | 2.4030%  | 2.4030%  | $25041834.00       | $115090.64         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2048-10-25      | 2.0680%  | 2.0680%  | $81446027.00       | $91169.06          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2040-04-25      | 2.2130%  | 2.2130%  | $15663000.00       | $73709.32          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2040-05-25      | 2.2630%  | 2.2630%  | $40000000.00       | $116197.66         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2036-08-15      | 0.0000%  | 0.0000%  | $4067750.00        | $210767.54         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2040-12-25      | 1.8630%  | 1.8630%  | $50000000.00       | $168545.74         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2040-10-25      | 1.8830%  | 1.8830%  | $59113364.00       | $63478.90          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2040-12-25      | 6.5000%  | 6.5000%  | $37264176.00       | $140716.58         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2040-12-25      | 1.8130%  | 1.8130%  | $59000000.00       | $342712.76         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2040-11-25      | 4.5000%  | 4.5000%  | $17200000.00       | $25923.68          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2050-08-25      | 2.5000%  | 2.5000%  | $24000000.00       | $1725236.99        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2045-07-25      | 5.0000%  | 5.0000%  | $13229798.00       | $575682.00         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2050-09-25      | 4.0000%  | 4.0000%  | $35375235.00       | $2999096.09        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2050-10-25      | 3.0000%  | 3.0000%  | $10166666.00       | $778920.87         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2050-11-25      | 0.0280%  | 0.0280%  | $12500000.00       | $448088.02         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2049-08-25      | 4.0000%  | 4.0000%  | $4139000.00        | $457922.52         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2040-09-15      | 1.7430%  | 1.7430%  | $150500077.00      | $210853.08         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2040-10-15      | 6.5000%  | 6.5000%  | $167506283.00      | $603689.13         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2036-03-15      | 5.5000%  | 5.5000%  | $6966201.00        | $331132.04         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2051-07-25      | 4.5000%  | 4.5000%  | $29698437.00       | $3149636.45        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2051-09-25      | 2.5000%  | 2.5000%  | $47934119.00       | $3731219.96        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2051-09-25      | 3.0000%  | 3.0000%  | $10553161.00       | $888389.20         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2033-09-25      | 3.0000%  | 3.0000%  | $48880752.00       | $1582739.31        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2051-11-25      | 2.5000%  | 2.5000%  | $29791939.00       | $2878082.29        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2037-01-25      | 3.0000%  | 3.0000%  | $19120983.00       | $1252730.03        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2052-06-25      | 0.3280%  | 0.3280%  | $200000000.00      | $7416505.75        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2052-06-25      | 0.3280%  | 0.3280%  | $306000000.00      | $10825150.45       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2052-07-25      | 0.0000%  | 0.0000%  | $40000000.00       | $874993.25         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2052-08-25      | 1.2880%  | 1.2880%  | $84406500.00       | $2994472.60        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2052-09-25      | 1.1780%  | 1.1780%  | $75389684.00       | $3194390.56        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2052-09-25      | 1.2280%  | 1.2280%  | $50000000.00       | $2163580.85        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2045-11-15      | 4.0000%  | 4.0000%  | $9955249.00        | $1248142.53        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2050-09-25      | 4.5000%  | 4.5000%  | $22067503.00       | $2992681.96        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2053-02-25      | 1.7280%  | 1.7280%  | $66172000.00       | $3263007.45        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2053-03-25      | 2.1780%  | 2.1780%  | $37578707.00       | $1365891.84        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2053-04-25      | 1.9280%  | 1.9280%  | $75000000.00       | $3171514.17        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2052-12-25      | 1.4780%  | 1.4780%  | $61412000.00       | $2311088.73        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2053-09-25      | 1.8680%  | 1.8680%  | $25000000.00       | $990596.04         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2053-10-25      | 2.4580%  | 2.4580%  | $34776082.00       | $1978192.03        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2053-10-25      | 2.1580%  | 2.1580%  | $50948708.00       | $2484914.90        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2053-11-25      | 1.2780%  | 1.2780%  | $83679876.00       | $3111666.51        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2053-11-25      | 1.9180%  | 1.9180%  | $42624881.00       | $2207818.90        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2053-12-25      | 1.9780%  | 1.9780%  | $50000000.00       | $1237158.93        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-02-25      | 1.7280%  | 1.7280%  | $71327779.00       | $2981144.36        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-03-25      | 1.6780%  | 1.6780%  | $38000000.00       | $1409648.51        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-04-25      | 2.9780%  | 2.9780%  | $87654791.00       | $3862360.16        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-04-25      | 1.6680%  | 1.6680%  | $59000000.00       | $2529503.46        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-04-25      | 2.4780%  | 2.4780%  | $72441115.00       | $1833892.81        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-05-25      | 3.1280%  | 3.1280%  | $50000000.00       | $3025806.36        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-05-25      | 1.8780%  | 1.8780%  | $66666666.00       | $3906671.66        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-06-25      | 1.6780%  | 1.6780%  | $74463747.00       | $2471428.32        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-06-25      | 2.9280%  | 2.9280%  | $86379000.00       | $4145057.09        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-01-25      | 3.0780%  | 3.0780%  | $36875784.00       | $2881327.93        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-06-25      | 3.0580%  | 3.0580%  | $27500000.00       | $2133681.03        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2061-01-25      | 3.0000%  | 3.0000%  | $47947343.00       | $7258916.53        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2050-12-25      | 4.5000%  | 4.5000%  | $37928936.00       | $7363108.39        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2048-03-15      | 1.6930%  | 1.6930%  | $160401241.00      | $9439912.33        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Collateralized Mortgage Obligation          | 2048-03-15      | 6.0000%  | 6.0000%  | $7459405.00        | $964781.57         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-09-25      | 1.1780%  | 1.1780%  | $61427513.00       | $2025885.36        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2053-10-25      | 4.5000%  | 4.5000%  | $20755139.00       | $2258103.72        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2048-10-25      | 6.0000%  | 6.0000%  | $8307078.00        | $224402.68         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-09-25      | 1.8280%  | 1.8280%  | $62000000.00       | $2832258.85        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-10-25      | 1.2780%  | 1.2780%  | $171957888.00      | $6210294.03        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-11-25      | 1.3280%  | 1.3280%  | $117000000.00      | $4409629.42        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-12-25      | 3.0280%  | 3.0280%  | $9400000.00        | $697708.89         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2055-01-25      | 1.8280%  | 1.8280%  | $24711763.00       | $1106306.14        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-11-25      | 0.0000%  | 0.0000%  | $17670720.00       | $11280741.33       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-09-25      | 0.0000%  | 0.0000%  | $16153847.00       | $10151222.69       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2055-02-25      | 0.0000%  | 0.0000%  | $10416557.00       | $6526532.59        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2055-02-25      | 3.0280%  | 3.0280%  | $24740000.00       | $1837758.17        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2055-02-25      | 2.9780%  | 2.9780%  | $10400000.00       | $764510.64         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2055-02-25      | 1.7780%  | 1.7780%  | $23807618.00       | $1072159.74        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2055-02-25      | 0.0000%  | 0.0000%  | $11571429.00       | $7131797.87        | Agency Collateralized Mortgage Obligation |

### Security 138: ROYAL BANK OF CANADA

- **C.1 - Title:** ROYAL BANK OF CANADA
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BYM6FRVV0, C.3 - LEI: ES7IP3U3RHIGC71XBU11
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 1.1900%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2025-12-05
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                                                        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| United States Treasury-U.S. Treasuries (including strips)                          | 2027-09-30      | 3.5000%  | 3.5000% | $841303200.00      | $845941369.25      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2027-06-30      | 3.7500%  | 3.7500% | $22014000.00       | $22424059.80       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2027-05-31      | 3.8750%  | 3.8750% | $480000.00         | $491487.96         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2027-10-15      | 3.8750%  | 3.8750% | $341108700.00      | $344957793.06      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2029-03-31      | 4.1250%  | 4.1250% | $68105900.00       | $69891372.88       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2030-06-30      | 3.7500%  | 3.7500% | $500.00            | $511.64            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2029-12-31      | 3.8750%  | 3.8750% | $7682500.00        | $7900714.77        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2027-07-31      | 2.7500%  | 2.7500% | $214196500.00      | $213414124.00      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2045-02-15      | 4.7500%  | 4.7500% | $2745800.00        | $2836749.10        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2054-05-15      | 4.6250%  | 4.6250% | $185900.00         | $185381.50         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2044-02-15      | 4.5000%  | 4.5000% | $500.00            | $502.10            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2053-02-15      | 3.6250%  | 3.6250% | $57588300.00       | $48830448.16       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2042-08-15      | 3.3750%  | 3.3750% | $548000.00         | $479306.42         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2041-11-15      | 2.0000%  | 2.0000% | $100.00            | $71.50             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2051-11-15      | 1.8750%  | 1.8750% | $87678400.00       | $50398714.17       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2051-08-15      | 2.0000%  | 2.0000% | $1054700.00        | $633280.39         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2050-11-15      | 1.6250%  | 1.6250% | $332200.00         | $181336.20         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2040-08-15      | 1.1250%  | 1.1250% | $136461800.00      | $88086490.16       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2050-08-15      | 1.3750%  | 1.3750% | $27477400.00       | $14151224.62       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2050-05-15      | 1.2500%  | 1.2500% | $27577200.00       | $13756552.39       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2050-02-15      | 2.0000%  | 2.0000% | $57700.00          | $35370.01          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2049-02-15      | 3.0000%  | 3.0000% | $1000.00           | $768.20            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2048-05-15      | 3.1250%  | 3.1250% | $60733900.00       | $47610776.25       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2048-05-15      | 3.1250%  | 3.1250% | $6000.00           | $4703.54           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2048-02-15      | 3.0000%  | 3.0000% | $4999900.00        | $3877216.36        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2048-02-15      | 3.0000%  | 3.0000% | $6000.00           | $4652.75           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2047-11-15      | 2.7500%  | 2.7500% | $999300.00         | $734569.01         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2047-08-15      | 2.7500%  | 2.7500% | $50000.00          | $37200.72          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2047-08-15      | 2.7500%  | 2.7500% | $6100.00           | $4538.48           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2047-05-15      | 3.0000%  | 3.0000% | $6000.00           | $4646.62           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2047-05-15      | 3.0000%  | 3.0000% | $3969200.00        | $3073896.72        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2047-02-15      | 3.0000%  | 3.0000% | $519800.00         | $407372.34         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2046-08-15      | 2.2500%  | 2.2500% | $400.00            | $273.72            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2046-05-15      | 2.5000%  | 2.5000% | $712100.00         | $509228.25         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2045-05-15      | 3.0000%  | 3.0000% | $3477400.00        | $2751619.14        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2045-05-15      | 3.0000%  | 3.0000% | $5000.00           | $3956.43           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2044-11-15      | 3.0000%  | 3.0000% | $1142800.00        | $908758.38         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2044-08-15      | 3.1250%  | 3.1250% | $12115500.00       | $9952828.00        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2044-02-15      | 3.6250%  | 3.6250% | $36765100.00       | $32724323.98       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2043-08-15      | 3.6250%  | 3.6250% | $416800.00         | $372781.78         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2042-11-15      | 2.7500%  | 2.7500% | $4000.00           | $3149.65           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2040-11-15      | 4.2500%  | 4.2500% | $2000.00           | $1968.66           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2031-02-15      | 5.3750%  | 5.3750% | $278500.00         | $305921.46         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2030-05-15      | 6.2500%  | 6.2500% | $9991000.00        | $11110586.21       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2027-08-15      | 6.3750%  | 6.3750% | $3900.00           | $4155.95           | U.S. Treasuries (including strips) |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-03-20      | 5.3380%  | 5.3380% | $30000000.00       | $21063216.41       | U.S. Treasuries (including strips) |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-03-20      | 4.9480%  | 4.9480% | $17839.00          | $17582.34          | U.S. Treasuries (including strips) |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-09-20      | 5.0980%  | 5.0980% | $58921782.00       | $58914832.25       | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-05-01      | 6.0000%  | 6.0000% | $12669632.00       | $12797025.04       | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-06-01      | 5.0000%  | 5.0000% | $7024541.00        | $7081602.19        | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2054-11-01      | 5.0000%  | 5.0000% | $19820032.00       | $19325930.19       | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-09-01      | 6.5000%  | 6.5000% | $1033200.00        | $1088746.52        | U.S. Treasuries (including strips) |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-07-01      | 6.0000%  | 6.0000% | $57283968.00       | $58442966.86       | U.S. Treasuries (including strips) |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2054-12-01      | 5.0000%  | 5.0000% | $20118656.00       | $19359517.03       | U.S. Treasuries (including strips) |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2055-11-01      | 6.5000%  | 6.5000% | $1545904.00        | $1631587.27        | U.S. Treasuries (including strips) |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities            | 2031-08-01      | 3.5000%  | 3.5000% | $1000.00           | $85.40             | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-08-01      | 4.5000%  | 4.5000% | $1000.00           | $771.92            | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-12-01      | 5.5000%  | 5.5000% | $7339653.00        | $5712107.16        | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-09-01      | 3.0000%  | 3.0000% | $1000.00           | $740.09            | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2052-10-01      | 5.0000%  | 5.0000% | $1000.00           | $758.62            | U.S. Treasuries (including strips) |

### Security 139: ROYAL BANK OF CANADA

- **C.1 - Title:** ROYAL BANK OF CANADA
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BYM6J72P5, C.3 - LEI: ES7IP3U3RHIGC71XBU11
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.5900%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                                                        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-06-20      | 5.4480%  | 5.4480% | $168521875.00      | $164981000.92      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2026-10-01      | 0.0000%  | 0.0000% | $800.00            | $776.08            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2041-08-15      | 1.7500%  | 1.7500% | $400.00            | $278.11            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2027-03-31      | 3.8750%  | 3.8750% | $311043200.00      | $314188128.74      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2027-04-30      | 3.7500%  | 3.7500% | $452200200.00      | $454678506.93      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                          | 2027-06-30      | 3.7500%  | 3.7500% | $93573900.00       | $95316922.39       | U.S. Treasuries (including strips) |

### Security 140: ROYAL BANK OF CANADA

- **C.1 - Title:** ROYAL BANK OF CANADA
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BYM62TYF2, C.3 - LEI: ES7IP3U3RHIGC71XBU11
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2025-12-05
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                                                     | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-10-25      | 1.3280%  | 1.3280% | $46810626.00       | $1988944.27        | U.S. Treasuries (including strips) |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-07-25      | 1.7280%  | 1.7280% | $115336310.00      | $4909636.43        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                       | 2026-10-01      | 0.0000%  | 0.0000% | $1300.00           | $1261.13           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                       | 2044-11-15      | 4.6250%  | 4.6250% | $290900.00         | $292599.12         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                       | 2028-03-15      | 3.8750%  | 3.8750% | $494842200.00      | $503190816.71      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                       | 2048-08-15      | 0.0000%  | 0.0000% | $0.45              | $0.14              | U.S. Treasuries (including strips) |

### Security 141: ROYAL BANK OF CANADA

- **C.1 - Title:** ROYAL BANK OF CANADA
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BYM66G0U0, C.3 - LEI: ES7IP3U3RHIGC71XBU11
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.5900%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2025-12-05
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                                                        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2037-04-25      | 1.5000%  | 1.5000% | $11208011.00       | $488699.34         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2042-04-25      | 2.0000%  | 2.0000% | $7109513.00        | $553628.75         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2053-09-25      | 6.0000%  | 6.0000% | $1427091.00        | $125271.81         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2038-07-25      | 3.5000%  | 3.5000% | $2566459.00        | $185709.22         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2037-08-25      | 2.5000%  | 2.5000% | $2194437.00        | $93525.41          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2053-09-25      | 6.5000%  | 6.5000% | $17188919.00       | $2323260.27        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2053-09-25      | 7.0000%  | 7.0000% | $1422643.00        | $185859.16         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2037-11-25      | 3.0000%  | 3.0000% | $3466452.00        | $179492.24         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2052-12-25      | 4.0000%  | 4.0000% | $2522078.00        | $444612.07         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2053-06-25      | 4.5000%  | 4.5000% | $3857923.00        | $663149.96         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2038-08-25      | 5.0000%  | 5.0000% | $4961121.00        | $316270.43         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2038-08-25      | 5.5000%  | 5.5000% | $1476801.00        | $74178.76          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2038-08-25      | 4.0000%  | 4.0000% | $3696456.00        | $307487.06         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2053-08-25      | 4.5000%  | 4.5000% | $31000000.00       | $5951300.01        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2038-08-25      | 4.5000%  | 4.5000% | $5329944.00        | $408325.34         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2053-11-25      | 6.0000%  | 6.0000% | $46100000.00       | $6385147.29        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-02-25      | 5.5000%  | 5.5000% | $25000000.00       | $4012373.97        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-04-25      | 4.5000%  | 4.5000% | $48528242.00       | $9355471.14        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2042-07-16      | 2.0260%  | 2.0260% | $100032.00         | $2006.21           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2040-02-20      | 2.1750%  | 2.1750% | $100095.00         | $385.27            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2045-01-20      | 1.5250%  | 1.5250% | $100095.00         | $1031.16           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2046-10-20      | 2.1750%  | 2.1750% | $100032.00         | $5423.78           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2046-10-20      | 2.0250%  | 2.0250% | $100000.00         | $2764.79           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2048-08-20      | 2.1250%  | 2.1250% | $100000.00         | $3407.28           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2048-07-20      | 2.1250%  | 2.1250% | $100000.00         | $2786.34           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2048-12-20      | 2.0450%  | 2.0450% | $100032.00         | $1923.17           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-06-20      | 5.4980%  | 5.4980% | $21350000.00       | $20969781.04       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2049-03-20      | 1.9750%  | 1.9750% | $100032.00         | $1620.33           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2049-08-20      | 2.0250%  | 2.0250% | $100032.00         | $4421.06           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2049-12-20      | 3.5000%  | 3.5000% | $100000.00         | $5905.97           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-03-20      | 1.5250%  | 1.5250% | $100096.00         | $4842.88           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2049-11-20      | 1.9750%  | 1.9750% | $100000.00         | $2729.90           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-03-20      | 3.5000%  | 3.5000% | $100000.00         | $6494.33           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-08-20      | 3.0000%  | 3.0000% | $100096.00         | $8180.05           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-10-20      | 2.5000%  | 2.5000% | $100000.00         | $8522.05           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-01-20      | 2.5000%  | 2.5000% | $101888.00         | $10082.84          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-01-20      | 2.5000%  | 2.5000% | $100032.00         | $9665.25           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-12-20      | 4.0000%  | 4.0000% | $100000.00         | $11515.91          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-02-20      | 3.0000%  | 3.0000% | $100000.00         | $11148.47          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-02-20      | 3.0000%  | 3.0000% | $100000.00         | $6684.97           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-04-20      | 2.5000%  | 2.5000% | $100032.00         | $6092.42           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-04-20      | 2.2250%  | 2.2250% | $82186399.00       | $3936220.88        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-08-20      | 3.0000%  | 3.0000% | $100000.00         | $13152.41          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-08-20      | 3.0000%  | 3.0000% | $100000.00         | $10064.28          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-08-20      | 3.0000%  | 3.0000% | $100000.00         | $9334.63           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-09-20      | 1.9010%  | 1.9010% | $60000000.00       | $3833107.63        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-01-20      | 1.7010%  | 1.7010% | $344547441.00      | $20104494.27       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-10-20      | 0.0000%  | 0.0000% | $100000.00         | $940.85            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-12-20      | 3.0000%  | 3.0000% | $33451485.00       | $4951194.31        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-08-20      | 3.5000%  | 3.5000% | $100000.00         | $10550.99          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-01-20      | 1.5010%  | 1.5010% | $100000.00         | $4352.96           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-01-20      | 2.1510%  | 2.1510% | $100000.00         | $3546.93           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-12-20      | 3.0000%  | 3.0000% | $28475586.00       | $5258535.26        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2041-11-16      | 2.5260%  | 2.5260% | $100000.00         | $9865.48           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-12-20      | 2.7010%  | 2.7010% | $100000.00         | $2612.32           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-02-20      | 3.5000%  | 3.5000% | $100000.00         | $10426.99          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-02-20      | 3.0000%  | 3.0000% | $100000.00         | $6296.73           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-02-20      | 1.5910%  | 1.5910% | $100000.00         | $3630.66           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-01-20      | 1.4010%  | 1.4010% | $100000.00         | $4939.06           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-02-20      | 2.1510%  | 2.1510% | $100096.00         | $6042.55           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-03-20      | 2.1910%  | 2.1910% | $100032.00         | $5160.93           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-03-20      | 1.4010%  | 1.4010% | $100000.00         | $4018.52           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-03-20      | 1.4010%  | 1.4010% | $100000.00         | $1988.23           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-03-20      | 2.1710%  | 2.1710% | $100096.00         | $3560.40           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2043-01-15      | 4.0000%  | 4.0000% | $51435022.00       | $793598.11         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2043-08-15      | 3.5000%  | 3.5000% | $42857142.00       | $947763.21         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2043-12-15      | 3.5000%  | 3.5000% | $30257194.00       | $437581.66         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2043-12-15      | 3.5000%  | 3.5000% | $140549112.00      | $2999096.80        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2039-04-15      | 6.5000%  | 6.5000% | $41232145.00       | $745135.85         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2043-12-15      | 4.5000%  | 4.5000% | $21805461.00       | $408477.47         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2039-06-15      | 5.5000%  | 5.5000% | $30900000.00       | $580116.51         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2043-06-15      | 3.0000%  | 3.0000% | $54252950.00       | $661711.79         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2045-08-15      | 4.0000%  | 4.0000% | $47666227.00       | $1242164.29        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2047-11-15      | 4.0000%  | 4.0000% | $14674356.00       | $527054.14         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2050-07-15      | 2.5000%  | 2.5000% | $32082090.00       | $2642230.61        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2048-09-15      | 3.0000%  | 3.0000% | $10420187.00       | $310671.54         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2052-11-15      | 4.5000%  | 4.5000% | $75000000.00       | $13674991.31       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2037-10-15      | 4.7790%  | 4.7790% | $13036116.00       | $783743.22         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2038-02-15      | 1.9150%  | 1.9150% | $516915523.00      | $1671269.00        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2048-06-25      | 4.0000%  | 4.0000% | $97680232.00       | $7706041.34        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2052-10-25      | 1.1280%  | 1.1280% | $250000000.00      | $10107203.19       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2049-10-25      | 1.8130%  | 1.8130% | $49156953.00       | $4076730.97        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-11-25      | 1.9780%  | 1.9780% | $102317134.00      | $6660175.21        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-11-25      | 1.9780%  | 1.9780% | $162604608.00      | $10916523.85       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2054-09-25      | 2.9780%  | 2.9780% | $100000000.00      | $7175537.13        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-06-25      | 2.2780%  | 2.2780% | $121153168.00      | $10454116.92       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-07-25      | 1.7280%  | 1.7280% | $80000000.00       | $7811310.42        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-07-25      | 2.9780%  | 2.9780% | $60775370.00       | $4803449.40        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-10-25      | 1.8280%  | 1.8280% | $80000000.00       | $7391021.51        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association-Agency Collateralized Mortgage Obligation    | 2055-10-25      | 1.8280%  | 1.8280% | $52900686.00       | $4819728.43        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2051-02-25      | 2.5000%  | 2.5000% | $88532400.00       | $9013493.51        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2051-02-25      | 3.0000%  | 3.0000% | $40418999.00       | $4421478.70        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2050-02-25      | 4.0000%  | 4.0000% | $66070125.00       | $4137517.55        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2050-09-25      | 4.0000%  | 4.0000% | $63416663.00       | $5084610.50        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2050-11-25      | 4.0000%  | 4.0000% | $86062400.00       | $6814715.08        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2050-10-25      | 3.0000%  | 3.0000% | $82192000.00       | $4950640.34        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2051-09-25      | 4.0000%  | 4.0000% | $57031048.00       | $6229726.55        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2051-12-25      | 4.5000%  | 4.5000% | $34408546.00       | $5041140.72        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2052-08-25      | 1.1280%  | 1.1280% | $148500000.00      | $6979894.43        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2052-09-25      | 1.2280%  | 1.2280% | $100000000.00      | $4332188.22        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2052-12-25      | 2.1780%  | 2.1780% | $89069445.00       | $4292809.99        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2053-12-25      | 2.9280%  | 2.9280% | $100000000.00      | $3282932.51        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2051-11-25      | 4.0000%  | 4.0000% | $32571652.00       | $5271397.33        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-01-25      | 1.6280%  | 1.6280% | $39813501.00       | $1540851.63        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2052-10-25      | 3.5000%  | 3.5000% | $39253008.00       | $5929293.39        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-08-25      | 3.0280%  | 3.0280% | $76803345.00       | $5918458.65        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2053-07-25      | 4.0000%  | 4.0000% | $34035687.00       | $4797750.33        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-10-25      | 1.9780%  | 1.9780% | $87171806.00       | $5707467.72        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-10-25      | 3.1280%  | 3.1280% | $46087444.00       | $3955804.67        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-10-25      | 1.9430%  | 1.9430% | $125888040.00      | $8847991.66        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-11-25      | 6.5000%  | 6.5000% | $24177000.00       | $4244929.35        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-05-25      | 0.4780%  | 0.4780% | $200000000.00      | $3541704.02        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-11-25      | 1.3280%  | 1.3280% | $57917090.00       | $4403204.10        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2054-10-25      | 0.9980%  | 0.9980% | $60583991.00       | $1915569.41        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2055-02-25      | 0.0000%  | 0.0000% | $7692308.00        | $4847323.84        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2055-02-25      | 0.0000%  | 0.0000% | $7142857.00        | $4501080.89        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2055-02-25      | 2.9780%  | 2.9780% | $85227669.00       | $8250341.88        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2053-10-25      | 3.0280%  | 3.0280% | $48409893.00       | $3862267.27        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2055-03-25      | 3.0280%  | 3.0280% | $43577741.00       | $5629780.69        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2055-06-25      | 2.3780%  | 2.3780% | $54203847.00       | $6663528.47        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2055-08-25      | 1.7280%  | 1.7280% | $140000000.00      | $9704017.22        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2055-08-25      | 1.7280%  | 1.7280% | $142719296.00      | $11984932.71       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2055-09-25      | 1.0780%  | 1.0780% | $87976243.00       | $4469396.43        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2055-10-25      | 1.8280%  | 1.8280% | $150000000.00      | $13802665.08       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2052-01-25      | 2.5000%  | 2.5000% | $11250000.00       | $1275897.51        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2053-01-25      | 5.5000%  | 5.5000% | $70000000.00       | $9804926.00        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2053-06-25      | 6.0000%  | 6.0000% | $106201325.00      | $14392913.28       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips                | 2037-07-25      | 2.0000%  | 2.0000% | $6245370.00        | $319119.03         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-09-20      | 1.9510%  | 1.9510% | $100000.00         | $6580.62           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-08-20      | 3.0000%  | 3.0000% | $100000.00         | $13360.75          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-05-20      | 1.4510%  | 1.4510% | $100000.00         | $2857.83           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-06-20      | 1.3010%  | 1.3010% | $100000.00         | $1817.69           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-06-20      | 1.9210%  | 1.9210% | $100032.00         | $4542.28           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-07-20      | 1.8510%  | 1.8510% | $100000.00         | $5314.20           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-03-20      | 3.0000%  | 3.0000% | $100000.00         | $13713.53          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-10-20      | 1.5010%  | 1.5010% | $100000.00         | $1414.70           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-10-20      | 2.4010%  | 2.4010% | $100000.00         | $2013.34           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-08-20      | 2.5510%  | 2.5510% | $100096.00         | $2006.92           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-09-20      | 2.4010%  | 2.4010% | $100000.00         | $2905.90           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-12-20      | 2.2810%  | 2.2810% | $100000.00         | $6086.68           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-12-20      | 1.8010%  | 1.8010% | $8814912.00        | $450513.47         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-01-20      | 7.0000%  | 7.0000% | $100000.00         | $17075.91          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-09-20      | 1.9750%  | 1.9750% | $63087044.00       | $6702180.88        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-02-20      | 6.0000%  | 6.0000% | $100000.00         | $15001.15          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-03-20      | 1.3010%  | 1.3010% | $100000.00         | $4977.62           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-04-20      | 2.4010%  | 2.4010% | $45514845.00       | $3550978.21        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-04-20      | 1.7160%  | 1.7160% | $100000.00         | $5792.14           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-05-20      | 3.1010%  | 3.1010% | $35766536.00       | $3904730.93        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-12-20      | 4.0000%  | 4.0000% | $33898153.00       | $4703369.67        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-10-20      | 2.5000%  | 2.5000% | $100000.00         | $11508.54          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2049-09-20      | 1.9750%  | 1.9750% | $79660989.00       | $8775956.15        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-06-20      | 3.2010%  | 3.2010% | $100000.00         | $7024.19           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-08-20      | 1.8510%  | 1.8510% | $100000.00         | $5117.95           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-10-20      | 1.3210%  | 1.3210% | $250000000.00      | $10409206.90       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-11-20      | 1.7910%  | 1.7910% | $100000.00         | $3064.90           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-12-20      | 6.5000%  | 6.5000% | $100000.00         | $19257.85          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2052-04-20      | 4.0000%  | 4.0000% | $43084023.00       | $6113601.64        | Agency Collateralized Mortgage Obligation |
| United States Treasury-U.S. Treasuries (including strips)                          | 2027-07-15      | 4.3750%  | 4.3750% | $558108300.00      | $574521415.80      | Agency Collateralized Mortgage Obligation |

### Security 142: SMBC NIKKO SECURITIES INC

- **C.1 - Title:** SMBC NIKKO SECURITIES INC
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BYM6J7416, C.3 - LEI: 5493001KJTIIGC8Y1R12
- **C.18 - Value (incl. sponsor support):** $1700000000.00
- **C.18.a - Value (excl. sponsor support):** $1700000000.00
- **C.19 - Percentage of Net Assets:** 1.0100%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                                                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2042-05-01      | 3.5000%  | 3.5000% | $51042815.00       | $3902675.64        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2046-02-01      | 3.0000%  | 3.0000% | $9782470.00        | $1325723.17        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2046-08-01      | 3.0000%  | 3.0000% | $8339040.00        | $1463916.99        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2047-04-01      | 4.0000%  | 4.0000% | $1119333.00        | $58085.73          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2043-03-01      | 3.5000%  | 3.5000% | $1958092.00        | $278920.59         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2043-06-01      | 3.5000%  | 3.5000% | $14004797.00       | $2345523.83        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2043-06-01      | 3.5000%  | 3.5000% | $1592476.00        | $327226.00         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2043-08-01      | 3.5000%  | 3.5000% | $1082737.00        | $145882.31         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2029-06-01      | 3.0000%  | 3.0000% | $1462598.00        | $109756.63         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2044-10-01      | 4.5000%  | 4.5000% | $435000.00         | $44283.04          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2044-10-01      | 4.0000%  | 4.0000% | $956483.00         | $126210.75         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2045-05-01      | 3.5000%  | 3.5000% | $180790773.00      | $16993741.17       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2045-10-01      | 3.5000%  | 3.5000% | $8303616.00        | $2265037.04        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2030-09-01      | 3.0000%  | 3.0000% | $605050.00         | $47259.63          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2033-06-01      | 5.0000%  | 5.0000% | $4713418.00        | $69829.73          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2034-07-01      | 5.0000%  | 5.0000% | $7494920.00        | $66014.02          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2034-09-01      | 5.5000%  | 5.5000% | $4875365.00        | $33396.82          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-09-01      | 6.0000%  | 6.0000% | $453790.00         | $339756.60         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-03-01      | 6.5000%  | 6.5000% | $34058.00          | $35029.06          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-10-01      | 5.5000%  | 5.5000% | $1213038.00        | $1225843.74        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-10-01      | 5.0000%  | 5.0000% | $1000.00           | $954.35            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-01-01      | 6.5000%  | 6.5000% | $1000.00           | $912.24            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2040-08-01      | 4.5000%  | 4.5000% | $84761.00          | $78975.07          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-09-01      | 6.0000%  | 6.0000% | $1651932.00        | $1700086.98        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-04-01      | 6.0000%  | 6.0000% | $1970400.00        | $1364443.19        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-08-01      | 7.0000%  | 7.0000% | $1000.00           | $1085.55           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-08-01      | 6.5000%  | 6.5000% | $1000.00           | $1068.48           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-06-01      | 5.5000%  | 5.5000% | $4988917.00        | $5066064.41        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-06-01      | 5.5000%  | 5.5000% | $9138340.00        | $9262508.84        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-08-01      | 5.5000%  | 5.5000% | $1273619.00        | $1296313.40        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-09-01      | 6.5000%  | 6.5000% | $1000.00           | $1047.39           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-09-01      | 6.5000%  | 6.5000% | $1000.00           | $1052.08           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-09-01      | 4.5000%  | 4.5000% | $1000.00           | $985.23            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-11-01      | 5.0000%  | 5.0000% | $1000.00           | $1002.75           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-12-01      | 5.5000%  | 5.5000% | $2333728.00        | $2385660.44        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2046-07-01      | 4.0000%  | 4.0000% | $1000.00           | $163.47            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2046-07-01      | 3.0000%  | 3.0000% | $641749.00         | $155063.91         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2064-09-01      | 2.5000%  | 2.5000% | $105898116.00      | $84954936.15       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2056-08-01      | 5.5000%  | 5.5000% | $14260000.00       | $3538748.47        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2047-04-01      | 3.5000%  | 3.5000% | $1000.00           | $225.83            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2040-02-01      | 2.9400%  | 2.9400% | $1000.00           | $710.30            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2048-09-01      | 4.0000%  | 4.0000% | $106990.00         | $9432.66           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2047-11-01      | 4.5000%  | 4.5000% | $699000.00         | $99780.65          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2048-09-01      | 4.5000%  | 4.5000% | $2048.00           | $552.64            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2049-01-01      | 4.5000%  | 4.5000% | $1007.00           | $136.96            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2049-09-01      | 3.0000%  | 3.0000% | $250000.00         | $84351.29          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2049-05-01      | 4.0000%  | 4.0000% | $1000.00           | $356.04            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2050-10-01      | 2.0000%  | 2.0000% | $247000.00         | $129325.58         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2050-11-01      | 3.0000%  | 3.0000% | $93000.00          | $29208.44          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-04-01      | 2.5000%  | 2.5000% | $1047770.00        | $591493.67         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-09-01      | 5.5000%  | 5.5000% | $1000.00           | $1015.99           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-09-01      | 5.0000%  | 5.0000% | $3402880.00        | $2548899.92        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-06-01      | 4.5000%  | 4.5000% | $3213424.00        | $2218291.44        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-04-01      | 5.0000%  | 5.0000% | $202258.00         | $168718.01         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-09-01      | 6.5000%  | 6.5000% | $1000.00           | $581.66            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-07-01      | 6.5000%  | 6.5000% | $1370142.00        | $1259838.40        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2047-10-01      | 3.0000%  | 3.0000% | $79502720.00       | $16008135.93       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2048-01-01      | 3.5000%  | 3.5000% | $199000.00         | $57742.06          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2048-02-01      | 3.5000%  | 3.5000% | $8569998.00        | $1990211.76        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2048-12-01      | 4.5000%  | 4.5000% | $12601698.00       | $2862487.28        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2034-03-01      | 4.0000%  | 4.0000% | $1317584.00        | $253327.31         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2050-12-01      | 2.0000%  | 2.0000% | $19470830.00       | $11191948.89       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2050-10-01      | 2.0000%  | 2.0000% | $23165184.00       | $12293968.07       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-01-01      | 2.5000%  | 2.5000% | $2000.00           | $1280.86           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2036-04-01      | 5.0000%  | 5.0000% | $2281.00           | $137.13            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2029-01-01      | 3.5000%  | 3.5000% | $1576.00           | $71.03             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2031-10-01      | 2.5000%  | 2.5000% | $4151.00           | $627.11            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2039-09-01      | 6.0000%  | 6.0000% | $1998.00           | $31.76             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2028-04-01      | 3.0000%  | 3.0000% | $1233.00           | $14.31             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2047-10-01      | 3.5000%  | 3.5000% | $1081.00           | $72.00             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2029-12-01      | 2.5000%  | 2.5000% | $1000.00           | $6.14              | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2031-01-01      | 2.5000%  | 2.5000% | $1000.00           | $118.76            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2037-07-01      | 3.5000%  | 3.5000% | $51938.00          | $31066.87          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-09-01      | 4.5000%  | 4.5000% | $2339000.00        | $1852377.31        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-02-01      | 5.5000%  | 5.5000% | $6968380.00        | $5426964.54        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-02-01      | 5.5000%  | 5.5000% | $15599808.00       | $13805630.73       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-05-01      | 5.5000%  | 5.5000% | $1000.00           | $915.37            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2050-12-01      | 3.0000%  | 3.0000% | $1000.00           | $465.16            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2051-05-01      | 2.5000%  | 2.5000% | $48000.00          | $27951.20          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-02-01      | 5.5000%  | 5.5000% | $597000.00         | $516585.07         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2050-12-01      | 2.0000%  | 2.0000% | $89003.00          | $48243.68          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-05-01      | 2.5000%  | 2.5000% | $132823.00         | $93257.90          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-09-01      | 5.0000%  | 5.0000% | $300000.00         | $231830.33         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-12-01      | 5.5000%  | 5.5000% | $279958.00         | $217878.16         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-04-01      | 6.0000%  | 6.0000% | $11563.00          | $8255.51           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-07-01      | 5.5000%  | 5.5000% | $1000.00           | $816.57            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-11-01      | 6.0000%  | 6.0000% | $49155709.00       | $36148766.60       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-08-01      | 6.0000%  | 6.0000% | $111863469.00      | $87669284.42       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-12-01      | 5.0000%  | 5.0000% | $25437791.00       | $23677218.87       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-02-01      | 5.5000%  | 5.5000% | $15578035.00       | $14197887.82       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-02-01      | 5.5000%  | 5.5000% | $21022528.00       | $19160022.07       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-11-01      | 6.0000%  | 6.0000% | $1000.00           | $856.70            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2028-06-01      | 3.0000%  | 3.0000% | $2117.00           | $106.63            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2029-02-01      | 4.0000%  | 4.0000% | $1004.00           | $22.50             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2048-03-01      | 3.5000%  | 3.5000% | $8449841.00        | $1820912.37        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2049-10-01      | 3.5000%  | 3.5000% | $107000.00         | $26897.41          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-10-01      | 5.0000%  | 5.0000% | $1894507.00        | $1641565.66        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-11-01      | 5.0000%  | 5.0000% | $75787.00          | $65566.27          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-04-01      | 5.5000%  | 5.5000% | $99000.00          | $83134.34          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-05-01      | 5.5000%  | 5.5000% | $3179500.00        | $2234606.67        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-07-01      | 6.5000%  | 6.5000% | $1178350.00        | $1051969.52        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-08-01      | 5.5000%  | 5.5000% | $100000.00         | $80078.58          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-08-01      | 5.5000%  | 5.5000% | $772920.00         | $623658.17         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-08-01      | 6.0000%  | 6.0000% | $12820976.00       | $10984491.12       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-12-01      | 7.0000%  | 7.0000% | $1130.00           | $790.24            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-07-01      | 5.5000%  | 5.5000% | $1394814.00        | $1152193.86        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-08-01      | 6.0000%  | 6.0000% | $3649329.00        | $2209529.87        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-09-01      | 6.0000%  | 6.0000% | $1000.00           | $789.84            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-09-01      | 6.0000%  | 6.0000% | $277438.00         | $263880.99         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-10-01      | 7.0000%  | 7.0000% | $1401352.00        | $1461387.16        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-11-01      | 5.0000%  | 5.0000% | $3213534.00        | $2850291.44        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2051-10-01      | 3.0000%  | 3.0000% | $59973.00          | $42052.39          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2051-10-01      | 4.0000%  | 4.0000% | $6920000.00        | $3226067.82        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-04-01      | 4.0000%  | 4.0000% | $3427451.00        | $2439847.27        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-05-01      | 3.5000%  | 3.5000% | $1511.00           | $1116.57           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-01-01      | 3.5000%  | 3.5000% | $1000.00           | $625.08            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-06-01      | 4.0000%  | 4.0000% | $7655272.00        | $5572361.65        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-08-01      | 4.0000%  | 4.0000% | $17961.00          | $13956.88          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-09-01      | 4.5000%  | 4.5000% | $456266.00         | $344287.33         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-03-01      | 4.0000%  | 4.0000% | $1371079.00        | $1147975.32        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-06-01      | 5.5000%  | 5.5000% | $1000.00           | $831.32            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2045-05-01      | 6.0000%  | 6.0000% | $2974604.00        | $2522616.62        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-03-01      | 4.5000%  | 4.5000% | $660480.00         | $592459.17         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-03-01      | 5.0000%  | 5.0000% | $1000.00           | $927.83            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-03-01      | 6.5000%  | 6.5000% | $25454594.00       | $19875228.77       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2028-11-01      | 5.5000%  | 5.5000% | $23918.00          | $62.54             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2044-02-01      | 4.5000%  | 4.5000% | $1000.00           | $111.32            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2045-08-01      | 3.5000%  | 3.5000% | $6737504.00        | $716860.51         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2035-12-01      | 2.0000%  | 2.0000% | $96000.00          | $38286.75          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2036-01-01      | 3.5000%  | 3.5000% | $125942.00         | $54956.60          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2036-01-01      | 2.0000%  | 2.0000% | $1001.00           | $443.58            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2049-07-01      | 4.0000%  | 4.0000% | $176000.00         | $60450.42          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-04-01      | 2.0000%  | 2.0000% | $360000.00         | $203239.35         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2050-06-01      | 3.5000%  | 3.5000% | $2299000.00        | $1030182.73        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2036-03-01      | 2.5000%  | 2.5000% | $198000.00         | $71535.25          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-01-01      | 4.0000%  | 4.0000% | $1512000.00        | $453345.88         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2036-07-01      | 1.5000%  | 1.5000% | $7339160.00        | $3722030.64        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-09-01      | 2.5000%  | 2.5000% | $99000.00          | $56324.51          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-06-01      | 3.0000%  | 3.0000% | $100000.00         | $54003.97          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2050-11-01      | 3.0000%  | 3.0000% | $979910.00         | $405207.21         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-10-01      | 3.0000%  | 3.0000% | $235081.00         | $147481.43         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-03-01      | 3.0000%  | 3.0000% | $1024.00           | $751.44            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-01-01      | 3.0000%  | 3.0000% | $1000.00           | $623.82            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2036-04-01      | 3.0000%  | 3.0000% | $4419407.00        | $2580443.61        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-02-01      | 2.5000%  | 2.5000% | $200000.00         | $133393.18         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-06-01      | 3.0000%  | 3.0000% | $505000.00         | $302981.23         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2037-02-01      | 2.0000%  | 2.0000% | $53667.00          | $31407.32          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-02-01      | 2.0000%  | 2.0000% | $634820.00         | $405009.46         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2037-04-01      | 2.5000%  | 2.5000% | $386509.00         | $232938.99         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2048-12-01      | 3.0000%  | 3.0000% | $1000.00           | $657.45            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2048-10-01      | 5.0000%  | 5.0000% | $357971.00         | $217067.60         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-08-01      | 2.5000%  | 2.5000% | $9424000.00        | $6192148.64        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-04-01      | 2.5000%  | 2.5000% | $100000.00         | $65062.69          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-07-01      | 4.5000%  | 4.5000% | $176000.00         | $133222.04         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-05-01      | 4.0000%  | 4.0000% | $11069088.00       | $7861562.12        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-02-01      | 2.5000%  | 2.5000% | $13290627.00       | $9059515.61        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-05-01      | 4.0000%  | 4.0000% | $136000.00         | $103928.73         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-08-01      | 4.0000%  | 4.0000% | $163000.00         | $108884.44         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2050-03-01      | 4.5000%  | 4.5000% | $575000.00         | $364175.16         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-06-01      | 3.5000%  | 3.5000% | $185000.00         | $132306.06         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-07-01      | 4.5000%  | 4.5000% | $1000000.00        | $747282.57         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-05-01      | 2.5000%  | 2.5000% | $850000.00         | $560024.15         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-04-01      | 3.5000%  | 3.5000% | $610000.00         | $405618.66         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-09-01      | 5.0000%  | 5.0000% | $46237957.00       | $37586357.81       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-07-01      | 3.5000%  | 3.5000% | $215000.00         | $153783.54         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2050-04-01      | 5.5000%  | 5.5000% | $222000.00         | $146386.62         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-08-01      | 4.0000%  | 4.0000% | $50000.00          | $35017.20          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-10-01      | 4.5000%  | 4.5000% | $1716100.00        | $1324689.00        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-10-01      | 5.5000%  | 5.5000% | $2933000.00        | $2218030.83        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-10-01      | 2.0000%  | 2.0000% | $6026466.00        | $4224112.07        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-08-01      | 4.5000%  | 4.5000% | $60000.00          | $44360.90          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-04-01      | 2.5000%  | 2.5000% | $1000.00           | $699.48            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2037-03-01      | 2.0000%  | 2.0000% | $50000.00          | $29934.12          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-12-01      | 5.5000%  | 5.5000% | $43162399.00       | $33414676.30       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-02-01      | 3.5000%  | 3.5000% | $112436.00         | $86030.85          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-04-01      | 3.0000%  | 3.0000% | $600000.00         | $457432.54         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-07-01      | 2.0000%  | 2.0000% | $140000.00         | $95160.18          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2046-03-01      | 4.0000%  | 4.0000% | $116000.00         | $83124.75          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-09-01      | 3.5000%  | 3.5000% | $829800.00         | $623778.98         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-01-01      | 4.5000%  | 4.5000% | $281000.00         | $207350.66         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-02-01      | 5.0000%  | 5.0000% | $1001.00           | $760.55            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-02-01      | 5.5000%  | 5.5000% | $899976.00         | $692196.27         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-10-01      | 4.0000%  | 4.0000% | $2839242.00        | $2250051.51        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-04-01      | 5.0000%  | 5.0000% | $2535716.00        | $2237531.51        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2049-07-01      | 2.5000%  | 2.5000% | $1000.00           | $763.03            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-07-01      | 2.0000%  | 2.0000% | $300000.00         | $205224.76         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-05-01      | 5.5000%  | 5.5000% | $1570592.00        | $1215502.34        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2050-01-01      | 3.5000%  | 3.5000% | $1000.00           | $720.23            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-05-01      | 6.0000%  | 6.0000% | $1000.00           | $771.84            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-02-01      | 6.5000%  | 6.5000% | $7396666.00        | $5298209.37        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-05-01      | 4.0000%  | 4.0000% | $1000000.00        | $764245.16         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-05-01      | 5.5000%  | 5.5000% | $100000.00         | $73282.90          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-08-01      | 4.5000%  | 4.5000% | $1000.00           | $774.70            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-10-01      | 5.0000%  | 5.0000% | $63859209.00       | $49457337.16       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-10-01      | 4.5000%  | 4.5000% | $1952418.00        | $1570406.01        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-11-01      | 6.0000%  | 6.0000% | $1024.00           | $737.66            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-11-01      | 5.5000%  | 5.5000% | $1699000.00        | $1354104.34        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-02-01      | 4.5000%  | 4.5000% | $2226408.00        | $1854777.69        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-03-01      | 4.5000%  | 4.5000% | $5340712.00        | $3994361.67        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2043-04-01      | 5.0000%  | 5.0000% | $1000.00           | $787.50            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-05-01      | 6.0000%  | 6.0000% | $1927919.00        | $1524325.16        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-05-01      | 5.5000%  | 5.5000% | $1387134.00        | $1155791.86        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-06-01      | 4.5000%  | 4.5000% | $1000.00           | $832.79            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-06-01      | 5.0000%  | 5.0000% | $329110.00         | $247644.57         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-08-01      | 6.0000%  | 6.0000% | $2811232.00        | $2284657.72        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-08-01      | 5.0000%  | 5.0000% | $34442090.00       | $30223518.99       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-08-01      | 5.0000%  | 5.0000% | $20750909.00       | $17698244.44       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-09-01      | 5.5000%  | 5.5000% | $38299352.00       | $30972656.96       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-10-01      | 6.0000%  | 6.0000% | $220000.00         | $185942.27         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-11-01      | 6.0000%  | 6.0000% | $143356.00         | $105755.83         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-07-01      | 6.0000%  | 6.0000% | $716881.00         | $608863.32         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-03-01      | 6.5000%  | 6.5000% | $2000.00           | $1639.50           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-03-01      | 6.0000%  | 6.0000% | $1398000.00        | $1161102.81        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-04-01      | 5.5000%  | 5.5000% | $436000.00         | $383820.27         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-04-01      | 6.5000%  | 6.5000% | $3848441.00        | $3207510.59        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-06-01      | 5.5000%  | 5.5000% | $80000.00          | $70228.39          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-06-01      | 6.5000%  | 6.5000% | $35761889.00       | $29449322.22       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-07-01      | 5.5000%  | 5.5000% | $1000.00           | $917.00            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-07-01      | 5.5000%  | 5.5000% | $31484840.00       | $30212747.99       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-01-01      | 5.0000%  | 5.0000% | $44940691.00       | $43238872.15       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-08-01      | 6.0000%  | 6.0000% | $1000.00           | $907.87            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-10-01      | 5.5000%  | 5.5000% | $111220.00         | $107898.36         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-11-01      | 5.0000%  | 5.0000% | $95911589.00       | $91620571.43       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-12-01      | 5.0000%  | 5.0000% | $14006074.00       | $13477581.61       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-02-01      | 6.0000%  | 6.0000% | $853992.00         | $744412.18         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-01-01      | 5.5000%  | 5.5000% | $15391556.00       | $14956295.96       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-09-01      | 6.5000%  | 6.5000% | $1000.00           | $922.87            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-01-01      | 5.5000%  | 5.5000% | $52242176.00       | $51351609.63       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-02-01      | 5.5000%  | 5.5000% | $3185568.00        | $3104556.02        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-07-01      | 4.0000%  | 4.0000% | $873480.00         | $783683.95         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-07-01      | 5.5000%  | 5.5000% | $3233255.00        | $3116165.35        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-06-01      | 5.5000%  | 5.5000% | $70097792.00       | $67523013.77       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-06-01      | 6.5000%  | 6.5000% | $1131395.00        | $1160385.39        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-04-01      | 4.5000%  | 4.5000% | $1000.00           | $967.48            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-06-01      | 6.0000%  | 6.0000% | $26554938.00       | $26401879.00       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-06-01      | 5.5000%  | 5.5000% | $2878104.00        | $2913925.74        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-01-01      | 6.0000%  | 6.0000% | $60000.00          | $57801.13          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-08-01      | 5.5000%  | 5.5000% | $1879502.00        | $1923596.59        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-04-01      | 2.5000%  | 2.5000% | $3863116.00        | $3339167.76        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2040-02-01      | 3.5000%  | 3.5000% | $100000.00         | $35019.17          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2050-03-01      | 3.0000%  | 3.0000% | $104646.00         | $33471.86          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2050-02-01      | 3.0000%  | 3.0000% | $1493490.00        | $609541.70         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2050-03-01      | 5.0000%  | 5.0000% | $400000.00         | $76193.80          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2034-02-01      | 3.0000%  | 3.0000% | $629000.00         | $110694.72         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2048-01-01      | 3.5000%  | 3.5000% | $2375000.00        | $528873.10         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2049-10-01      | 5.0000%  | 5.0000% | $135000.00         | $41031.52          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2048-06-01      | 4.0000%  | 4.0000% | $1549000.00        | $496264.33         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2048-11-01      | 4.0000%  | 4.0000% | $1000.00           | $296.55            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2050-03-01      | 3.0000%  | 3.0000% | $290401.00         | $92001.87          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2049-11-01      | 4.0000%  | 4.0000% | $1000.00           | $258.31            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2050-07-01      | 2.5000%  | 2.5000% | $1154000.00        | $692096.02         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2049-03-01      | 4.0000%  | 4.0000% | $2795370.00        | $427519.70         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2048-11-01      | 3.5000%  | 3.5000% | $9572943.00        | $2372728.76        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2050-03-01      | 4.0000%  | 4.0000% | $146999.00         | $43668.99          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2035-12-01      | 2.0000%  | 2.0000% | $186576.00         | $82032.54          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-03-01      | 2.0000%  | 2.0000% | $1000.00           | $512.99            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2026-01-20      | 0.0000%  | 0.0000% | $10494000.00       | $10438696.61       | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2026-04-09      | 0.0000%  | 0.0000% | $72600.00          | $71645.96          | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2026-05-07      | 0.0000%  | 0.0000% | $13151900.00       | $12942416.53       | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2026-03-10      | 0.0000%  | 0.0000% | $300.00            | $296.94            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2030-05-15      | 6.2500%  | 6.2500% | $713800.00         | $792897.23         | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2036-02-15      | 4.5000%  | 4.5000% | $12021800.00       | $12708216.81       | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2028-01-15      | 1.7500%  | 1.7500% | $100.00            | $157.62            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2038-02-15      | 4.3750%  | 4.3750% | $1827200.00        | $1889492.93        | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2039-05-15      | 4.2500%  | 4.2500% | $1675700.00        | $1668476.46        | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2041-08-15      | 3.7500%  | 3.7500% | $290000.00         | $269013.78         | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2043-11-15      | 3.7500%  | 3.7500% | $7800.00           | $6987.12           | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2045-02-15      | 2.5000%  | 2.5000% | $100.00            | $73.16             | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2047-05-15      | 3.0000%  | 3.0000% | $100.00            | $77.11             | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2048-02-15      | 1.0000%  | 1.0000% | $100.00            | $99.27             | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2048-05-15      | 3.1250%  | 3.1250% | $2500.00           | $1951.12           | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2049-08-15      | 2.2500%  | 2.2500% | $5900.00           | $3843.61           | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2050-02-15      | 2.0000%  | 2.0000% | $100.00            | $61.00             | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2050-05-15      | 1.2500%  | 1.2500% | $14700.00          | $7294.91           | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2040-05-15      | 1.1250%  | 1.1250% | $248000.00         | $160640.51         | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2051-11-15      | 1.8750%  | 1.8750% | $224000.00         | $128143.98         | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2052-02-15      | 0.1250%  | 0.1250% | $600.00            | $383.42            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2043-02-15      | 3.8750%  | 3.8750% | $800.00            | $743.06            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2053-08-15      | 4.1250%  | 4.1250% | $100.00            | $92.31             | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2054-02-15      | 4.2500%  | 4.2500% | $100.00            | $94.29             | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2044-11-15      | 4.6250%  | 4.6250% | $6287500.00        | $6302639.74        | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2055-02-15      | 4.6250%  | 4.6250% | $16172200.00       | $16244705.33       | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2045-05-15      | 5.0000%  | 5.0000% | $2600.00           | $2730.64           | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2045-08-15      | 4.8750%  | 4.8750% | $3437900.00        | $3593755.98        | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2028-08-15      | 2.8750%  | 2.8750% | $13458400.00       | $13354233.66       | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2026-05-31      | 2.1250%  | 2.1250% | $400.00            | $400.90            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2029-07-15      | 0.2500%  | 0.2500% | $1493200.00        | $1836554.60        | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2027-01-15      | 0.3750%  | 0.3750% | $3429300.00        | $4562714.11        | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2029-08-15      | 1.6250%  | 1.6250% | $100.00            | $93.96             | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2027-01-31      | 1.5000%  | 1.5000% | $12238100.00       | $12004551.82       | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2030-05-15      | 0.6250%  | 0.6250% | $2000.00           | $1758.88           | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2030-11-15      | 0.8750%  | 0.8750% | $100.00            | $87.74             | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2029-01-31      | 1.7500%  | 1.7500% | $4648400.00        | $4430834.06        | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2032-02-15      | 1.8750%  | 1.8750% | $1100.00           | $993.70            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2032-11-15      | 4.1250%  | 4.1250% | $6000.00           | $6134.52           | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2029-12-31      | 3.8750%  | 3.8750% | $751900.00         | $772651.03         | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2027-12-31      | 3.8750%  | 3.8750% | $3400.00           | $3479.59           | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2028-02-29      | 4.0000%  | 4.0000% | $564000.00         | $575599.93         | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2026-04-15      | 3.7500%  | 3.7500% | $723200.00         | $726410.26         | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2033-05-15      | 3.3750%  | 3.3750% | $170700.00         | $165946.34         | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2026-09-15      | 4.6250%  | 4.6250% | $14282500.00       | $14521994.95       | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2034-01-15      | 1.7500%  | 1.7500% | $500.00            | $535.16            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2031-02-28      | 4.2500%  | 4.2500% | $343400.00         | $357079.64         | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2027-06-15      | 4.6250%  | 4.6250% | $6852300.00        | $7105148.33        | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2026-06-30      | 4.6250%  | 4.6250% | $955000.00         | $977964.48         | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2027-07-15      | 4.3750%  | 4.3750% | $496300.00         | $510791.20         | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2026-07-31      | 4.3750%  | 4.3750% | $600.00            | $611.08            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2031-07-31      | 4.1250%  | 4.1250% | $272900.00         | $282870.42         | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2029-10-31      | 4.1250%  | 4.1250% | $200.00            | $204.80            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2029-11-30      | 4.1250%  | 4.1250% | $15100.00          | $15727.48          | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2027-12-15      | 4.0000%  | 4.0000% | $800.00            | $822.46            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2027-01-31      | 4.1250%  | 4.1250% | $730800.00         | $745022.89         | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2035-01-15      | 2.1250%  | 2.1250% | $800.00            | $855.20            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2035-02-15      | 4.6250%  | 4.6250% | $1800.00           | $1914.82           | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2028-02-15      | 4.2500%  | 4.2500% | $100.00            | $102.80            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2032-02-29      | 4.1250%  | 4.1250% | $311400.00         | $321439.40         | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2032-03-31      | 4.1250%  | 4.1250% | $1142400.00        | $1175746.80        | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2030-03-31      | 4.0000%  | 4.0000% | $167900.00         | $171825.58         | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2032-05-31      | 4.1250%  | 4.1250% | $237500.00         | $247592.94         | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2032-06-30      | 4.0000%  | 4.0000% | $200.00            | $206.22            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-02-01      | 4.0000%  | 4.0000% | $995000.00         | $785363.95         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-06-01      | 2.5000%  | 2.5000% | $654605.00         | $492047.75         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2049-12-01      | 3.5000%  | 3.5000% | $3643990.00        | $2738930.46        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-05-01      | 2.5000%  | 2.5000% | $1364392.00        | $988843.23         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-01-01      | 3.0000%  | 3.0000% | $1438052.00        | $1110944.49        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-06-01      | 3.5000%  | 3.5000% | $208000.00         | $159402.11         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-04-01      | 4.5000%  | 4.5000% | $157803.00         | $131023.54         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-10-01      | 6.0000%  | 6.0000% | $42401720.00       | $34699462.29       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-02-01      | 5.0000%  | 5.0000% | $21067.00          | $18402.65          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2037-05-01      | 2.5000%  | 2.5000% | $2874812.00        | $2067977.03        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-05-01      | 3.0000%  | 3.0000% | $335000.00         | $260516.35         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-09-01      | 4.5000%  | 4.5000% | $28008979.00       | $24492000.77       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-09-01      | 3.5000%  | 3.5000% | $99999.00          | $81553.45          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-07-01      | 2.5000%  | 2.5000% | $155147.00         | $118957.48         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-02-01      | 5.5000%  | 5.5000% | $583228.00         | $491633.63         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-06-01      | 3.0000%  | 3.0000% | $56004.00          | $44116.42          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-01-01      | 6.5000%  | 6.5000% | $146941.00         | $123318.84         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-03-01      | 3.0000%  | 3.0000% | $1000.00           | $818.83            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-05-01      | 3.0000%  | 3.0000% | $2278000.00        | $1786032.04        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-11-01      | 5.0000%  | 5.0000% | $35166297.00       | $35263285.64       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2037-01-01      | 5.4900%  | 5.4900% | $259149.00         | $26279.87          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2048-03-01      | 4.0000%  | 4.0000% | $990000.00         | $116594.04         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2033-03-01      | 3.5000%  | 3.5000% | $1197000.00        | $445312.22         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2050-01-01      | 3.5000%  | 3.5000% | $5774024.00        | $2204845.44        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-07-01      | 4.5000%  | 4.5000% | $1000.00           | $761.19            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-12-01      | 5.5000%  | 5.5000% | $25000.00          | $21151.75          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-02-01      | 4.5000%  | 4.5000% | $4976000.00        | $4699317.34        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-07-01      | 5.0000%  | 5.0000% | $84823680.00       | $82892590.59       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-07-01      | 5.5000%  | 5.5000% | $19752950.00       | $19253353.27       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2045-07-01      | 6.0000%  | 6.0000% | $181774.00         | $177164.62         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-10-01      | 3.5000%  | 3.5000% | $48541.00          | $44859.61          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2040-10-01      | 5.0000%  | 5.0000% | $16740212.00       | $16371527.64       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-01-01      | 6.5000%  | 6.5000% | $1000.00           | $778.21            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-03-01      | 4.5000%  | 4.5000% | $1083130.00        | $1060307.21        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-05-01      | 6.5000%  | 6.5000% | $1199081.00        | $1244560.34        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-09-01      | 5.0000%  | 5.0000% | $1038000.00        | $1040960.57        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-09-01      | 6.5000%  | 6.5000% | $1000.00           | $1044.35           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-09-01      | 5.5000%  | 5.5000% | $1000.00           | $1001.11           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-10-01      | 6.0000%  | 6.0000% | $1000.00           | $1037.95           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-11-01      | 5.5000%  | 5.5000% | $1000.00           | $1024.41           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-11-01      | 6.5000%  | 6.5000% | $1000.00           | $1051.77           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-01-01      | 5.0000%  | 5.0000% | $9700000.00        | $9448538.19        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-10-01      | 6.0000%  | 6.0000% | $347880.00         | $358453.62         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-11-01      | 6.0000%  | 6.0000% | $1033.00           | $1081.32           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-07-01      | 6.5000%  | 6.5000% | $39270806.00       | $33935728.29       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-10-01      | 5.5000%  | 5.5000% | $107355042.00      | $103030246.17      | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-10-01      | 5.5000%  | 5.5000% | $9928344.00        | $9936583.65        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-11-01      | 4.0000%  | 4.0000% | $217433.00         | $208165.35         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2051-04-20      | 2.5000%  | 2.5000% | $10000000.00       | $4961415.22        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2052-12-20      | 6.0000%  | 6.0000% | $74212.00          | $40360.13          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2053-10-20      | 5.0000%  | 5.0000% | $5783374.00        | $5154854.78        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2054-09-20      | 6.5000%  | 6.5000% | $84204303.00       | $48583786.95       | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2026-04-16      | 0.0000%  | 0.0000% | $200.00            | $197.23            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2025-12-11      | 0.0000%  | 0.0000% | $688700.00         | $687954.82         | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2026-07-09      | 0.0000%  | 0.0000% | $200.00            | $195.75            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2026-01-15      | 0.0000%  | 0.0000% | $5100.00           | $5075.84           | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2025-12-02      | 0.0000%  | 0.0000% | $500.00            | $499.94            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2026-09-03      | 0.0000%  | 0.0000% | $700.00            | $681.37            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2026-02-12      | 0.0000%  | 0.0000% | $100.00            | $99.24             | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2026-03-05      | 0.0000%  | 0.0000% | $5200.00           | $5149.67           | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2025-12-16      | 0.0000%  | 0.0000% | $1004600.00        | $1002968.52        | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2025-12-23      | 0.0000%  | 0.0000% | $100.00            | $99.76             | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2025-12-30      | 0.0000%  | 0.0000% | $200.00            | $199.37            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2026-01-13      | 0.0000%  | 0.0000% | $600.00            | $597.29            | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2030-07-31      | 3.8750%  | 3.8750% | $469600.00         | $481226.29         | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2027-07-31      | 3.9390%  | 3.9390% | $6101300.00        | $6119202.87        | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2035-07-15      | 1.8750%  | 1.8750% | $21000.00          | $21610.01          | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2035-08-15      | 4.2500%  | 4.2500% | $135600.00         | $139916.60         | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2028-08-15      | 3.6250%  | 3.6250% | $1330200.00        | $1348615.38        | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2030-08-31      | 3.6250%  | 3.6250% | $247400.00         | $249919.84         | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2030-09-30      | 3.6250%  | 3.6250% | $136200.00         | $137158.80         | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2030-10-31      | 3.6250%  | 3.6250% | $361700.00         | $363083.45         | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2027-10-31      | 3.5000%  | 3.5000% | $2900.00           | $2907.12           | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2032-10-31      | 3.7500%  | 3.7500% | $808600.00         | $809409.85         | Agency Mortgage-Backed Securities |
| United States Treasury-U.S. Treasuries (including strips)                  | 2028-11-15      | 3.5000%  | 3.5000% | $11784500.00       | $11801668.90       | Agency Mortgage-Backed Securities |

### Security 143: SMBC NIKKO SECURITIES INC

- **C.1 - Title:** SMBC NIKKO SECURITIES INC
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BYM6J7424, C.3 - LEI: 5493001KJTIIGC8Y1R12
- **C.18 - Value (incl. sponsor support):** $1850000000.00
- **C.18.a - Value (excl. sponsor support):** $1850000000.00
- **C.19 - Percentage of Net Assets:** 1.1000%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? Yes, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| United States Treasury-U.S. Treasuries (including strips) | 2026-10-31      | 1.1250%  | 1.1250% | $14992200.00       | $14664458.00       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-12-31      | 1.3750%  | 1.3750% | $400.00            | $377.67            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-01-31      | 1.7500%  | 1.7500% | $50000900.00       | $47660633.96       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2032-01-15      | 0.1250%  | 0.1250% | $700.00            | $757.04            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-03-31      | 2.5000%  | 2.5000% | $400.00            | $396.05            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-04-30      | 2.8750%  | 2.8750% | $900.00            | $883.35            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-04-30      | 2.7500%  | 2.7500% | $200.00            | $198.16            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-05-31      | 2.7500%  | 2.7500% | $999700.00         | $987938.25         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-05-31      | 2.6250%  | 2.6250% | $500.00            | $499.77            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-10-15      | 1.6250%  | 1.6250% | $4800.00           | $5324.90           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2032-11-15      | 4.1250%  | 4.1250% | $7941000.00        | $8119040.02        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-11-30      | 3.8750%  | 3.8750% | $800.00            | $820.98            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2025-12-15      | 4.0000%  | 4.0000% | $400.00            | $407.28            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-12-31      | 3.8750%  | 3.8750% | $37048800.00       | $37916080.39       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-02-29      | 4.0000%  | 4.0000% | $11461700.00       | $11697435.69       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-02-28      | 4.0000%  | 4.0000% | $215956300.00      | $221713533.88      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-03-31      | 3.6250%  | 3.6250% | $500.00            | $503.91            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-04-30      | 3.5000%  | 3.5000% | $900.00            | $902.54            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2033-05-15      | 3.3750%  | 3.3750% | $755500.00         | $734460.84         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-05-31      | 3.7500%  | 3.7500% | $100.00            | $102.53            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-06-30      | 4.0000%  | 4.0000% | $627300.00         | $645497.37         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-07-31      | 4.0000%  | 4.0000% | $600.00            | $618.24            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2033-08-15      | 3.8750%  | 3.8750% | $8634400.00        | $8748109.74        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-09-30      | 4.6250%  | 4.6250% | $872000.00         | $917775.26         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2033-11-15      | 4.5000%  | 4.5000% | $22783800.00       | $23825498.62       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-11-15      | 4.6250%  | 4.6250% | $2900.00           | $2931.09           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-01-31      | 4.0000%  | 4.0000% | $800.00            | $821.93            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2034-01-15      | 1.7500%  | 1.7500% | $2381100.00        | $2548571.93        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2034-02-15      | 4.0000%  | 4.0000% | $8309000.00        | $8474141.73        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-02-28      | 4.2500%  | 4.2500% | $52000.00          | $54071.46          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-04-15      | 2.1250%  | 2.1250% | $633900.00         | $685167.89         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-04-30      | 4.6250%  | 4.6250% | $37894400.00       | $39841882.19       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2034-05-15      | 4.3750%  | 4.3750% | $66567900.00       | $68946779.30       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-06-15      | 4.6250%  | 4.6250% | $30352300.00       | $31472293.06       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-06-30      | 4.2500%  | 4.2500% | $400.00            | $418.88            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-07-15      | 4.3750%  | 4.3750% | $991300.00         | $1020244.45        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-07-31      | 4.0000%  | 4.0000% | $500.00            | $514.48            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-07-31      | 4.1250%  | 4.1250% | $30780900.00       | $31905482.85       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2034-08-15      | 3.8750%  | 3.8750% | $41061500.00       | $41356953.33       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-08-31      | 3.7500%  | 3.7500% | $2200.00           | $2228.35           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-09-30      | 3.5000%  | 3.5000% | $400.00            | $401.57            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-10-15      | 3.8750%  | 3.8750% | $100.00            | $101.11            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-10-15      | 1.6250%  | 1.6250% | $1530300.00        | $1607944.28        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2034-11-15      | 4.2500%  | 4.2500% | $8694700.00        | $8906252.85        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-11-30      | 4.1250%  | 4.1250% | $241587500.00      | $251626811.13      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-12-15      | 4.0000%  | 4.0000% | $79680200.00       | $81917785.47       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-12-31      | 4.3750%  | 4.3750% | $282035900.00      | $295731215.35      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-12-31      | 4.2500%  | 4.2500% | $259942900.00      | $266190330.92      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-01-31      | 4.2500%  | 4.2500% | $23565700.00       | $24509993.99       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-01-31      | 4.1250%  | 4.1250% | $31217900.00       | $31825465.48       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2035-01-15      | 2.1250%  | 2.1250% | $655200.00         | $700410.28         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2035-02-15      | 4.6250%  | 4.6250% | $32089100.00       | $34136170.59       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-02-15      | 4.2500%  | 4.2500% | $500.00            | $514.00            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2032-02-29      | 4.1250%  | 4.1250% | $46029600.00       | $47513574.72       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2032-03-31      | 4.1250%  | 4.1250% | $2416600.00        | $2487140.85        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-03-31      | 3.8750%  | 3.8750% | $400.00            | $404.00            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-04-30      | 3.8750%  | 3.8750% | $269100.00         | $273171.00         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2035-05-15      | 4.2500%  | 4.2500% | $92000.00          | $94064.68          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-05-31      | 3.8750%  | 3.8750% | $10000000.00       | $10238772.51       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-05-31      | 4.0000%  | 4.0000% | $3451700.00        | $3580211.69        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2032-06-30      | 4.0000%  | 4.0000% | $350100.00         | $360991.97         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-06-30      | 3.7500%  | 3.7500% | $999700.00         | $1018163.68        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-07-31      | 3.8750%  | 3.8750% | $10200.00          | $10452.53          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2035-08-15      | 4.2500%  | 4.2500% | $1240700.00        | $1280195.64        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-02-19      | 0.0000%  | 0.0000% | $1599300.00        | $1586132.96        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-01-15      | 0.0000%  | 0.0000% | $2000.00           | $1990.52           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-01-29      | 0.0000%  | 0.0000% | $167700.00         | $166652.88         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-02-26      | 0.0000%  | 0.0000% | $200.00            | $198.20            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2025-12-09      | 0.0000%  | 0.0000% | $3672900.00        | $3669733.96        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2025-12-16      | 0.0000%  | 0.0000% | $100.00            | $99.83             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-01-13      | 0.0000%  | 0.0000% | $500.00            | $497.74            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-11-27      | 0.0000%  | 0.0000% | $662200.00         | $639258.74         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-03-10      | 0.0000%  | 0.0000% | $293000.00         | $290016.67         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-03-17      | 0.0000%  | 0.0000% | $3010200.00        | $2977322.59        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2037-02-15      | 4.7500%  | 4.7500% | $98100.00          | $105408.25         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2038-02-15      | 4.3750%  | 4.3750% | $4800.00           | $4963.64           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2039-05-15      | 4.2500%  | 4.2500% | $8900.00           | $8861.63           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2040-02-15      | 4.6250%  | 4.6250% | $200.00            | $207.80            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2041-02-15      | 4.7500%  | 4.7500% | $100.00            | $104.79            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2041-08-15      | 3.7500%  | 3.7500% | $5900.00           | $5473.03           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2042-02-15      | 0.7500%  | 0.7500% | $100.00            | $114.52            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2042-05-15      | 3.0000%  | 3.0000% | $801100.00         | $658072.68         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2043-02-15      | 3.1250%  | 3.1250% | $200.00            | $166.80            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2043-02-15      | 0.6250%  | 0.6250% | $300.00            | $323.08            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2043-05-15      | 2.8750%  | 2.8750% | $17300.00          | $13714.98          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2043-11-15      | 3.7500%  | 3.7500% | $346900.00         | $310747.70         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2044-08-15      | 3.1250%  | 3.1250% | $200.00            | $163.61            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2045-02-15      | 0.7500%  | 0.7500% | $2100.00           | $2172.02           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2048-02-15      | 1.0000%  | 1.0000% | $100.00            | $99.27             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2050-02-15      | 2.0000%  | 2.0000% | $100.00            | $61.00             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2050-02-15      | 0.2500%  | 0.2500% | $200.00            | $150.50            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2050-05-15      | 1.2500%  | 1.2500% | $500.00            | $248.12            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2050-08-15      | 1.3750%  | 1.3750% | $100.00            | $51.21             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2052-02-15      | 0.1250%  | 0.1250% | $200.00            | $127.80            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2052-11-15      | 4.0000%  | 4.0000% | $100.00            | $89.35             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2053-02-15      | 3.6250%  | 3.6250% | $100.00            | $84.40             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2053-08-15      | 4.1250%  | 4.1250% | $300.00            | $276.93            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2043-08-15      | 4.3750%  | 4.3750% | $5002200.00        | $4939162.35        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2054-02-15      | 2.1250%  | 2.1250% | $6429900.00        | $6347321.17        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2054-08-15      | 4.2500%  | 4.2500% | $406000.00         | $382928.78         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2044-08-15      | 4.1250%  | 4.1250% | $776700.00         | $737331.17         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2054-11-15      | 4.5000%  | 4.5000% | $21600.00          | $21010.08          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2055-02-15      | 4.6250%  | 4.6250% | $4894200.00        | $4916142.32        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2055-05-15      | 4.7500%  | 4.7500% | $629100.00         | $637551.83         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2055-08-15      | 4.7500%  | 4.7500% | $637200.00         | $653593.87         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2045-08-15      | 4.8750%  | 4.8750% | $289900.00         | $303042.51         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-11-15      | 2.2500%  | 2.2500% | $16299900.00       | $15926599.87       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-05-15      | 2.8750%  | 2.8750% | $15531000.00       | $15320577.60       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-08-15      | 2.8750%  | 2.8750% | $100.00            | $99.22             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-05-15      | 2.3750%  | 2.3750% | $14600.00          | $14070.50          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-06-30      | 1.8750%  | 1.8750% | $5121800.00        | $5105705.32        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-01-15      | 0.6250%  | 0.6250% | $294800.00         | $402843.52         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-11-15      | 2.0000%  | 2.0000% | $200.00            | $197.03            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-02-15      | 2.2500%  | 2.2500% | $7232900.00        | $7166536.96        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-07-31      | 1.8750%  | 1.8750% | $200.00            | $198.81            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-09-30      | 1.6250%  | 1.6250% | $400.00            | $394.39            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-12-31      | 1.7500%  | 1.7500% | $830000.00         | $819561.67         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-01-15      | 0.1250%  | 0.1250% | $150500.00         | $181218.82         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-01-31      | 1.5000%  | 1.5000% | $16004600.00       | $15699173.08       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-04-30      | 0.5000%  | 0.5000% | $5040900.00        | $4832149.98        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-07-15      | 0.1250%  | 0.1250% | $132800.00         | $159950.62         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-08-31      | 0.5000%  | 0.5000% | $200.00            | $190.06            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-10-31      | 0.5000%  | 0.5000% | $17600.00          | $16631.69          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2025-11-30      | 0.3750%  | 0.3750% | $500.00            | $500.92            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-04-30      | 0.7500%  | 0.7500% | $316200.00         | $312410.69         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-04-15      | 0.1250%  | 0.1250% | $2000.00           | $2461.00           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-05-31      | 1.2500%  | 1.2500% | $300.00            | $285.87            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-08-31      | 0.7500%  | 0.7500% | $67405000.00       | $66069229.90       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-08-15      | 3.6250%  | 3.6250% | $553600.00         | $561264.07         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2032-08-31      | 3.8750%  | 3.8750% | $52419000.00       | $53248265.10       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2032-10-31      | 3.7500%  | 3.7500% | $1996600.00        | $1998599.69        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-11-15      | 3.5000%  | 3.5000% | $1811300.00        | $1813938.89        | U.S. Treasuries (including strips) |

### Security 144: SOCIETE GENERALE

- **C.1 - Title:** SOCIETE GENERALE
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BYM6J74J7, C.3 - LEI: O2RNE8IBXP4R0TD8PU41
- **C.18 - Value (incl. sponsor support):** $3000000000.00
- **C.18.a - Value (excl. sponsor support):** $3000000000.00
- **C.19 - Percentage of Net Assets:** 1.7800%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **C.10 - Ratings:** FITCH'S RATING: F1; MOODY'S RATING: P-1; S&P RATING: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| United States Treasury-U.S. Treasuries (including strips) | 2050-02-15      | 0.2500%  | 0.2500% | $52500000.00       | $39648791.64       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2054-02-15      | 2.1250%  | 2.1250% | $94000000.00       | $93080042.33       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-07-15      | 0.2500%  | 0.2500% | $163000000.00      | $200490010.72      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-08-15      | 1.6250%  | 1.6250% | $415000.00         | $390254.60         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-06-30      | 1.2500%  | 1.2500% | $5091000.00        | $4838227.14        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-08-15      | 1.2500%  | 1.2500% | $100000000.00      | $88039857.60       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-06-30      | 3.2500%  | 3.2500% | $768382000.00      | $775280992.95      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2032-08-15      | 2.7500%  | 2.7500% | $65000000.00       | $61701670.38       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-03-31      | 4.1250%  | 4.1250% | $265635000.00      | $273909298.18      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-04-15      | 4.5000%  | 4.5000% | $152850000.00      | $155568370.06      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-06-30      | 4.2500%  | 4.2500% | $255627000.00      | $267983717.43      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2034-08-15      | 3.8750%  | 3.8750% | $49999900.00       | $50433718.42       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-10-31      | 4.1250%  | 4.1250% | $198000000.00      | $203400372.33      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-10-15      | 1.6250%  | 1.6250% | $75000000.00       | $78813858.75       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-11-30      | 4.1250%  | 4.1250% | $4699000.00        | $4897483.83        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-12-15      | 4.0000%  | 4.0000% | $250000000.00      | $257065519.12      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2035-01-15      | 2.1250%  | 2.1250% | $219000000.00      | $234196210.06      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2032-03-31      | 4.1250%  | 4.1250% | $259500000.00      | $267328109.79      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-05-31      | 4.0000%  | 4.0000% | $2825500.00        | $2933494.62        | U.S. Treasuries (including strips) |

### Security 145: SOCIETE GENERALE NY

- **C.1 - Title:** SOCIETE GENERALE NY
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.4 - ISIN: 4290, C.3 - LEI: 254900J6B390XMPVLV82
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.5900%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2025-12-05
- **C.10 - Ratings:** FITCH'S RATING: F1; MOODY'S RATING: P-1; S&P RATING: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| United States Treasury-U.S. Treasuries (including strips) | 2027-12-31      | 0.6250%  | 0.6250% | $176292800.00      | $166635398.97      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-06-30      | 4.2500%  | 4.2500% | $108890900.00      | $114154561.82      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-07-31      | 4.3750%  | 4.3750% | $168576100.00      | $171685706.04      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-08-31      | 3.6250%  | 3.6250% | $85870500.00       | $86931197.56       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-01-31      | 4.2500%  | 4.2500% | $150234400.00      | $156401326.16      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-05-15      | 3.7500%  | 3.7500% | $157088900.00      | $158318385.35      | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-06-15      | 3.8750%  | 3.8750% | $161441100.00      | $165873487.45      | U.S. Treasuries (including strips) |

### Security 146: STATE STREET CORP - FIXED INCOME CLEARING CORP

- **C.1 - Title:** STATE STREET CORP - FIXED INCOME CLEARING CORP
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BYM6J74B4, C.3 - LEI: 54930040JC714R218K66
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name                                               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| United States Treasury-U.S. Treasuries (including strips) | 2027-05-31      | 3.8790%  | 3.8790% | $99612500.00       | $102000012.40      | U.S. Treasuries (including strips) |

### Security 147: SUMITOMO MITSUI TRUST NY

- **C.1 - Title:** SUMITOMO MITSUI TRUST NY
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BYM6J72K6, C.3 - LEI: 5493006GGLR4BTEL8O61
- **C.18 - Value (incl. sponsor support):** $10000000.00
- **C.18.a - Value (excl. sponsor support):** $10000000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **C.10 - Ratings:** FITCH'S RATING: F1; MOODY'S RATING: P-1; S&P RATING: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                                                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| United States Treasury-U.S. Treasuries (including strips)                  | 2028-09-15      | 3.3750%  | 3.3750% | $148719.99         | $149288.73         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                  | 2030-08-31      | 3.6250%  | 3.6250% | $14336.28          | $14482.30          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                  | 2030-05-31      | 4.0000%  | 4.0000% | $23945.71          | $24837.24          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                  | 2030-04-30      | 3.8750%  | 3.8750% | $44705.14          | $45381.45          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                  | 2030-03-31      | 4.0000%  | 4.0000% | $644071.42         | $659130.15         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                  | 2035-02-15      | 4.6250%  | 4.6250% | $47703.71          | $50746.89          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                  | 2029-12-31      | 4.3750%  | 4.3750% | $451793.71         | $473732.25         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                  | 2031-12-31      | 4.5000%  | 4.5000% | $50666.57          | $53766.63          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                  | 2029-11-30      | 4.1250%  | 4.1250% | $58406.85          | $60833.98          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                  | 2029-10-31      | 4.1250%  | 4.1250% | $12623.99          | $12927.07          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                  | 2029-09-30      | 3.5000%  | 3.5000% | $899999.99         | $903534.36         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                  | 2027-09-15      | 3.3750%  | 3.3750% | $3474.57           | $3489.79           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                  | 2029-08-31      | 3.6250%  | 3.6250% | $1006377.14        | $1018285.89        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                  | 2031-08-31      | 3.7500%  | 3.7500% | $182979.71         | $185337.88         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                  | 2026-06-30      | 4.6250%  | 4.6250% | $58403.14          | $59807.53          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                  | 2029-06-30      | 4.2500%  | 4.2500% | $302944.85         | $315573.07         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                  | 2031-05-31      | 4.6250%  | 4.6250% | $12831.14          | $13739.89          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                  | 2027-05-15      | 4.5000%  | 4.5000% | $71428.57          | $72492.43          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                  | 2029-04-30      | 4.6250%  | 4.6250% | $237621.42         | $246804.62         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                  | 2031-04-30      | 4.6250%  | 4.6250% | $17578.85          | $18482.27          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                  | 2029-03-31      | 4.1250%  | 4.1250% | $71769.99          | $73591.60          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                  | 2026-01-31      | 4.2500%  | 4.2500% | $4490.28           | $4554.77           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                  | 2026-12-15      | 4.3750%  | 4.3750% | $75986.57          | $78070.41          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                  | 2028-10-31      | 4.8750%  | 4.8750% | $260531.71         | $271338.23         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                  | 2026-10-15      | 4.6250%  | 4.6250% | $245285.71         | $248621.27         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                  | 2028-09-30      | 4.6250%  | 4.6250% | $78387.71          | $81354.02          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                  | 2026-08-15      | 4.3750%  | 4.3750% | $4127.71           | $4197.86           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                  | 2028-07-31      | 4.1250%  | 4.1250% | $57161.71          | $58842.38          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                  | 2026-07-15      | 4.5000%  | 4.5000% | $9780.85           | $9989.65           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                  | 2028-06-30      | 4.0000%  | 4.0000% | $325672.85         | $335120.31         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                  | 2028-05-31      | 3.6250%  | 3.6250% | $12980.57          | $13254.94          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                  | 2033-05-15      | 3.3750%  | 3.3750% | $128520.57         | $124941.53         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                  | 2026-05-15      | 3.6250%  | 3.6250% | $151815.42         | $151888.72         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                  | 2028-04-30      | 3.5000%  | 3.5000% | $3107.71           | $3116.51           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                  | 2026-04-15      | 3.7500%  | 3.7500% | $20781.14          | $20873.38          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                  | 2030-03-31      | 3.6250%  | 3.6250% | $1961.14           | $1976.50           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                  | 2026-03-15      | 4.6250%  | 4.6250% | $972623.99         | $984131.52         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                  | 2030-02-28      | 4.0000%  | 4.0000% | $29449.99          | $30235.11          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                  | 2028-02-29      | 4.0000%  | 4.0000% | $433212.28         | $442122.27         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                  | 2026-02-15      | 4.0000%  | 4.0000% | $3909.42           | $3955.63           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                  | 2030-01-31      | 3.5000%  | 3.5000% | $115955.71         | $116971.60         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                  | 2027-11-30      | 3.8750%  | 3.8750% | $331817.71         | $340523.36         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                  | 2027-09-30      | 4.1250%  | 4.1250% | $212199.99         | $215870.02         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                  | 2027-08-31      | 3.1250%  | 3.1250% | $192024.57         | $192182.41         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                  | 2027-05-31      | 2.6250%  | 2.6250% | $131030.28         | $130971.13         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                  | 2027-04-30      | 2.7500%  | 2.7500% | $9050.57           | $8967.58           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                  | 2027-02-28      | 1.8750%  | 1.8750% | $7684.57           | $7560.43           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                  | 2026-12-31      | 1.2500%  | 1.2500% | $317573.42         | $311247.39         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                  | 2031-11-15      | 1.3750%  | 1.3750% | $385.42            | $337.91            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                  | 2028-08-31      | 1.1250%  | 1.1250% | $57457.71          | $54072.58          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                  | 2031-08-15      | 1.2500%  | 1.2500% | $264705.42         | $232778.66         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                  | 2028-07-31      | 1.0000%  | 1.0000% | $255494.85         | $240211.63         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                  | 2026-06-30      | 0.8750%  | 0.8750% | $71276.57          | $70359.05          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                  | 2026-02-28      | 0.5000%  | 0.5000% | $78922.28          | $78374.74          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                  | 2030-11-15      | 0.8750%  | 0.8750% | $109277.99         | $95888.19          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                  | 2027-10-31      | 0.5000%  | 0.5000% | $23015.42          | $21749.18          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                  | 2027-09-30      | 0.3750%  | 0.3750% | $245861.42         | $232412.52         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                  | 2027-01-31      | 1.5000%  | 1.5000% | $10.57             | $10.36             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                  | 2028-11-15      | 3.1250%  | 3.1250% | $5357.14           | $5306.91           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                  | 2028-05-15      | 2.8750%  | 2.8750% | $57142.57          | $56368.37          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                  | 2028-02-15      | 2.7500%  | 2.7500% | $428571.42         | $425165.34         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips)                  | 2027-11-15      | 6.1250%  | 6.1250% | $27465.71          | $28882.32          | U.S. Treasuries (including strips) |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2054-12-20      | 5.5000%  | 5.5000% | $7748.38           | $7037.81           | U.S. Treasuries (including strips) |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2054-11-20      | 5.0000%  | 5.0000% | $1996.28           | $1899.23           | U.S. Treasuries (including strips) |

### Security 148: SUMITOMO MITSUI TRUST NY

- **C.1 - Title:** SUMITOMO MITSUI TRUST NY
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BYM6J72A8, C.3 - LEI: 5493006GGLR4BTEL8O61
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **C.10 - Ratings:** FITCH'S RATING: F1; MOODY'S RATING: P-1; S&P RATING: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| United States Treasury-U.S. Treasuries (including strips) | 2029-12-31      | 4.3750%  | 4.3750% | $1382588.57        | $1449725.36        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-11-30      | 4.1250%  | 4.1250% | $3367485.71        | $3507423.57        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-11-30      | 4.1250%  | 4.1250% | $770611.42         | $803836.02         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2034-11-15      | 4.2500%  | 4.2500% | $1200000.00        | $1229197.49        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-08-31      | 3.6250%  | 3.6250% | $10009028.57       | $10127468.33       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-08-31      | 3.7500%  | 3.7500% | $10017034.28       | $10146129.94       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-07-15      | 4.3750%  | 4.3750% | $1568451.42        | $1614247.82        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-06-30      | 4.2500%  | 4.2500% | $90120.00          | $93876.63          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-05-31      | 4.6250%  | 4.6250% | $2285714.28        | $2447598.32        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-05-15      | 4.5000%  | 4.5000% | $2836868.57        | $2879120.95        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-04-30      | 4.6250%  | 4.6250% | $6333748.57        | $6578524.82        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-04-30      | 4.6250%  | 4.6250% | $3019851.42        | $3175048.68        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-03-31      | 4.1250%  | 4.1250% | $2320800.00        | $2379704.51        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-02-28      | 4.2500%  | 4.2500% | $461251.42         | $476313.54         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-01-31      | 4.2500%  | 4.2500% | $11734560.00       | $11903099.91       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-12-15      | 4.3750%  | 4.3750% | $9576280.00        | $9838898.90        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-11-30      | 4.3750%  | 4.3750% | $12067451.42       | $12625533.99       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2025-11-30      | 4.8750%  | 4.8750% | $71748.57          | $73478.32          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-10-31      | 4.8750%  | 4.8750% | $321960.00         | $335314.48         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-10-15      | 4.6250%  | 4.6250% | $8186520.00        | $8297845.69        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-09-30      | 4.6250%  | 4.6250% | $1612560.00        | $1673581.79        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-07-31      | 4.1250%  | 4.1250% | $3310628.57        | $3407967.96        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-07-15      | 4.5000%  | 4.5000% | $2703091.42        | $2760795.49        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-05-31      | 3.6250%  | 3.6250% | $259320.00         | $264801.22         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-05-15      | 3.6250%  | 3.6250% | $2349125.71        | $2350259.86        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-04-30      | 3.5000%  | 3.5000% | $170148.57         | $170630.63         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-04-15      | 3.7500%  | 3.7500% | $232080.00         | $233110.19         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-03-31      | 3.6250%  | 3.6250% | $959925.71         | $967445.47         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-03-15      | 4.6250%  | 4.6250% | $894542.85         | $905126.56         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-02-28      | 4.0000%  | 4.0000% | $1119451.42        | $1149295.16        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-02-29      | 4.0000%  | 4.0000% | $4593782.85        | $4688264.35        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-01-31      | 3.5000%  | 3.5000% | $729571.42         | $735963.23         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-11-30      | 3.8750%  | 3.8750% | $371725.71         | $381478.40         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-08-31      | 3.1250%  | 3.1250% | $487782.85         | $488183.82         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-07-31      | 2.7500%  | 2.7500% | $13714285.71       | $13662601.93       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-06-30      | 3.2500%  | 3.2500% | $78577.14          | $78870.20          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-04-30      | 2.7500%  | 2.7500% | $10227222.85       | $10133450.18       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-03-31      | 2.5000%  | 2.5000% | $13714285.71       | $13578955.85       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-02-28      | 1.8750%  | 1.8750% | $3258822.85        | $3206179.20        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-12-31      | 1.2500%  | 1.2500% | $428908.57         | $420364.74         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-11-15      | 1.3750%  | 1.3750% | $2203942.85        | $1932255.73        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-10-31      | 1.1250%  | 1.1250% | $659765.71         | $645342.68         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-09-30      | 0.8750%  | 0.8750% | $1966280.00        | $1924196.23        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-08-15      | 1.2500%  | 1.2500% | $4812165.71        | $4231758.74        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-07-31      | 1.0000%  | 1.0000% | $3625251.42        | $3408395.66        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-06-30      | 1.2500%  | 1.2500% | $10514285.71       | $9990244.00        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-05-31      | 1.2500%  | 1.2500% | $7428571.42        | $7078794.86        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-10-31      | 0.5000%  | 0.5000% | $12634674.28       | $11939549.12       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-04-30      | 0.5000%  | 0.5000% | $2285714.28        | $2191059.97        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-01-31      | 1.5000%  | 1.5000% | $5778600.00        | $5668322.95        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-05-15      | 2.3750%  | 2.3750% | $2741800.00        | $2642362.86        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-11-15      | 3.1250%  | 3.1250% | $519977.14         | $515101.96         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-08-15      | 2.8750%  | 2.8750% | $586125.71         | $581589.17         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2044-08-15      | 4.1250%  | 4.1250% | $11920.00          | $11315.80          | U.S. Treasuries (including strips) |

### Security 149: TD SECURITIES USA LLC

- **C.1 - Title:** TD SECURITIES USA LLC
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BYM6J7408, C.3 - LEI: SUVUFHICNZMP2WKHG940
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: P-1; S&P RATING: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                                               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                            |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips       | 2045-02-15      | 4.0000%  | 4.0000% | $32000000.00       | $456632.28         | Agency Debentures and Agency Strips |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips       | 2052-10-15      | 2.5000%  | 2.5000% | $76274661.00       | $9357942.78        | Agency Debentures and Agency Strips |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities         | 2055-03-01      | 6.0000%  | 6.0000% | $9675971.00        | $8393902.07        | Agency Debentures and Agency Strips |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities         | 2054-12-01      | 5.0000%  | 5.0000% | $260712751.00      | $242668589.74      | Agency Debentures and Agency Strips |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips       | 2053-09-25      | 0.0000%  | 0.0000% | $2000000.00        | $1107259.19        | Agency Debentures and Agency Strips |
| Federal National Mortgage Association-Agency Debentures and Agency Strips | 2052-08-25      | 3.0000%  | 3.0000% | $24000000.00       | $2933347.12        | Agency Debentures and Agency Strips |
| Federal National Mortgage Association-Agency Debentures and Agency Strips | 2053-04-01      | 4.5000%  | 4.5000% | $24225470.00       | $3895604.25        | Agency Debentures and Agency Strips |
| Federal National Mortgage Association-Agency Debentures and Agency Strips | 2053-02-01      | 3.5000%  | 3.5000% | $34928513.00       | $6025214.01        | Agency Debentures and Agency Strips |
| Federal National Mortgage Association-Agency Debentures and Agency Strips | 2053-05-01      | 4.0000%  | 4.0000% | $75823306.00       | $13429535.99       | Agency Debentures and Agency Strips |
| Federal National Mortgage Association-Agency Debentures and Agency Strips | 2053-05-01      | 5.5000%  | 5.5000% | $42011002.00       | $7160047.70        | Agency Debentures and Agency Strips |
| Federal National Mortgage Association-Agency Debentures and Agency Strips | 2053-05-01      | 6.5000%  | 6.5000% | $21113727.00       | $2995074.04        | Agency Debentures and Agency Strips |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips       | 2052-01-25      | 2.5000%  | 2.5000% | $13750000.00       | $1559430.29        | Agency Debentures and Agency Strips |
| Federal Home Loan Mortgage Corp-Agency Debentures and Agency Strips       | 2053-11-25      | 6.0000%  | 6.0000% | $43445059.00       | $6017420.84        | Agency Debentures and Agency Strips |

### Security 150: TREASURY BILL

- **C.1 - Title:** TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SF5, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $520644277.25
- **C.18.a - Value (excl. sponsor support):** $520644277.25
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-01-13
- **C.12 - Maturity Date (WAL):** 2026-01-13
- **C.13 - Final Legal Maturity Date:** 2026-01-13
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 151: TREASURY BILL

- **C.1 - Title:** TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SB4, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $734341550.88
- **C.18.a - Value (excl. sponsor support):** $734341550.88
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-03-12
- **C.12 - Maturity Date (WAL):** 2026-03-12
- **C.13 - Final Legal Maturity Date:** 2026-03-12
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 152: TREASURY BILL

- **C.1 - Title:** TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SN8, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $785852939.76
- **C.18.a - Value (excl. sponsor support):** $785852939.76
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-04-30
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 153: TREASURY BILL

- **C.1 - Title:** TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SM0, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1159438879.36
- **C.18.a - Value (excl. sponsor support):** $1159438879.36
- **C.19 - Percentage of Net Assets:** 0.6900%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-04-23
- **C.12 - Maturity Date (WAL):** 2026-04-23
- **C.13 - Final Legal Maturity Date:** 2026-04-23
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 154: TREASURY BILL

- **C.1 - Title:** TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RR0, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2099771268.00
- **C.18.a - Value (excl. sponsor support):** $2099771268.00
- **C.19 - Percentage of Net Assets:** 1.2500%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-12-02
- **C.12 - Maturity Date (WAL):** 2025-12-02
- **C.13 - Final Legal Maturity Date:** 2025-12-02
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 155: TREASURY BILL

- **C.1 - Title:** TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SY4, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $342486871.70
- **C.18.a - Value (excl. sponsor support):** $342486871.70
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-03-10
- **C.12 - Maturity Date (WAL):** 2026-03-10
- **C.13 - Final Legal Maturity Date:** 2026-03-10
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 156: TREASURY BILL

- **C.1 - Title:** TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SL2, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $750028062.80
- **C.18.a - Value (excl. sponsor support):** $750028062.80
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-04-09
- **C.12 - Maturity Date (WAL):** 2026-04-09
- **C.13 - Final Legal Maturity Date:** 2026-04-09
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 157: TREASURY BILL

- **C.1 - Title:** TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RF6, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $811392728.07
- **C.18.a - Value (excl. sponsor support):** $811392728.07
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2026-07-09
- **C.12 - Maturity Date (WAL):** 2026-07-09
- **C.13 - Final Legal Maturity Date:** 2026-07-09
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 158: TREASURY BILL

- **C.1 - Title:** TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QS9, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1620777811.70
- **C.18.a - Value (excl. sponsor support):** $1620777811.70
- **C.19 - Percentage of Net Assets:** 0.9600%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2025-12-04
- **C.12 - Maturity Date (WAL):** 2025-12-04
- **C.13 - Final Legal Maturity Date:** 2025-12-04
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 159: TREASURY BILL

- **C.1 - Title:** TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RY5, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1946357673.54
- **C.18.a - Value (excl. sponsor support):** $1946357673.54
- **C.19 - Percentage of Net Assets:** 1.1600%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **C.11 - Maturity Date (WAM):** 2025-12-23
- **C.12 - Maturity Date (WAL):** 2025-12-23
- **C.13 - Final Legal Maturity Date:** 2025-12-23
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 160: TREASURY BILL

- **C.1 - Title:** TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RX7, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $3086976149.32
- **C.18.a - Value (excl. sponsor support):** $3086976149.32
- **C.19 - Percentage of Net Assets:** 1.8300%
- **C.17 - Yield as of Reporting Date:** 4.0100%
- **C.11 - Maturity Date (WAM):** 2025-12-16
- **C.12 - Maturity Date (WAL):** 2025-12-16
- **C.13 - Final Legal Maturity Date:** 2025-12-16
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 161: TREASURY BILL

- **C.1 - Title:** TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RT6, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1391509815.40
- **C.18.a - Value (excl. sponsor support):** $1391509815.40
- **C.19 - Percentage of Net Assets:** 0.8300%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2026-02-12
- **C.12 - Maturity Date (WAL):** 2026-02-12
- **C.13 - Final Legal Maturity Date:** 2026-02-12
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 162: TREASURY BILL

- **C.1 - Title:** TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SG3, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2009341348.80
- **C.18.a - Value (excl. sponsor support):** $2009341348.80
- **C.19 - Percentage of Net Assets:** 1.1900%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-01-20
- **C.12 - Maturity Date (WAL):** 2026-01-20
- **C.13 - Final Legal Maturity Date:** 2026-01-20
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 163: TREASURY BILL

- **C.1 - Title:** TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SZ1, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $838745284.16
- **C.18.a - Value (excl. sponsor support):** $838745284.16
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-03-17
- **C.12 - Maturity Date (WAL):** 2026-03-17
- **C.13 - Final Legal Maturity Date:** 2026-03-17
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 164: TREASURY BILL

- **C.1 - Title:** TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SP3, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $814835197.44
- **C.18.a - Value (excl. sponsor support):** $814835197.44
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-05-07
- **C.12 - Maturity Date (WAL):** 2026-05-07
- **C.13 - Final Legal Maturity Date:** 2026-05-07
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 165: TREASURY BILL

- **C.1 - Title:** TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SS7, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $529359662.82
- **C.18.a - Value (excl. sponsor support):** $529359662.82
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-02-24
- **C.12 - Maturity Date (WAL):** 2026-02-24
- **C.13 - Final Legal Maturity Date:** 2026-02-24
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 166: TREASURY BILL

- **C.1 - Title:** TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SR9, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1218197219.84
- **C.18.a - Value (excl. sponsor support):** $1218197219.84
- **C.19 - Percentage of Net Assets:** 0.7200%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-02-17
- **C.12 - Maturity Date (WAL):** 2026-02-17
- **C.13 - Final Legal Maturity Date:** 2026-02-17
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 167: TREASURY BILL

- **C.1 - Title:** TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SQ1, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1260765398.20
- **C.18.a - Value (excl. sponsor support):** $1260765398.20
- **C.19 - Percentage of Net Assets:** 0.7500%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-02-10
- **C.12 - Maturity Date (WAL):** 2026-02-10
- **C.13 - Final Legal Maturity Date:** 2026-02-10
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 168: TREASURY BILL

- **C.1 - Title:** TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RH2, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1652153370.87
- **C.18.a - Value (excl. sponsor support):** $1652153370.87
- **C.19 - Percentage of Net Assets:** 0.9800%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-01-08
- **C.12 - Maturity Date (WAL):** 2026-01-08
- **C.13 - Final Legal Maturity Date:** 2026-01-08
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 169: TREASURY BILL

- **C.1 - Title:** TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QZ3, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $717674652.92
- **C.18.a - Value (excl. sponsor support):** $717674652.92
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-12-18
- **C.12 - Maturity Date (WAL):** 2025-12-18
- **C.13 - Final Legal Maturity Date:** 2025-12-18
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 170: TREASURY BILL

- **C.1 - Title:** TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SV0, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $808751269.32
- **C.18.a - Value (excl. sponsor support):** $808751269.32
- **C.19 - Percentage of Net Assets:** 0.4800%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-05-21
- **C.12 - Maturity Date (WAL):** 2026-05-21
- **C.13 - Final Legal Maturity Date:** 2026-05-21
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 171: TREASURY BILL

- **C.1 - Title:** TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SU2, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1596800263.82
- **C.18.a - Value (excl. sponsor support):** $1596800263.82
- **C.19 - Percentage of Net Assets:** 0.9500%
- **C.17 - Yield as of Reporting Date:** 3.5800%
- **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:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 172: TREASURY BILL

- **C.1 - Title:** TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TA5, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1672280264.52
- **C.18.a - Value (excl. sponsor support):** $1672280264.52
- **C.19 - Percentage of Net Assets:** 0.9900%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-03-24
- **C.12 - Maturity Date (WAL):** 2026-03-24
- **C.13 - Final Legal Maturity Date:** 2026-03-24
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 173: TREASURY BILL

- **C.1 - Title:** TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SW8, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1178402664.00
- **C.18.a - Value (excl. sponsor support):** $1178402664.00
- **C.19 - Percentage of Net Assets:** 0.7000%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-05-28
- **C.12 - Maturity Date (WAL):** 2026-05-28
- **C.13 - Final Legal Maturity Date:** 2026-05-28
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 174: TREASURY BILL

- **C.1 - Title:** TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RK5, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $785074231.50
- **C.18.a - Value (excl. sponsor support):** $785074231.50
- **C.19 - Percentage of Net Assets:** 0.4700%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2026-01-29
- **C.12 - Maturity Date (WAL):** 2026-01-29
- **C.13 - Final Legal Maturity Date:** 2026-01-29
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 175: TREASURY BILL

- **C.1 - Title:** TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RA7, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2840373327.00
- **C.18.a - Value (excl. sponsor support):** $2840373327.00
- **C.19 - Percentage of Net Assets:** 1.6900%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 176: TREASURY BILL

- **C.1 - Title:** TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797NU7, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1640559190.90
- **C.18.a - Value (excl. sponsor support):** $1640559190.90
- **C.19 - Percentage of Net Assets:** 0.9700%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-26
- **C.12 - Maturity Date (WAL):** 2025-12-26
- **C.13 - Final Legal Maturity Date:** 2025-12-26
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 177: TREASURY BILL

- **C.1 - Title:** TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PD3, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $3618185560.24
- **C.18.a - Value (excl. sponsor support):** $3618185560.24
- **C.19 - Percentage of Net Assets:** 2.1500%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2026-01-22
- **C.12 - Maturity Date (WAL):** 2026-01-22
- **C.13 - Final Legal Maturity Date:** 2026-01-22
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 178: TREASURY BILL

- **C.1 - Title:** TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PM3, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2058134468.29
- **C.18.a - Value (excl. sponsor support):** $2058134468.29
- **C.19 - Percentage of Net Assets:** 1.2200%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2026-02-19
- **C.12 - Maturity Date (WAL):** 2026-02-19
- **C.13 - Final Legal Maturity Date:** 2026-02-19
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 179: TREASURY BILL

- **C.1 - Title:** TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PV3, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1246020300.00
- **C.18.a - Value (excl. sponsor support):** $1246020300.00
- **C.19 - Percentage of Net Assets:** 0.7400%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2026-03-19
- **C.12 - Maturity Date (WAL):** 2026-03-19
- **C.13 - Final Legal Maturity Date:** 2026-03-19
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 180: TREASURY BILL

- **C.1 - Title:** TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QN0, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $640571927.62
- **C.18.a - Value (excl. sponsor support):** $640571927.62
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2026-05-14
- **C.12 - Maturity Date (WAL):** 2026-05-14
- **C.13 - Final Legal Maturity Date:** 2026-05-14
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 181: TREASURY BILL

- **C.1 - Title:** TREASURY BILL
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QY6, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1707183794.57
- **C.18.a - Value (excl. sponsor support):** $1707183794.57
- **C.19 - Percentage of Net Assets:** 1.0100%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2025-12-11
- **C.12 - Maturity Date (WAL):** 2025-12-11
- **C.13 - Final Legal Maturity Date:** 2025-12-11
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 182: UBS SECURITIES LLC

- **C.1 - Title:** UBS SECURITIES LLC
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: BYM6J72M2, C.3 - LEI: T6FIZBDPKLYJKFCRVK44
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **C.10 - Ratings:** FITCH'S RATING: NR; MOODY'S RATING: P-1; S&P RATING: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                               | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| United States Treasury-U.S. Treasuries (including strips) | 2045-11-15      | 3.0000%  | 3.0000% | $1150000.00        | $904821.55         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2046-02-15      | 1.0000%  | 1.0000% | $1389200.00        | $1483130.13        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2046-11-15      | 2.8750%  | 2.8750% | $12000.00          | $9140.69           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2047-02-15      | 0.8750%  | 0.8750% | $5501400.00        | $5521496.62        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2048-02-15      | 1.0000%  | 1.0000% | $29000.00          | $28906.06          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2049-05-15      | 2.8750%  | 2.8750% | $1250000.00        | $926636.82         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2050-02-15      | 2.0000%  | 2.0000% | $2136800.00        | $1309855.24        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2050-02-15      | 0.2500%  | 0.2500% | $2575200.00        | $1944829.87        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2050-08-15      | 1.3750%  | 1.3750% | $4709000.00        | $2425197.31        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2050-11-15      | 1.6250%  | 1.6250% | $2000.00           | $1091.72           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2051-02-15      | 1.8750%  | 1.8750% | $1462000.00        | $855723.02         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2051-02-15      | 0.1250%  | 0.1250% | $10336500.00       | $7239757.58        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2052-02-15      | 2.2500%  | 2.2500% | $4900.00           | $3115.41           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2052-02-15      | 0.1250%  | 0.1250% | $48100.00          | $30868.33          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2052-05-15      | 2.8750%  | 2.8750% | $10100.00          | $7320.70           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2042-05-15      | 3.2500%  | 3.2500% | $24100.00          | $20591.54          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2052-08-15      | 3.0000%  | 3.0000% | $2586000.00        | $1940637.27        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2053-02-15      | 3.6250%  | 3.6250% | $12300.00          | $10429.45          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2053-02-15      | 1.5000%  | 1.5000% | $10479900.00       | $9286228.19        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2053-11-15      | 4.7500%  | 4.7500% | $8100.00           | $8232.80           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2043-11-15      | 4.7500%  | 4.7500% | $5800.00           | $5948.57           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2054-08-15      | 4.2500%  | 4.2500% | $8200.00           | $7770.01           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2044-08-15      | 4.1250%  | 4.1250% | $3000000.00        | $2858369.10        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2055-02-15      | 2.3750%  | 2.3750% | $4000000.00        | $4073938.82        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2045-02-15      | 4.7500%  | 4.7500% | $500.00            | $516.56            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2045-05-15      | 5.0000%  | 5.0000% | $100000.00         | $105397.35         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2055-11-15      | 4.6250%  | 4.6250% | $1274000.00        | $1272232.84        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-02-15      | 0.0000%  | 0.0000% | $25000.00          | $24799.17          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-05-15      | 0.0000%  | 0.0000% | $127300.00         | $125105.09         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-05-15      | 0.0000%  | 0.0000% | $124900.00         | $118587.80         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-08-15      | 1.5000%  | 1.5000% | $115400.00         | $114086.50         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-07-15      | 0.3750%  | 0.3750% | $1939100.00        | $2549432.87        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-08-15      | 2.2500%  | 2.2500% | $147100.00         | $144932.89         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-11-15      | 2.2500%  | 2.2500% | $35000.00          | $34202.52          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-01-15      | 0.5000%  | 0.5000% | $1104300.00        | $1433580.53        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-02-15      | 2.7500%  | 2.7500% | $100.00            | $99.23             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-08-15      | 2.8750%  | 2.8750% | $1000.00           | $992.69            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-11-15      | 3.1250%  | 3.1250% | $299700.00         | $297035.13         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2025-12-31      | 2.6250%  | 2.6250% | $100.00            | $100.95            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-01-31      | 2.6250%  | 2.6250% | $224800.00         | $226220.68         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-02-15      | 2.6250%  | 2.6250% | $699000.00         | $685721.66         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-03-31      | 2.2500%  | 2.2500% | $499600.00         | $498818.11         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-04-30      | 2.3750%  | 2.3750% | $56000.00          | $55774.82          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-05-15      | 2.3750%  | 2.3750% | $39500.00          | $38085.02          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-06-30      | 1.8750%  | 1.8750% | $180000.00         | $179419.79         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-05-15      | 1.6250%  | 1.6250% | $18500.00          | $18327.27          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-07-15      | 0.1250%  | 0.1250% | $22428600.00       | $30208965.13       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-02-15      | 2.2500%  | 2.2500% | $299900.00         | $297098.58         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-05-15      | 2.3750%  | 2.3750% | $36300.00          | $35723.00          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-07-15      | 0.7500%  | 0.7500% | $525000.00         | $675074.22         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-08-15      | 1.6250%  | 1.6250% | $349300.00         | $328472.13         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-08-31      | 1.3750%  | 1.3750% | $333700.00         | $329099.45         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-01-15      | 0.1250%  | 0.1250% | $3000000.00        | $3613277.99        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-01-31      | 1.5000%  | 1.5000% | $499800.00         | $490177.50         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-02-28      | 1.1250%  | 1.1250% | $81700.00          | $79480.36          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-06-30      | 0.5000%  | 0.5000% | $499600.00         | $477401.58         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-07-15      | 0.1250%  | 0.1250% | $2000000.00        | $2409358.44        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-07-31      | 0.3750%  | 0.3750% | $90400.00          | $85909.36          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-11-30      | 0.6250%  | 0.6250% | $27700.00          | $26258.12          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-12-31      | 0.6250%  | 0.6250% | $10800.00          | $10208.37          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-01-31      | 0.3750%  | 0.3750% | $51200.00          | $50954.38          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-02-15      | 1.1250%  | 1.1250% | $13700.00          | $12167.98          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-02-28      | 0.5000%  | 0.5000% | $33700.00          | $33456.99          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-05-31      | 0.7500%  | 0.7500% | $49600.00          | $49032.22          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2025-12-26      | 0.0000%  | 0.0000% | $5336400.00        | $5320017.25        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-03-19      | 0.0000%  | 0.0000% | $804100.00         | $794852.84         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-05-14      | 0.0000%  | 0.0000% | $141300.00         | $138893.66         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2025-12-04      | 0.0000%  | 0.0000% | $917000.00         | $916394.78         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2025-12-11      | 0.0000%  | 0.0000% | $600000.00         | $599142.00         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2025-12-18      | 0.0000%  | 0.0000% | $2187000.00        | $2182210.46        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-01-15      | 0.0000%  | 0.0000% | $192000.00         | $191024.64         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-02-05      | 0.0000%  | 0.0000% | $7619100.00        | $7564242.48        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2025-12-02      | 0.0000%  | 0.0000% | $1633400.00        | $1632681.30        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-02-12      | 0.0000%  | 0.0000% | $82900.00          | $82245.08          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2025-12-09      | 0.0000%  | 0.0000% | $100000.00         | $99879.00          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2025-12-16      | 0.0000%  | 0.0000% | $130000.00         | $129744.67         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2025-12-23      | 0.0000%  | 0.0000% | $90000.00          | $89753.39          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2025-12-30      | 0.0000%  | 0.0000% | $9000.00           | $8968.95           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-10-01      | 0.0000%  | 0.0000% | $3763000.00        | $3650486.29        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-03-12      | 0.0000%  | 0.0000% | $553900.00         | $547926.74         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-01-06      | 0.0000%  | 0.0000% | $387000.00         | $385392.01         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-01-13      | 0.0000%  | 0.0000% | $140000.00         | $139316.79         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-01-20      | 0.0000%  | 0.0000% | $711000.00         | $706989.95         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-01-27      | 0.0000%  | 0.0000% | $698000.00         | $693560.71         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-04-23      | 0.0000%  | 0.0000% | $331000.00         | $326061.47         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-03-24      | 0.0000%  | 0.0000% | $2823000.00        | $2788926.39        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-02-15      | 0.0000%  | 0.0000% | $450000.00         | $446143.50         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-08-15      | 0.0000%  | 0.0000% | $20000.00          | $19488.79          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-11-15      | 0.0000%  | 0.0000% | $54900.00          | $53045.47          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-08-15      | 0.0000%  | 0.0000% | $12600.00          | $11871.77          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-11-15      | 0.0000%  | 0.0000% | $14900.00          | $13444.80          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-02-15      | 0.0000%  | 0.0000% | $39900.00          | $33086.27          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2046-11-15      | 0.0000%  | 0.0000% | $1500.00           | $555.15            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2048-05-15      | 0.0000%  | 0.0000% | $99900.00          | $34141.82          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2053-11-15      | 0.0000%  | 0.0000% | $4700.00           | $1260.72           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-11-15      | 6.1250%  | 6.1250% | $6000.00           | $6312.61           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-04-15      | 3.6250%  | 3.6250% | $2270000.00        | $4826033.59        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-08-15      | 5.5000%  | 5.5000% | $144500.00         | $154398.67         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-11-15      | 5.2500%  | 5.2500% | $62000.00          | $65163.57          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-02-15      | 5.2500%  | 5.2500% | $77900.00          | $83342.29          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-04-15      | 3.8750%  | 3.8750% | $775400.00         | $1668590.59        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-08-15      | 6.1250%  | 6.1250% | $1000.00           | $1107.08           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-02-15      | 5.3750%  | 5.3750% | $8600.00           | $9446.76           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2032-04-15      | 3.3750%  | 3.3750% | $2692500.00        | $5522450.69        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-01-15      | 2.0000%  | 2.0000% | $5000000.00        | $8230714.57        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-01-15      | 2.3750%  | 2.3750% | $565300.00         | $927753.34         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2037-02-15      | 4.7500%  | 4.7500% | $9000.00           | $9690.74           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2037-05-15      | 5.0000%  | 5.0000% | $900.00            | $978.74            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2038-02-15      | 4.3750%  | 4.3750% | $3000.00           | $3110.27           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2038-05-15      | 4.5000%  | 4.5000% | $62300.00          | $64557.06          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-01-15      | 2.5000%  | 2.5000% | $3000100.00        | $4752556.97        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2039-02-15      | 3.5000%  | 3.5000% | $11300.00          | $10591.84          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2040-02-15      | 4.6250%  | 4.6250% | $10000.00          | $10423.17          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2040-02-15      | 2.1250%  | 2.1250% | $4063700.00        | $6197282.01        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2041-02-15      | 2.1250%  | 2.1250% | $3000000.00        | $4474155.29        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2041-11-15      | 3.1250%  | 3.1250% | $100.00            | $84.60             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2042-02-15      | 3.1250%  | 3.1250% | $12000.00          | $10204.01          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2042-02-15      | 0.7500%  | 0.7500% | $477000.00         | $547847.34         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2042-05-15      | 3.0000%  | 3.0000% | $300.00            | $247.27            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2042-11-15      | 2.7500%  | 2.7500% | $13800.00          | $10866.30          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2043-02-15      | 3.1250%  | 3.1250% | $800000.00         | $669585.95         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2043-02-15      | 0.6250%  | 0.6250% | $2335800.00        | $2523504.32        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2043-05-15      | 2.8750%  | 2.8750% | $300.00            | $238.76            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2043-08-15      | 3.6250%  | 3.6250% | $300.00            | $268.31            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2044-05-15      | 3.3750%  | 3.3750% | $6700.00           | $5678.46           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2044-08-15      | 3.1250%  | 3.1250% | $3000.00           | $2464.48           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2045-02-15      | 2.5000%  | 2.5000% | $2900.00           | $2130.67           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2045-05-15      | 3.0000%  | 3.0000% | $37000.00          | $29277.59          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-11-30      | 4.1250%  | 4.1250% | $3100.00           | $3230.94           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-12-31      | 4.5000%  | 4.5000% | $300.00            | $318.79            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-12-31      | 4.3750%  | 4.3750% | $20300.00          | $21305.08          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-01-15      | 4.2500%  | 4.2500% | $72000.00          | $74238.94          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-01-31      | 4.2500%  | 4.2500% | $300.00            | $312.31            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-01-31      | 4.1250%  | 4.1250% | $1000.00           | $1019.27           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2035-01-15      | 2.1250%  | 2.1250% | $15000.00          | $16040.83          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2035-02-15      | 4.6250%  | 4.6250% | $2432700.00        | $2592057.25        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-03-15      | 3.8750%  | 3.8750% | $5400.00           | $5491.10           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2032-03-31      | 4.1250%  | 4.1250% | $3000.00           | $3090.49           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-03-31      | 4.0000%  | 4.0000% | $3244200.00        | $3323272.56        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-04-15      | 3.7500%  | 3.7500% | $420400.00         | $424899.52         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-04-30      | 3.7500%  | 3.7500% | $870800.00         | $875572.46         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-04-15      | 1.6250%  | 1.6250% | $4472800.00        | $4629662.36        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2035-05-15      | 4.2500%  | 4.2500% | $13300.00          | $13619.54          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-05-15      | 3.7500%  | 3.7500% | $600000.00         | $604696.01         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-05-31      | 3.8750%  | 3.8750% | $4557400.00        | $4666473.39        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2032-06-30      | 4.0000%  | 4.0000% | $900000.00         | $929045.73         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-06-30      | 3.8750%  | 3.8750% | $2875200.00        | $2958917.58        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-06-30      | 3.7500%  | 3.7500% | $2605700.00        | $2654236.96        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-07-15      | 3.8750%  | 3.8750% | $499600.00         | $511750.59         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-07-31      | 3.8750%  | 3.8750% | $57600.00          | $58642.89          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2032-07-31      | 4.0000%  | 4.0000% | $4738000.00        | $4872717.82        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2035-07-15      | 1.8750%  | 1.8750% | $22138200.00       | $22791530.86       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-08-15      | 3.6250%  | 3.6250% | $638600.00         | $647702.01         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-08-31      | 3.6250%  | 3.6250% | $540800.00         | $546571.57         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2032-08-31      | 3.8750%  | 3.8750% | $381700.00         | $388317.50         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-09-30      | 3.6250%  | 3.6250% | $855000.00         | $861896.16         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-09-30      | 3.5000%  | 3.5000% | $801400.00         | $805818.17         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-10-15      | 1.1250%  | 1.1250% | $3324000.00        | $3319683.66        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2035-11-15      | 4.0000%  | 4.0000% | $1679700.00        | $1682369.82        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-08-15      | 0.0000%  | 0.0000% | $74023.55          | $59752.84          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2032-02-15      | 0.0000%  | 0.0000% | $139349.72         | $109994.16         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2033-02-15      | 0.0000%  | 0.0000% | $105000.03         | $79214.54          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2033-08-15      | 0.0000%  | 0.0000% | $0.01              | $0.00              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2034-02-15      | 0.0000%  | 0.0000% | $109999.97         | $79229.56          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2035-02-15      | 0.0000%  | 0.0000% | $115721.96         | $79271.50          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2035-08-15      | 0.0000%  | 0.0000% | $0.09              | $0.06              | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2037-02-15      | 0.0000%  | 0.0000% | $13027.65          | $8048.44           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-11-15      | 0.0000%  | 0.0000% | $88344.97          | $73581.03          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-05-15      | 0.0000%  | 0.0000% | $55000.00          | $44877.08          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-11-15      | 0.0000%  | 0.0000% | $9509.65           | $7592.92           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2032-11-15      | 0.0000%  | 0.0000% | $4000.00           | $3054.40           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2033-05-15      | 0.0000%  | 0.0000% | $376870.16         | $281267.25         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-02-15      | 0.0000%  | 0.0000% | $9000.00           | $8927.90           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-08-15      | 0.0000%  | 0.0000% | $167716.06         | $163431.92         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-02-15      | 0.0000%  | 0.0000% | $63000.00          | $60336.36          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-05-15      | 0.0000%  | 0.0000% | $124999.39         | $118682.80         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-08-15      | 0.0000%  | 0.0000% | $28.39             | $26.71             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-11-15      | 0.0000%  | 0.0000% | $92849.60          | $86604.53          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-05-15      | 0.0000%  | 0.0000% | $10420.19          | $9554.45           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-08-15      | 0.0000%  | 0.0000% | $93978.19          | $82254.98          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-02-15      | 0.0000%  | 0.0000% | $374993.97         | $321797.70         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2039-11-15      | 0.0000%  | 0.0000% | $24999.95          | $13205.60          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2052-11-15      | 0.0000%  | 0.0000% | $1999.98           | $540.80            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2040-11-15      | 0.0000%  | 0.0000% | $32.18             | $16.03             | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2045-05-15      | 0.0000%  | 0.0000% | $94713.28          | $36798.00          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2042-11-15      | 0.0000%  | 0.0000% | $565.58            | $251.86            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2043-05-15      | 0.0000%  | 0.0000% | $10000.00          | $4320.09           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2044-08-15      | 0.0000%  | 0.0000% | $73999.89          | $29810.63          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2049-02-15      | 0.0000%  | 0.0000% | $401774.90         | $129628.65         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2050-11-15      | 0.0000%  | 0.0000% | $4000.00           | $1184.50           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-06-30      | 1.2500%  | 1.2500% | $44900.00          | $42670.67          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-07-15      | 0.1250%  | 0.1250% | $2805200.00        | $3180080.37        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-08-31      | 1.1250%  | 1.1250% | $38000.00          | $35772.24          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-09-30      | 1.2500%  | 1.2500% | $499000.00         | $470188.78         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-10-31      | 1.1250%  | 1.1250% | $14200.00          | $13887.48          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-11-15      | 1.3750%  | 1.3750% | $200.00            | $175.59            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-11-30      | 1.5000%  | 1.5000% | $149900.00         | $142578.88         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-12-31      | 1.3750%  | 1.3750% | $450200.00         | $425280.07         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2032-01-15      | 0.1250%  | 0.1250% | $7019900.00        | $7594340.02        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-02-28      | 1.8750%  | 1.8750% | $300.00            | $286.47            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-02-28      | 1.8750%  | 1.8750% | $499600.00         | $491456.42         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-05-31      | 2.6250%  | 2.6250% | $350000.00         | $349825.54         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-06-30      | 3.2500%  | 3.2500% | $113000.00         | $113492.29         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2032-07-15      | 0.6250%  | 0.6250% | $4077700.00        | $4335792.27        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-07-31      | 2.7500%  | 2.7500% | $160300.00         | $159714.48         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-09-30      | 4.1250%  | 4.1250% | $133600.00         | $135943.76         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-10-31      | 4.1250%  | 4.1250% | $1393000.00        | $1413412.47        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2025-12-15      | 4.0000%  | 4.0000% | $547700.00         | $557619.98         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-12-31      | 3.8750%  | 3.8750% | $249700.00         | $255604.19         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-01-15      | 3.8750%  | 3.8750% | $473200.00         | $480000.19         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2033-02-15      | 3.5000%  | 3.5000% | $4034000.00        | $4003206.11        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-02-28      | 4.0000%  | 4.0000% | $83100.00          | $85393.91          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-03-15      | 4.6250%  | 4.6250% | $1983200.00        | $2006915.93        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-03-31      | 3.6250%  | 3.6250% | $100.00            | $100.87            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-04-15      | 3.7500%  | 3.7500% | $50000.00          | $50220.89          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-04-15      | 1.2500%  | 1.2500% | $108300.00         | $117289.76         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-04-30      | 3.5000%  | 3.5000% | $300.00            | $300.13            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2033-05-15      | 3.3750%  | 3.3750% | $134000.00         | $130488.13         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-05-31      | 3.6250%  | 3.6250% | $250000.00         | $255369.47         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-05-31      | 3.7500%  | 3.7500% | $399900.00         | $410460.59         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-06-30      | 3.7500%  | 3.7500% | $39700.00          | $40624.46          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-06-30      | 4.0000%  | 4.0000% | $21400.00          | $22031.36          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2033-07-15      | 1.3750%  | 1.3750% | $3919600.00        | $4158549.58        | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2033-08-15      | 3.8750%  | 3.8750% | $30000.00          | $30444.19          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-08-31      | 4.1250%  | 4.1250% | $499800.00         | $516701.02         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-10-31      | 4.8750%  | 4.8750% | $23500.00          | $24489.95          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-10-15      | 2.3750%  | 2.3750% | $43702800.00       | $48096226.04       | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2033-11-15      | 4.5000%  | 4.5000% | $1000.00           | $1047.12           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-11-15      | 4.6250%  | 4.6250% | $305500.00         | $308778.90         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2030-12-31      | 3.7500%  | 3.7500% | $499700.00         | $510901.88         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2028-12-31      | 3.7500%  | 3.7500% | $100.00            | $102.31            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-01-15      | 4.0000%  | 4.0000% | $66000.00          | $67261.03          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-01-31      | 4.0000%  | 4.0000% | $700000.00         | $719635.33         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-01-31      | 4.0000%  | 4.0000% | $330100.00         | $340518.44         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2034-01-15      | 1.7500%  | 1.7500% | $39000.00          | $41758.09          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-02-15      | 4.1250%  | 4.1250% | $101800.00         | $103630.33         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-02-28      | 4.2500%  | 4.2500% | $850000.00         | $884917.06         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-03-15      | 4.2500%  | 4.2500% | $300.00            | $305.07            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-03-31      | 4.1250%  | 4.1250% | $15800.00          | $16292.15          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-03-31      | 4.5000%  | 4.5000% | $100.00            | $100.93            | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-04-30      | 4.8750%  | 4.8750% | $107000.00         | $107880.25         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-04-30      | 3.9300%  | 3.9300% | $3000.00           | $3008.68           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2034-05-15      | 4.3750%  | 4.3750% | $199000.00         | $206408.99         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-05-31      | 4.6250%  | 4.6250% | $5000.00           | $5360.86           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-07-31      | 4.0000%  | 4.0000% | $4000.00           | $4117.97           | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-07-31      | 4.1250%  | 4.1250% | $300300.00         | $311678.99         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2034-07-15      | 1.8750%  | 1.8750% | $227100.00         | $240711.45         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2027-08-15      | 3.7500%  | 3.7500% | $10100.00          | $10245.53          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2026-08-31      | 3.7500%  | 3.7500% | $10000.00          | $10095.09          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-08-31      | 3.7500%  | 3.7500% | $404600.00         | $410364.17         | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2029-10-31      | 4.1250%  | 4.1250% | $14500.00          | $14859.46          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2034-11-15      | 4.2500%  | 4.2500% | $34200.00          | $35083.25          | U.S. Treasuries (including strips) |
| United States Treasury-U.S. Treasuries (including strips) | 2031-11-30      | 4.1250%  | 4.1250% | $821300.00         | $857847.51         | U.S. Treasuries (including strips) |

### Security 183: US TREASURY FRN

- **C.1 - Title:** US TREASURY FRN
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKM2, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2277098070.39
- **C.18.a - Value (excl. sponsor support):** $2277098070.39
- **C.19 - Percentage of Net Assets:** 1.3500%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 184: US TREASURY FRN

- **C.1 - Title:** US TREASURY FRN
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJU6, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1881152398.62
- **C.18.a - Value (excl. sponsor support):** $1881152398.62
- **C.19 - Percentage of Net Assets:** 1.1200%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-01-31
- **C.13 - Final Legal Maturity Date:** 2026-01-31
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 185: US TREASURY FRN

- **C.1 - Title:** US TREASURY FRN
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CPG0, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $829056380.29
- **C.18.a - Value (excl. sponsor support):** $829056380.29
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-10-31
- **C.13 - Final Legal Maturity Date:** 2027-10-31
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 186: US TREASURY FRN

- **C.1 - Title:** US TREASURY FRN
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLA7, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1857280889.82
- **C.18.a - Value (excl. sponsor support):** $1857280889.82
- **C.19 - Percentage of Net Assets:** 1.1000%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 187: US TREASURY FRN

- **C.1 - Title:** US TREASURY FRN
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLT6, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1680512551.20
- **C.18.a - Value (excl. sponsor support):** $1680512551.20
- **C.19 - Percentage of Net Assets:** 1.0000%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-10-31
- **C.13 - Final Legal Maturity Date:** 2026-10-31
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 188: US TREASURY FRN

- **C.1 - Title:** US TREASURY FRN
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMJ7, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $2478960890.91
- **C.18.a - Value (excl. sponsor support):** $2478960890.91
- **C.19 - Percentage of Net Assets:** 1.4700%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-01-31
- **C.13 - Final Legal Maturity Date:** 2027-01-31
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 189: US TREASURY FRN

- **C.1 - Title:** US TREASURY FRN
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMX6, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $722851300.59
- **C.18.a - Value (excl. sponsor support):** $722851300.59
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-04-30
- **C.13 - Final Legal Maturity Date:** 2027-04-30
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 190: US TREASURY FRN

- **C.1 - Title:** US TREASURY FRN
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CNQ0, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $1979953895.10
- **C.18.a - Value (excl. sponsor support):** $1979953895.10
- **C.19 - Percentage of Net Assets:** 1.1800%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-07-31
- **C.13 - Final Legal Maturity Date:** 2027-07-31
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 191: US TREASURY N/B

- **C.1 - Title:** US TREASURY N/B
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKB6, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $988339257.41
- **C.18.a - Value (excl. sponsor support):** $988339257.41
- **C.19 - Percentage of Net Assets:** 0.5900%
- **C.17 - Yield as of Reporting Date:** 4.2700%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-02-28
- **C.13 - Final Legal Maturity Date:** 2026-02-28
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 192: US TREASURY N/B

- **C.1 - Title:** US TREASURY N/B
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLB5, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $72698867.92
- **C.18.a - Value (excl. sponsor support):** $72698867.92
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-07-31
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 193: US TREASURY N/B

- **C.1 - Title:** US TREASURY N/B
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKS9, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $203070412.14
- **C.18.a - Value (excl. sponsor support):** $203070412.14
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2026-06-01
- **C.12 - Maturity Date (WAL):** 2026-05-31
- **C.13 - Final Legal Maturity Date:** 2026-05-31
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 194: US TREASURY N/B

- **C.1 - Title:** US TREASURY N/B
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKY6, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $152753277.04
- **C.18.a - Value (excl. sponsor support):** $152753277.04
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 195: US TREASURY N/B

- **C.1 - Title:** US TREASURY N/B
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJC6, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $67550765.46
- **C.18.a - Value (excl. sponsor support):** $67550765.46
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **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:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 196: US TREASURY N/B

- **C.1 - Title:** US TREASURY N/B
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJV4, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $230121913.80
- **C.18.a - Value (excl. sponsor support):** $230121913.80
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-01-31
- **C.13 - Final Legal Maturity Date:** 2026-01-31
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 197: US TREASURY N/B

- **C.1 - Title:** US TREASURY N/B
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKH3, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $190617133.33
- **C.18.a - Value (excl. sponsor support):** $190617133.33
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2026-03-31
- **C.12 - Maturity Date (WAL):** 2026-03-31
- **C.13 - Final Legal Maturity Date:** 2026-03-31
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 198: US TREASURY N/B

- **C.1 - Title:** US TREASURY N/B
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CCZ2, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $645007836.00
- **C.18.a - Value (excl. sponsor support):** $645007836.00
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-09-30
- **C.12 - Maturity Date (WAL):** 2026-09-30
- **C.13 - Final Legal Maturity Date:** 2026-09-30
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 199: US TREASURY N/B

- **C.1 - Title:** US TREASURY N/B
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CBC4, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $139607832.00
- **C.18.a - Value (excl. sponsor support):** $139607832.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-12-31
- **C.12 - Maturity Date (WAL):** 2025-12-31
- **C.13 - Final Legal Maturity Date:** 2025-12-31
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 200: US TREASURY N/B

- **C.1 - Title:** US TREASURY N/B
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLS8, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $478348223.51
- **C.18.a - Value (excl. sponsor support):** $478348223.51
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-11-02
- **C.12 - Maturity Date (WAL):** 2026-10-31
- **C.13 - Final Legal Maturity Date:** 2026-10-31
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 201: US TREASURY N/B

- **C.1 - Title:** US TREASURY N/B
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828P46, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $187146006.24
- **C.18.a - Value (excl. sponsor support):** $187146006.24
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2026-02-17
- **C.12 - Maturity Date (WAL):** 2026-02-15
- **C.13 - Final Legal Maturity Date:** 2026-02-15
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 202: US TREASURY N/B

- **C.1 - Title:** US TREASURY N/B
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828YQ7, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $192450945.68
- **C.18.a - Value (excl. sponsor support):** $192450945.68
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-11-02
- **C.12 - Maturity Date (WAL):** 2026-10-31
- **C.13 - Final Legal Maturity Date:** 2026-10-31
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 203: US TREASURY N/B

- **C.1 - Title:** US TREASURY N/B
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CCJ8, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $249853025.82
- **C.18.a - Value (excl. sponsor support):** $249853025.82
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 204: US TREASURY N/B

- **C.1 - Title:** US TREASURY N/B
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CDK4, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $107452990.70
- **C.18.a - Value (excl. sponsor support):** $107452990.70
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **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:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 205: US TREASURY N/B

- **C.1 - Title:** US TREASURY N/B
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLH2, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $250075680.00
- **C.18.a - Value (excl. sponsor support):** $250075680.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-08-31
- **C.12 - Maturity Date (WAL):** 2026-08-31
- **C.13 - Final Legal Maturity Date:** 2026-08-31
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 206: US TREASURY N/B

- **C.1 - Title:** US TREASURY N/B
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLP4, C.3 - LEI: 254900HROIFWPRGM1V77
- **C.18 - Value (incl. sponsor support):** $89879320.80
- **C.18.a - Value (excl. sponsor support):** $89879320.80
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-09-30
- **C.12 - Maturity Date (WAL):** 2026-09-30
- **C.13 - Final Legal Maturity Date:** 2026-09-30
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: NR; S&P RATING: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 207: WELLS FARGO & COMPANY

- **C.1 - Title:** WELLS FARGO & COMPANY
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BYM6J73Y5, C.3 - LEI: PBLD0EJDB5FWOLXP3B76
- **C.18 - Value (incl. sponsor support):** $8000000000.00
- **C.18.a - Value (excl. sponsor support):** $8000000000.00
- **C.19 - Percentage of Net Assets:** 4.7500%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: P-1; S&P RATING: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                                                | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2040-02-01      | 6.0000%  | 6.0000% | $1499262.00        | $1376129.78        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2040-02-01      | 6.0000%  | 6.0000% | $1703004.00        | $1147179.90        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2040-02-01      | 5.0000%  | 5.0000% | $2771737.00        | $2648865.67        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2040-03-01      | 5.0000%  | 5.0000% | $2453910.00        | $2172717.69        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2040-03-01      | 6.0000%  | 6.0000% | $1463303.00        | $1463869.02        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2040-03-01      | 6.0000%  | 6.0000% | $1068545.00        | $640994.98         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2040-03-01      | 5.5000%  | 5.5000% | $928557.00         | $735302.56         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2040-03-01      | 5.5000%  | 5.5000% | $4354065.00        | $4205193.27        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2040-04-01      | 5.5000%  | 5.5000% | $9923312.00        | $6935916.12        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2040-03-01      | 5.5000%  | 5.5000% | $3287677.00        | $2911040.74        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2040-04-01      | 5.5000%  | 5.5000% | $3100629.00        | $2107118.51        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2040-05-01      | 5.5000%  | 5.5000% | $1986012.00        | $1804675.15        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2040-05-01      | 5.5000%  | 5.5000% | $1103073.00        | $1016002.72        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2040-06-01      | 5.5000%  | 5.5000% | $2503966.00        | $1733188.20        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2040-07-01      | 5.5000%  | 5.5000% | $1049150.00        | $970427.75         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2040-06-01      | 6.0000%  | 6.0000% | $1100469.00        | $1124638.99        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2040-06-01      | 6.0000%  | 6.0000% | $1159752.00        | $1078748.31        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2040-06-01      | 4.5000%  | 4.5000% | $270784.00         | $266546.90         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2040-06-01      | 6.0000%  | 6.0000% | $1792299.00        | $1770482.03        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2040-07-01      | 5.0000%  | 5.0000% | $1157762.00        | $1164788.70        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2040-06-01      | 6.0000%  | 6.0000% | $1434104.00        | $1459824.44        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2040-06-01      | 5.5000%  | 5.5000% | $1050400.00        | $1061498.42        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2040-07-01      | 5.0000%  | 5.0000% | $2813362.00        | $2788018.21        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2040-08-01      | 6.0000%  | 6.0000% | $1060481.00        | $1084706.35        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2040-06-01      | 5.0000%  | 5.0000% | $3153944.00        | $3129046.66        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2040-08-01      | 5.5000%  | 5.5000% | $1227719.00        | $1255425.07        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2040-08-01      | 3.5000%  | 3.5000% | $693261.00         | $668549.98         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2040-08-01      | 5.5000%  | 5.5000% | $9980139.00        | $9559518.66        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2040-08-01      | 5.5000%  | 5.5000% | $3531791.00        | $3013189.07        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2040-08-01      | 5.5000%  | 5.5000% | $2175698.00        | $1634180.93        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2040-08-01      | 4.5000%  | 4.5000% | $317652.00         | $311934.65         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2040-09-01      | 4.5000%  | 4.5000% | $863637.00         | $757294.98         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2040-09-01      | 5.5000%  | 5.5000% | $2509185.00        | $2562097.30        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2040-09-01      | 5.5000%  | 5.5000% | $1188112.00        | $1213635.36        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2040-09-01      | 4.0000%  | 4.0000% | $3479747.00        | $3416159.51        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2040-09-01      | 5.0000%  | 5.0000% | $1909210.00        | $1919710.05        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2040-09-01      | 4.5000%  | 4.5000% | $6387904.00        | $6363666.15        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2040-10-01      | 5.0000%  | 5.0000% | $1027385.00        | $988911.44         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2040-09-01      | 6.0000%  | 6.0000% | $1437726.00        | $1482770.20        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2040-10-01      | 4.0000%  | 4.0000% | $185990.00         | $182967.60         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2040-10-01      | 4.0000%  | 4.0000% | $182690.00         | $180140.55         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2040-10-01      | 4.0000%  | 4.0000% | $72488.00          | $71080.05          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2040-11-01      | 5.0000%  | 5.0000% | $1332997.00        | $1363189.38        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2040-11-01      | 5.0000%  | 5.0000% | $4482975.00        | $4587257.96        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2040-11-01      | 4.0000%  | 4.0000% | $6000000.00        | $5940540.00        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2049-12-01      | 3.0000%  | 3.0000% | $210000.00         | $72520.13          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-12-01      | 5.0000%  | 5.0000% | $4800000.00        | $3759358.41        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-12-01      | 5.0000%  | 5.0000% | $2629972.00        | $2617124.68        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-12-01      | 6.0000%  | 6.0000% | $100000.00         | $85242.06          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-12-01      | 4.0000%  | 4.0000% | $480624.00         | $452746.56         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-12-01      | 5.0000%  | 5.0000% | $326871.00         | $323505.54         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-12-01      | 4.0000%  | 4.0000% | $1233841.00        | $1026734.81        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-12-01      | 6.0000%  | 6.0000% | $300000.00         | $280593.50         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-01-01      | 5.5000%  | 5.5000% | $12517413.00       | $11872542.46       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-01-01      | 5.0000%  | 5.0000% | $25000.00          | $23102.33          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-12-01      | 5.0000%  | 5.0000% | $1455794.00        | $1440911.20        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-01-01      | 6.0000%  | 6.0000% | $3107035.00        | $2093406.59        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-01-01      | 6.5000%  | 6.5000% | $1197900.00        | $561318.48         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-01-01      | 5.0000%  | 5.0000% | $1142339.00        | $1103140.28        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-03-01      | 5.5000%  | 5.5000% | $10206210.00       | $10409564.33       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-02-01      | 5.0000%  | 5.0000% | $1254127.00        | $1114682.62        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-02-01      | 6.5000%  | 6.5000% | $1034235.00        | $959413.14         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-02-01      | 6.5000%  | 6.5000% | $584032.00         | $469361.38         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-02-01      | 6.5000%  | 6.5000% | $1679412.00        | $1505385.93        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2041-09-01      | 2.0000%  | 2.0000% | $200000.00         | $122405.09         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2042-02-01      | 2.0000%  | 2.0000% | $500000.00         | $324712.78         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2042-02-01      | 2.5000%  | 2.5000% | $65000.00          | $41131.91          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2042-02-01      | 3.0000%  | 3.0000% | $16980809.00       | $10922589.62       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2043-01-01      | 6.5000%  | 6.5000% | $135000.00         | $61833.99          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2036-03-01      | 2.0000%  | 2.0000% | $1515000.00        | $659959.50         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2036-07-01      | 2.0000%  | 2.0000% | $10546179.00       | $6427392.57        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2036-11-01      | 2.0000%  | 2.0000% | $255685.00         | $143874.55         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2036-12-01      | 2.0000%  | 2.0000% | $205936359.00      | $116303546.47      | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2037-03-01      | 2.0000%  | 2.0000% | $300000.00         | $175125.07         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2037-03-01      | 1.5000%  | 1.5000% | $28177.00          | $17859.77          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2040-02-01      | 5.5000%  | 5.5000% | $4503254.00        | $4047833.11        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2039-01-01      | 4.0000%  | 4.0000% | $1139134.00        | $755170.48         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2039-11-01      | 4.0000%  | 4.0000% | $7792964.00        | $6936918.31        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2040-01-01      | 6.5000%  | 6.5000% | $3739589.00        | $3285998.84        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2035-11-01      | 5.0000%  | 5.0000% | $2295159.00        | $2296716.56        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2035-11-01      | 5.5000%  | 5.5000% | $2063215.00        | $2120083.39        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2031-10-01      | 1.5000%  | 1.5000% | $15094000.00       | $6578838.92        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2031-05-01      | 1.5000%  | 1.5000% | $25000.00          | $9343.69           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2034-09-01      | 6.5000%  | 6.5000% | $213653.00         | $147646.87         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2035-08-01      | 5.0000%  | 5.0000% | $11892760.00       | $11242738.51       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2051-05-25      | 2.5000%  | 2.5000% | $63000.00          | $48555.74          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2034-11-01      | 2.5000%  | 2.5000% | $5666505.00        | $337854.92         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-02-01      | 6.5000%  | 6.5000% | $2110942.00        | $1453866.95        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-03-01      | 6.0000%  | 6.0000% | $1190848.00        | $874494.14         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-05-01      | 5.0000%  | 5.0000% | $5569152.00        | $4800032.36        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-05-01      | 4.5000%  | 4.5000% | $1722155.00        | $1661088.84        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-04-01      | 5.5000%  | 5.5000% | $31373.00          | $20043.68          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-05-01      | 5.0000%  | 5.0000% | $2874871.00        | $2825187.11        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-05-01      | 5.0000%  | 5.0000% | $7515923.00        | $7245877.69        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-06-01      | 6.0000%  | 6.0000% | $482827.00         | $445561.63         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-07-01      | 6.0000%  | 6.0000% | $9543883.00        | $9125187.39        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2037-09-01      | 4.0000%  | 4.0000% | $79119.00          | $56260.96          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2037-09-01      | 4.0000%  | 4.0000% | $922000.00         | $498174.55         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2037-04-01      | 3.0000%  | 3.0000% | $993554.00         | $618549.12         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2038-11-01      | 6.0000%  | 6.0000% | $1667569.00        | $1078016.52        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2037-10-01      | 3.5000%  | 3.5000% | $3017.00           | $1729.76           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2038-06-01      | 5.5000%  | 5.5000% | $246669.00         | $90328.12          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2038-07-01      | 3.0000%  | 3.0000% | $153783.00         | $122760.12         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2039-10-01      | 4.0000%  | 4.0000% | $100933.00         | $93777.26          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2039-11-01      | 4.5000%  | 4.5000% | $1378719.00        | $1226052.91        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2039-02-01      | 6.0000%  | 6.0000% | $1161500.00        | $767616.86         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2039-04-01      | 6.5000%  | 6.5000% | $1058726.00        | $586560.06         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2039-08-01      | 5.5000%  | 5.5000% | $1066000.00        | $975530.34         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2039-10-01      | 5.0000%  | 5.0000% | $1143800.00        | $827998.89         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2040-05-01      | 5.0000%  | 5.0000% | $2793205.00        | $2446237.55        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2040-04-01      | 6.0000%  | 6.0000% | $1010337.00        | $1002271.30        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2040-04-01      | 5.5000%  | 5.5000% | $1730017.00        | $1432149.23        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2040-04-01      | 5.5000%  | 5.5000% | $1238625.00        | $1183707.97        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2040-04-01      | 5.0000%  | 5.0000% | $1803592.00        | $1775998.63        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2040-04-01      | 6.0000%  | 6.0000% | $1147965.00        | $1163628.76        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2040-04-01      | 6.0000%  | 6.0000% | $1047112.00        | $916463.18         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2040-05-01      | 5.5000%  | 5.5000% | $2265910.00        | $2098671.55        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2040-05-01      | 5.5000%  | 5.5000% | $1441896.00        | $1443356.36        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2040-05-01      | 5.0000%  | 5.0000% | $1782192.00        | $1579320.74        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2039-11-01      | 5.0000%  | 5.0000% | $1378053.00        | $1086431.75        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2039-12-01      | 4.0000%  | 4.0000% | $122315.00         | $103756.76         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2039-12-01      | 4.5000%  | 4.5000% | $1024752.00        | $766215.67         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2040-01-01      | 5.0000%  | 5.0000% | $2348198.00        | $1933044.26        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2039-12-01      | 4.0000%  | 4.0000% | $1276001.00        | $1182591.49        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2040-01-01      | 4.0000%  | 4.0000% | $1128000.00        | $1052751.20        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2040-01-01      | 5.5000%  | 5.5000% | $1160348.00        | $929022.31         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2040-01-01      | 6.0000%  | 6.0000% | $1635898.00        | $1313196.17        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2040-02-01      | 6.0000%  | 6.0000% | $2114244.00        | $2131096.23        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-07-01      | 6.5000%  | 6.5000% | $3104546.00        | $3257084.88        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-07-01      | 4.5000%  | 4.5000% | $1270136.00        | $1243681.58        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-07-01      | 5.0000%  | 5.0000% | $3003304.00        | $3009285.18        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-07-01      | 5.0000%  | 5.0000% | $1158992.00        | $1157913.58        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-07-01      | 5.0000%  | 5.0000% | $4685909.00        | $4736102.87        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-08-01      | 6.0000%  | 6.0000% | $8875911.00        | $7263020.27        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-08-01      | 7.0000%  | 7.0000% | $8512723.00        | $8458821.06        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-08-01      | 6.5000%  | 6.5000% | $10616037.00       | $11028552.02       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-07-01      | 6.5000%  | 6.5000% | $1035285.00        | $1076757.94        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-07-01      | 5.0000%  | 5.0000% | $1092427.00        | $1101035.42        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-08-01      | 6.5000%  | 6.5000% | $1183010.00        | $1243472.23        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-08-01      | 6.5000%  | 6.5000% | $1563838.00        | $1634570.89        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-08-01      | 6.5000%  | 6.5000% | $1184692.00        | $1250749.76        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-08-01      | 6.5000%  | 6.5000% | $1561280.00        | $1351443.71        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-08-01      | 6.0000%  | 6.0000% | $84950976.00       | $81764700.95       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-08-01      | 6.5000%  | 6.5000% | $17868929.00       | $14549008.90       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-08-01      | 4.5000%  | 4.5000% | $823485.00         | $805839.87         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-08-01      | 5.0000%  | 5.0000% | $1334657.00        | $1348296.40        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-08-01      | 6.0000%  | 6.0000% | $5303866.00        | $5526300.12        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-08-01      | 6.0000%  | 6.0000% | $10478033.00       | $10243700.62       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-08-01      | 5.0000%  | 5.0000% | $1551516.00        | $1542629.61        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-08-01      | 6.5000%  | 6.5000% | $1931948.00        | $2040556.94        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-09-01      | 6.5000%  | 6.5000% | $1532682.00        | $1593277.59        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-09-01      | 5.5000%  | 5.5000% | $14303618.00       | $14088182.89       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-09-01      | 6.0000%  | 6.0000% | $3226200.00        | $3314622.00        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-09-01      | 6.5000%  | 6.5000% | $6331990.00        | $6166281.09        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-09-01      | 5.5000%  | 5.5000% | $26830000.00       | $25457778.11       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-09-01      | 6.0000%  | 6.0000% | $9207060.00        | $9026506.53        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-09-01      | 6.0000%  | 6.0000% | $1293387.00        | $1348952.66        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-09-01      | 6.0000%  | 6.0000% | $1620219.00        | $1685685.72        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-09-01      | 6.0000%  | 6.0000% | $1412434.00        | $1463765.71        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-09-01      | 5.0000%  | 5.0000% | $1062428.00        | $1065566.44        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-09-01      | 6.5000%  | 6.5000% | $1163941.00        | $1227616.26        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-09-01      | 6.5000%  | 6.5000% | $500000.00         | $484581.59         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-09-01      | 6.0000%  | 6.0000% | $1339818.00        | $1387689.26        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-09-01      | 5.5000%  | 5.5000% | $13002804.00       | $13203413.25       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-09-01      | 5.5000%  | 5.5000% | $15279700.00       | $15000317.93       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-09-01      | 6.0000%  | 6.0000% | $2151653.00        | $2250469.18        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-09-01      | 6.0000%  | 6.0000% | $4293443.00        | $4481770.81        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-09-01      | 6.0000%  | 6.0000% | $113272625.00      | $113662999.81      | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-09-01      | 6.0000%  | 6.0000% | $1096167.00        | $1145718.92        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-09-01      | 6.0000%  | 6.0000% | $1408750.00        | $1456694.18        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-09-01      | 5.5000%  | 5.5000% | $13864504.00       | $13127657.26       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-09-01      | 5.5000%  | 5.5000% | $3781100.00        | $3837193.84        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-09-01      | 6.0000%  | 6.0000% | $24986822.00       | $25678202.95       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-09-01      | 6.0000%  | 6.0000% | $1147920.00        | $1179194.69        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-09-01      | 5.5000%  | 5.5000% | $6663664.00        | $6417908.80        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-09-01      | 6.0000%  | 6.0000% | $4320783.00        | $4511519.07        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-10-01      | 5.5000%  | 5.5000% | $11807661.00       | $11990926.05       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-09-01      | 5.0000%  | 5.0000% | $1931620.00        | $1939543.82        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-09-01      | 6.0000%  | 6.0000% | $4297803.00        | $4478204.14        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-09-01      | 5.0000%  | 5.0000% | $1032115.00        | $1034158.18        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-09-01      | 6.5000%  | 6.5000% | $1416294.00        | $1504535.15        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-09-01      | 6.5000%  | 6.5000% | $1012450.00        | $1071432.29        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-09-01      | 6.0000%  | 6.0000% | $1264298.00        | $1308845.30        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-09-01      | 6.0000%  | 6.0000% | $1085070.00        | $1133461.44        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-09-01      | 6.0000%  | 6.0000% | $9946981.00        | $10234135.76       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-10-01      | 6.0000%  | 6.0000% | $8436681.00        | $8390903.34        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-10-01      | 6.0000%  | 6.0000% | $1886433.00        | $1966586.87        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-09-01      | 6.0000%  | 6.0000% | $1191560.00        | $1223879.52        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-09-01      | 6.5000%  | 6.5000% | $2123004.00        | $2249987.71        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-09-01      | 6.0000%  | 6.0000% | $1155295.00        | $912555.95         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-10-01      | 5.0000%  | 5.0000% | $1230176.00        | $1234689.15        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-10-01      | 7.0000%  | 7.0000% | $1491400.00        | $1590051.22        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-03-01      | 5.0000%  | 5.0000% | $1224491.00        | $1222451.99        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-03-01      | 6.5000%  | 6.5000% | $1090224.00        | $1145274.31        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-03-01      | 6.5000%  | 6.5000% | $1167412.00        | $1156945.09        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-03-01      | 6.5000%  | 6.5000% | $1990465.00        | $1882686.71        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-02-01      | 5.0000%  | 5.0000% | $4300000.00        | $4128368.32        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-02-01      | 5.0000%  | 5.0000% | $1149707.00        | $1148813.89        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-03-01      | 6.5000%  | 6.5000% | $3146254.00        | $3008086.51        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-03-01      | 6.5000%  | 6.5000% | $20050138.00       | $16137563.76       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-03-01      | 6.0000%  | 6.0000% | $3493354.00        | $2930556.33        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-04-01      | 5.5000%  | 5.5000% | $17120997.00       | $16950508.43       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-03-01      | 6.5000%  | 6.5000% | $25147027.00       | $22570428.23       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-04-01      | 6.5000%  | 6.5000% | $1169575.00        | $1224285.15        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-03-01      | 6.5000%  | 6.5000% | $1433290.00        | $1244338.75        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-04-01      | 4.5000%  | 4.5000% | $412783.00         | $402030.39         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-04-01      | 6.5000%  | 6.5000% | $1649339.00        | $1215673.17        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-04-01      | 6.5000%  | 6.5000% | $1804633.00        | $1269322.68        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-04-01      | 6.5000%  | 6.5000% | $1102053.00        | $1002159.16        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-04-01      | 6.5000%  | 6.5000% | $3004984.00        | $2692669.60        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-04-01      | 5.5000%  | 5.5000% | $9212524.00        | $8592684.34        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-04-01      | 6.5000%  | 6.5000% | $2973103.00        | $2892921.26        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-04-01      | 6.5000%  | 6.5000% | $1735303.00        | $1445106.12        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-04-01      | 6.5000%  | 6.5000% | $100000.00         | $99954.18          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-04-01      | 6.5000%  | 6.5000% | $15167096.00       | $13891998.84       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-04-01      | 6.5000%  | 6.5000% | $2587600.00        | $2706208.19        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-04-01      | 6.5000%  | 6.5000% | $1074884.00        | $1125172.49        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-04-01      | 6.5000%  | 6.5000% | $2008698.00        | $1872743.28        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-04-01      | 6.5000%  | 6.5000% | $2136470.00        | $2227418.75        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-04-01      | 6.5000%  | 6.5000% | $1176898.00        | $1233878.57        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-04-01      | 6.5000%  | 6.5000% | $1329558.00        | $1148099.77        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-05-01      | 6.5000%  | 6.5000% | $1159000.00        | $789400.75         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-04-01      | 6.5000%  | 6.5000% | $2302221.00        | $1870500.46        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-05-01      | 5.0000%  | 5.0000% | $1223642.00        | $1223924.06        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-05-01      | 7.5000%  | 7.5000% | $1943672.00        | $2087179.24        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-05-01      | 4.5000%  | 4.5000% | $232018.00         | $227134.64         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-04-01      | 5.0000%  | 5.0000% | $1255682.00        | $1257933.52        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-05-01      | 5.5000%  | 5.5000% | $5193000.00        | $5257152.20        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-06-01      | 6.0000%  | 6.0000% | $8935726.00        | $8749997.54        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-05-01      | 5.5000%  | 5.5000% | $31134000.00       | $30055559.16       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-06-01      | 6.0000%  | 6.0000% | $8372232.00        | $8600192.12        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-06-01      | 6.5000%  | 6.5000% | $1016429.00        | $1071433.43        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-06-01      | 6.5000%  | 6.5000% | $1095953.00        | $1148750.15        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-06-01      | 4.5000%  | 4.5000% | $251181.00         | $245583.96         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-06-01      | 5.0000%  | 5.0000% | $1133000.00        | $1135393.77        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-06-01      | 6.5000%  | 6.5000% | $1103000.00        | $952936.24         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-06-01      | 6.5000%  | 6.5000% | $1621392.00        | $1714021.59        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-06-01      | 6.5000%  | 6.5000% | $1063327.00        | $1109592.84        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-06-01      | 5.0000%  | 5.0000% | $1192557.00        | $1201806.85        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-06-01      | 6.0000%  | 6.0000% | $9628663.00        | $9439941.64        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-06-01      | 6.0000%  | 6.0000% | $28616689.00       | $29264085.58       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-06-01      | 6.5000%  | 6.5000% | $3386288.00        | $3276965.47        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-06-01      | 6.5000%  | 6.5000% | $5057246.00        | $4889398.84        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-06-01      | 6.5000%  | 6.5000% | $3455569.00        | $3327410.23        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-06-01      | 6.5000%  | 6.5000% | $1116250.00        | $1177317.10        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-06-01      | 6.5000%  | 6.5000% | $1826931.00        | $1763902.07        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-06-01      | 5.0000%  | 5.0000% | $3134052.00        | $3141360.09        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-06-01      | 5.0000%  | 5.0000% | $2620152.00        | $2630462.51        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-06-01      | 5.0000%  | 5.0000% | $2626781.00        | $2631485.94        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-07-01      | 6.5000%  | 6.5000% | $8572756.00        | $8577512.93        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-07-01      | 5.5000%  | 5.5000% | $18026000.00       | $18014521.14       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-07-01      | 6.5000%  | 6.5000% | $15222036.00       | $15007895.17       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-07-01      | 4.5000%  | 4.5000% | $5418102.00        | $5183605.73        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-07-01      | 5.5000%  | 5.5000% | $3568790.00        | $3606013.52        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-07-01      | 5.0000%  | 5.0000% | $1021169.00        | $1026801.63        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-07-01      | 6.0000%  | 6.0000% | $1298500.00        | $1341876.70        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-12-01      | 5.5000%  | 5.5000% | $1946050.00        | $1995273.38        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-10-01      | 5.5000%  | 5.5000% | $1053691.00        | $1090926.33        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-11-01      | 4.5000%  | 4.5000% | $1276243.00        | $1262647.18        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-11-01      | 5.5000%  | 5.5000% | $3408124.00        | $3487062.96        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-11-01      | 6.0000%  | 6.0000% | $10900256.00       | $11232855.51       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-11-01      | 6.5000%  | 6.5000% | $1863812.00        | $1958480.60        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-11-01      | 5.0000%  | 5.0000% | $1251000.00        | $1265206.35        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-12-01      | 5.0000%  | 5.0000% | $8179955.00        | $8216437.59        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-12-01      | 5.0000%  | 5.0000% | $10614768.00       | $10644043.53       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-11-01      | 5.0000%  | 5.0000% | $1121050.00        | $1134340.04        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-12-01      | 5.0000%  | 5.0000% | $1782656.00        | $1797985.05        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-12-01      | 5.0000%  | 5.0000% | $3867181.00        | $3896273.80        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-12-01      | 5.5000%  | 5.5000% | $1191642.00        | $1229717.34        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-03-01      | 6.5000%  | 6.5000% | $20818984.00       | $18467652.97       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-06-01      | 4.0000%  | 4.0000% | $4822364.00        | $4124103.08        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2045-12-01      | 4.5000%  | 4.5000% | $1531920.00        | $1424378.79        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-04-01      | 6.0000%  | 6.0000% | $2330841.00        | $2320308.55        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2051-07-01      | 4.5000%  | 4.5000% | $9475590.00        | $8233633.17        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-01-01      | 5.0000%  | 5.0000% | $4965000.00        | $4836287.84        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-02-01      | 5.5000%  | 5.5000% | $270370.00         | $247978.87         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-02-01      | 6.0000%  | 6.0000% | $4051234.00        | $3894739.57        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-03-01      | 6.0000%  | 6.0000% | $646548.00         | $603609.98         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-05-01      | 6.0000%  | 6.0000% | $1350000.00        | $1287636.67        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-05-01      | 5.5000%  | 5.5000% | $16273433.00       | $16048205.09       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-05-01      | 5.0000%  | 5.0000% | $42629700.00       | $41267441.63       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-01-01      | 5.5000%  | 5.5000% | $45435772.00       | $42807074.49       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-04-01      | 6.0000%  | 6.0000% | $99267.00          | $94875.72          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-06-01      | 6.5000%  | 6.5000% | $6032161.00        | $6144151.36        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-05-01      | 6.0000%  | 6.0000% | $40000.00          | $37461.81          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-12-01      | 5.5000%  | 5.5000% | $14167482.00       | $13984622.54       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-09-01      | 4.5000%  | 4.5000% | $19855502.00       | $18834761.20       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-07-01      | 6.5000%  | 6.5000% | $269929001.00      | $247062461.44      | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-09-01      | 6.5000%  | 6.5000% | $6923106.00        | $7103510.01        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-11-01      | 4.5000%  | 4.5000% | $46285834.00       | $45084785.57       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-01-01      | 3.0000%  | 3.0000% | $22668407.00       | $19880875.82       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-07-01      | 5.5000%  | 5.5000% | $91746665.00       | $91828304.29       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-08-01      | 6.0000%  | 6.0000% | $63106537.00       | $64722223.50       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-11-01      | 6.0000%  | 6.0000% | $56693956.00       | $59259470.89       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-11-01      | 6.0000%  | 6.0000% | $55731588.00       | $58559910.35       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-10-01      | 5.5000%  | 5.5000% | $100400404.00      | $101961836.91      | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-03-01      | 5.5000%  | 5.5000% | $57896078.00       | $58902798.78       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-07-01      | 6.5000%  | 6.5000% | $14526700.00       | $14240714.12       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-02-01      | 6.0000%  | 6.0000% | $16803151.00       | $16913105.20       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-07-01      | 5.0000%  | 5.0000% | $35614145.00       | $36158558.38       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-03-01      | 5.5000%  | 5.5000% | $71855036.00       | $73287517.71       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-10-01      | 3.0000%  | 3.0000% | $12268055.00       | $10982559.12       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-04-01      | 2.5000%  | 2.5000% | $29716850.00       | $25941829.39       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-01-01      | 2.5000%  | 2.5000% | $19654057.00       | $16889379.76       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-04-01      | 2.0000%  | 2.0000% | $13904667.00       | $11447489.86       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-01-01      | 4.5000%  | 4.5000% | $25298282.00       | $25166300.86       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-06-01      | 3.5000%  | 3.5000% | $10366053.00       | $9730769.44        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-06-01      | 3.5000%  | 3.5000% | $7585642.00        | $7057142.73        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-09-01      | 4.5000%  | 4.5000% | $23833196.00       | $23757930.76       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-01-01      | 3.5000%  | 3.5000% | $6563941.00        | $6170524.63        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2048-11-01      | 3.5000%  | 3.5000% | $20874683.00       | $19813351.49       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2050-11-01      | 3.5000%  | 3.5000% | $21998260.00       | $20703662.39       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-11-01      | 5.5000%  | 5.5000% | $50535022.00       | $51623596.90       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-05-01      | 3.0000%  | 3.0000% | $31611825.00       | $28478808.63       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-05-01      | 5.0000%  | 5.0000% | $101852933.00      | $102133843.38      | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-11-01      | 5.5000%  | 5.5000% | $87900323.00       | $91183312.16       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-11-01      | 5.5000%  | 5.5000% | $45336228.00       | $46418177.08       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-12-01      | 5.5000%  | 5.5000% | $63395901.00       | $64488275.77       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-11-01      | 6.0000%  | 6.0000% | $20692840.00       | $21581059.46       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-03-01      | 6.0000%  | 6.0000% | $26306639.00       | $27569226.13       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-07-01      | 5.0000%  | 5.0000% | $2867207.00        | $2828127.80        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-10-01      | 6.0000%  | 6.0000% | $5110484.00        | $5283498.68        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-10-01      | 6.5000%  | 6.5000% | $10174704.00       | $10272215.16       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-10-01      | 6.5000%  | 6.5000% | $1005831.00        | $1066622.93        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-10-01      | 5.0000%  | 5.0000% | $3801985.00        | $3808652.60        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-10-01      | 6.0000%  | 6.0000% | $9696318.00        | $9965928.01        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-10-01      | 5.5000%  | 5.5000% | $1677470.00        | $1718150.74        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-10-01      | 5.5000%  | 5.5000% | $4941568.00        | $5060183.52        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-10-01      | 5.5000%  | 5.5000% | $1377167.00        | $1418263.49        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-10-01      | 5.5000%  | 5.5000% | $1199486.00        | $1231394.05        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-10-01      | 4.5000%  | 4.5000% | $144148.00         | $141609.04         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-10-01      | 5.0000%  | 5.0000% | $2620062.00        | $2647734.85        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-10-01      | 5.5000%  | 5.5000% | $5232215.00        | $5351618.61        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-10-01      | 5.5000%  | 5.5000% | $4681449.00        | $4799210.41        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-10-01      | 6.5000%  | 6.5000% | $2381200.00        | $2498991.63        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-10-01      | 5.5000%  | 5.5000% | $1073065.00        | $1103534.58        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-11-01      | 5.5000%  | 5.5000% | $1192300.00        | $1220261.90        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-10-01      | 6.0000%  | 6.0000% | $6308094.00        | $6604855.74        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-11-01      | 6.0000%  | 6.0000% | $2744736.00        | $2859895.82        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-09-01      | 6.0000%  | 6.0000% | $4705408.00        | $4851102.93        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-10-01      | 5.5000%  | 5.5000% | $3051384.00        | $3115751.57        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-10-01      | 5.0000%  | 5.0000% | $2478341.00        | $2514741.90        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-10-01      | 5.5000%  | 5.5000% | $1215640.00        | $1247249.46        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-10-01      | 5.5000%  | 5.5000% | $1740179.00        | $1794821.66        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-10-01      | 4.5000%  | 4.5000% | $1029677.00        | $1017067.14        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-10-01      | 6.5000%  | 6.5000% | $1301282.00        | $1372996.57        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-10-01      | 5.5000%  | 5.5000% | $1288980.00        | $1319719.16        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-11-01      | 5.5000%  | 5.5000% | $19308010.00       | $19540382.25       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-10-01      | 5.0000%  | 5.0000% | $1076370.00        | $1089685.75        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-10-01      | 5.5000%  | 5.5000% | $3503500.00        | $3591614.99        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-11-01      | 5.5000%  | 5.5000% | $1161528.00        | $1191889.18        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-11-01      | 5.5000%  | 5.5000% | $1058814.00        | $1090473.59        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-11-01      | 5.0000%  | 5.0000% | $1329040.00        | $1342420.77        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-11-01      | 5.0000%  | 5.0000% | $1009859.00        | $1022276.22        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-11-01      | 5.5000%  | 5.5000% | $1037427.00        | $1070279.20        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-11-01      | 4.5000%  | 4.5000% | $1038574.00        | $1028668.08        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-11-01      | 5.0000%  | 5.0000% | $17121683.00       | $17168904.60       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-11-01      | 5.5000%  | 5.5000% | $1882634.00        | $1939244.80        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-11-01      | 5.0000%  | 5.0000% | $18105522.00       | $18151084.33       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-11-01      | 6.0000%  | 6.0000% | $1208312.00        | $1256219.31        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-11-01      | 5.5000%  | 5.5000% | $21451014.00       | $21738144.53       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-11-01      | 5.5000%  | 5.5000% | $2644495.00        | $2729272.98        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-10-01      | 6.0000%  | 6.0000% | $2063471.00        | $2132291.56        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-09-01      | 6.5000%  | 6.5000% | $1680361.00        | $1764384.42        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-11-01      | 5.0000%  | 5.0000% | $2325005.00        | $2341234.57        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-11-01      | 6.5000%  | 6.5000% | $1221998.00        | $1280833.33        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-11-01      | 6.0000%  | 6.0000% | $1000493.00        | $1044354.29        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-11-01      | 6.0000%  | 6.0000% | $8333671.00        | $8653413.88        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-11-01      | 6.0000%  | 6.0000% | $9626286.00        | $9941882.39        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-11-01      | 5.5000%  | 5.5000% | $10163061.00       | $10349095.04       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-11-01      | 4.5000%  | 4.5000% | $1727800.00        | $1701447.44        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-11-01      | 4.5000%  | 4.5000% | $2832267.00        | $2788076.97        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-11-01      | 5.5000%  | 5.5000% | $2306750.00        | $2363069.84        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-11-01      | 5.0000%  | 5.0000% | $1423977.00        | $1441241.29        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-11-01      | 5.0000%  | 5.0000% | $1212059.00        | $1232277.35        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-11-01      | 5.5000%  | 5.5000% | $15070000.00       | $15276942.77       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-10-01      | 6.5000%  | 6.5000% | $1079163.00        | $1130780.44        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-10-01      | 6.0000%  | 6.0000% | $2026805.00        | $2087720.62        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-11-01      | 6.0000%  | 6.0000% | $2919777.00        | $3040200.28        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-12-01      | 5.5000%  | 5.5000% | $50456132.00       | $51574845.35       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-11-01      | 5.0000%  | 5.0000% | $5331079.00        | $5391618.73        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-10-01      | 6.5000%  | 6.5000% | $2878147.00        | $3027088.22        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-12-01      | 5.5000%  | 5.5000% | $2847000.00        | $2902701.55        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-11-01      | 5.5000%  | 5.5000% | $4168969.00        | $4297148.12        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2040-09-01      | 4.0000%  | 4.0000% | $827575.00         | $801641.96         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2040-10-01      | 5.0000%  | 5.0000% | $43304473.00       | $42268664.66       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2040-10-01      | 5.5000%  | 5.5000% | $75520474.00       | $73560675.60       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2040-11-01      | 5.5000%  | 5.5000% | $42733415.00       | $43253525.31       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2040-09-01      | 3.0000%  | 3.0000% | $308784.00         | $295619.45         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2040-11-01      | 6.0000%  | 6.0000% | $1151866.00        | $1198848.31        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-11-01      | 5.5000%  | 5.5000% | $7757693.00        | $7895368.77        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-12-01      | 5.0000%  | 5.0000% | $2834655.00        | $2854061.04        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-12-01      | 5.0000%  | 5.0000% | $15234703.00       | $15300044.64       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-12-01      | 5.5000%  | 5.5000% | $1321250.00        | $1365566.04        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-12-01      | 5.5000%  | 5.5000% | $1461204.00        | $1498096.47        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-11-01      | 5.5000%  | 5.5000% | $1901328.00        | $1953646.84        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-12-01      | 5.5000%  | 5.5000% | $2778480.00        | $2859800.55        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-11-01      | 5.5000%  | 5.5000% | $3163391.00        | $3244668.00        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-12-01      | 5.0000%  | 5.0000% | $7251779.00        | $7287486.75        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-12-01      | 5.5000%  | 5.5000% | $2440822.00        | $2499374.87        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-12-01      | 6.0000%  | 6.0000% | $1867685.00        | $1942334.50        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-09-15      | 5.8790%  | 5.8790% | $38275.00          | $41072.69          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2033-11-01      | 5.5000%  | 5.5000% | $175723.00         | $1064.28           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2034-12-01      | 7.0000%  | 7.0000% | $44680.00          | $2370.90           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2036-02-01      | 6.0000%  | 6.0000% | $4367689.00        | $31871.71          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2037-08-01      | 6.0000%  | 6.0000% | $2698767.00        | $15912.15          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2037-08-01      | 6.0000%  | 6.0000% | $380306.00         | $3497.09           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2038-01-01      | 6.0000%  | 6.0000% | $4746967.00        | $23807.04          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2039-02-01      | 4.5000%  | 4.5000% | $5000000.00        | $52855.04          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2039-02-01      | 5.0000%  | 5.0000% | $29737325.00       | $848945.77         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2040-03-01      | 5.0000%  | 5.0000% | $640507.00         | $19481.04          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2040-01-01      | 5.0000%  | 5.0000% | $23000.00          | $1158.90           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2032-06-01      | 7.0000%  | 7.0000% | $213534.00         | $1446.99           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2031-11-01      | 7.5000%  | 7.5000% | $435000.00         | $1303.54           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2031-11-01      | 7.0000%  | 7.0000% | $234888.00         | $992.95            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2027-11-01      | 5.0000%  | 5.0000% | $4939420.00        | $3237.14           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2027-05-01      | 5.0000%  | 5.0000% | $4388909.00        | $4294.81           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2027-11-01      | 6.0000%  | 6.0000% | $6063056.00        | $15834.41          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2031-03-01      | 3.5000%  | 3.5000% | $900000.00         | $93657.81          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2031-04-01      | 2.5000%  | 2.5000% | $31717.00          | $2710.95           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2047-05-01      | 5.0000%  | 5.0000% | $3139305.00        | $50410.72          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2037-08-01      | 5.0000%  | 5.0000% | $20296369.00       | $199024.08         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2035-03-01      | 6.0000%  | 6.0000% | $1105217.00        | $96464.46          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2043-02-01      | 3.5000%  | 3.5000% | $41000000.00       | $6492005.59        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2043-09-01      | 3.0000%  | 3.0000% | $851339.00         | $72145.59          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2043-11-01      | 4.0000%  | 4.0000% | $34537966.00       | $3438149.20        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2046-05-01      | 3.5000%  | 3.5000% | $448398.00         | $51050.76          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2046-10-01      | 3.0000%  | 3.0000% | $21952700.00       | $4102859.06        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2046-10-01      | 4.0000%  | 4.0000% | $1362000.00        | $284499.98         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2047-09-01      | 4.0000%  | 4.0000% | $19632580.00       | $6683781.52        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2047-10-01      | 4.0000%  | 4.0000% | $18372256.00       | $6389629.20        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2047-11-01      | 3.5000%  | 3.5000% | $667000.00         | $83599.28          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2048-08-01      | 4.0000%  | 4.0000% | $10758326.00       | $2050305.31        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2043-04-01      | 3.5000%  | 3.5000% | $100000.00         | $13351.76          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2033-01-01      | 3.5000%  | 3.5000% | $1200000.00        | $238184.66         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2049-01-01      | 3.0000%  | 3.0000% | $27000.00          | $2919.78           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2029-09-01      | 6.0000%  | 6.0000% | $944192.00         | $2276.40           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2036-06-01      | 7.0000%  | 7.0000% | $42000.00          | $6272.81           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2041-03-01      | 5.0000%  | 5.0000% | $8500000.00        | $577953.12         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2027-06-01      | 5.5000%  | 5.5000% | $2451919.00        | $4582.46           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2028-12-01      | 5.5000%  | 5.5000% | $240302.00         | $1069.62           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2035-05-01      | 3.0000%  | 3.0000% | $29235000.00       | $3416141.05        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2038-05-01      | 4.5000%  | 4.5000% | $327491.00         | $44967.43          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2028-01-01      | 2.5000%  | 2.5000% | $135000.00         | $5158.52           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2048-05-01      | 4.0000%  | 4.0000% | $644135.00         | $35412.82          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2047-03-01      | 4.0000%  | 4.0000% | $50000000.00       | $11562693.13       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2047-05-01      | 4.0000%  | 4.0000% | $198430103.00      | $34230696.99       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2048-11-01      | 4.0000%  | 4.0000% | $405000.00         | $16098.51          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-10-01      | 5.0000%  | 5.0000% | $51000.00          | $45550.04          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-10-01      | 6.5000%  | 6.5000% | $600000.00         | $356387.80         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-12-01      | 4.5000%  | 4.5000% | $797132.00         | $710377.44         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-11-01      | 6.5000%  | 6.5000% | $12633663.00       | $9279697.24        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-11-01      | 6.5000%  | 6.5000% | $871000.00         | $618259.55         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-11-01      | 6.5000%  | 6.5000% | $660000.00         | $491949.50         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-12-01      | 6.5000%  | 6.5000% | $175000.00         | $107670.14         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-06-01      | 4.5000%  | 4.5000% | $11069579.00       | $10603149.47       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-06-01      | 5.0000%  | 5.0000% | $14180787.00       | $12994998.61       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-06-01      | 6.5000%  | 6.5000% | $1012000.00        | $860324.94         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-02-01      | 6.5000%  | 6.5000% | $2200000.00        | $1612956.93        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-04-01      | 6.5000%  | 6.5000% | $24219998.00       | $20150524.66       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-04-01      | 6.0000%  | 6.0000% | $10744594.00       | $9573446.62        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-05-01      | 5.5000%  | 5.5000% | $30113200.00       | $26607943.91       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-05-01      | 6.0000%  | 6.0000% | $2000000.00        | $1583950.12        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-10-01      | 6.0000%  | 6.0000% | $1523000.00        | $1251143.10        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-10-01      | 5.0000%  | 5.0000% | $61590265.00       | $58222105.11       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-10-01      | 5.0000%  | 5.0000% | $500000.00         | $473352.27         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-08-01      | 5.5000%  | 5.5000% | $914000.00         | $887494.26         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-09-01      | 6.5000%  | 6.5000% | $680000.00         | $458033.96         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-07-01      | 5.5000%  | 5.5000% | $346200.00         | $314009.05         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-02-01      | 3.0000%  | 3.0000% | $2605116.00        | $2290132.24        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-08-01      | 6.0000%  | 6.0000% | $1306090.00        | $1088176.99        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-11-01      | 6.0000%  | 6.0000% | $27214745.00       | $26849414.74       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-11-01      | 5.0000%  | 5.0000% | $850000.00         | $793667.67         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-01-01      | 6.5000%  | 6.5000% | $13856988.00       | $13662660.77       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-01-01      | 6.5000%  | 6.5000% | $26000000.00       | $25861205.19       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-06-01      | 5.5000%  | 5.5000% | $516566.00         | $524185.65         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-04-01      | 5.0000%  | 5.0000% | $17423675.00       | $16905846.48       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-01-01      | 4.0000%  | 4.0000% | $6656599.00        | $6280780.42        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-05-01      | 6.0000%  | 6.0000% | $1135000.00        | $1070025.67        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-05-01      | 6.5000%  | 6.5000% | $9098811.00        | $9168966.55        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-11-01      | 5.0000%  | 5.0000% | $24525529.00       | $24631234.02       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-08-01      | 6.5000%  | 6.5000% | $69501749.00       | $71414000.57       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-09-01      | 6.5000%  | 6.5000% | $32312626.00       | $33377973.70       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-09-01      | 6.5000%  | 6.5000% | $3793131.00        | $3902955.79        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-09-01      | 6.5000%  | 6.5000% | $50690256.00       | $52867269.97       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-09-01      | 6.5000%  | 6.5000% | $46038514.00       | $47570641.16       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-10-01      | 4.5000%  | 4.5000% | $36696053.00       | $35828941.12       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-11-01      | 4.5000%  | 4.5000% | $14228011.00       | $14101666.26       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-11-01      | 4.5000%  | 4.5000% | $18070253.00       | $17873413.73       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-12-01      | 6.0000%  | 6.0000% | $17128846.00       | $17763332.71       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-07-01      | 4.5000%  | 4.5000% | $2946120.00        | $2851596.23        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-07-01      | 6.0000%  | 6.0000% | $18237141.00       | $17514094.74       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-03-01      | 4.0000%  | 4.0000% | $2669561.00        | $2468751.11        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-03-01      | 5.5000%  | 5.5000% | $20850000.00       | $18963437.31       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-04-01      | 6.0000%  | 6.0000% | $43078606.00       | $38104931.19       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-06-01      | 5.0000%  | 5.0000% | $19000.00          | $18621.23          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-06-01      | 6.5000%  | 6.5000% | $114000.00         | $101330.48         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-10-01      | 5.5000%  | 5.5000% | $487016195.00      | $487420375.95      | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-08-01      | 4.5000%  | 4.5000% | $451111.00         | $435187.87         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-08-01      | 6.0000%  | 6.0000% | $523641.00         | $510654.78         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-09-01      | 4.5000%  | 4.5000% | $3448182.00        | $3364392.96        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-09-01      | 6.0000%  | 6.0000% | $171888171.00      | $169386384.40      | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-10-01      | 4.5000%  | 4.5000% | $3728352.00        | $3637339.82        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-11-01      | 5.5000%  | 5.5000% | $369617581.00      | $373689630.35      | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-11-01      | 7.5000%  | 7.5000% | $816754.00         | $857133.89         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-11-01      | 5.5000%  | 5.5000% | $165721151.00      | $168613316.52      | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2040-09-01      | 5.5000%  | 5.5000% | $271781373.00      | $259044539.71      | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2040-10-01      | 3.5000%  | 3.5000% | $8565773.00        | $8235736.29        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2040-06-01      | 4.0000%  | 4.0000% | $1873368.00        | $1772715.54        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2040-06-01      | 6.0000%  | 6.0000% | $23898401.00       | $19388138.23       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2040-07-01      | 5.5000%  | 5.5000% | $229805228.00      | $206476301.18      | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2040-08-01      | 6.0000%  | 6.0000% | $191814.00         | $178763.43         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2037-06-01      | 2.5000%  | 2.5000% | $1396557.00        | $911248.64         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2037-07-01      | 3.0000%  | 3.0000% | $5830744.00        | $3641961.65        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2037-10-01      | 4.0000%  | 4.0000% | $400000.00         | $237738.53         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2038-07-01      | 2.0000%  | 2.0000% | $6578478.00        | $6032370.82        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2040-10-01      | 3.0000%  | 3.0000% | $869238.00         | $829126.39         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2038-07-01      | 3.5000%  | 3.5000% | $400000.00         | $281172.28         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2037-05-01      | 3.0000%  | 3.0000% | $450154.00         | $310138.22         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2038-09-01      | 5.0000%  | 5.0000% | $31000.00          | $21653.24          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2035-10-01      | 3.0000%  | 3.0000% | $170000.00         | $117850.79         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2040-03-01      | 5.5000%  | 5.5000% | $46784258.00       | $38481547.33       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2040-07-01      | 5.0000%  | 5.0000% | $57658592.00       | $52170019.54       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2040-07-01      | 5.0000%  | 5.0000% | $1903693.00        | $1762791.61        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2034-09-01      | 3.0000%  | 3.0000% | $1619668.00        | $203102.08         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2034-11-01      | 3.0000%  | 3.0000% | $600000.00         | $83438.48          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2035-04-01      | 2.5000%  | 2.5000% | $3137335.00        | $579666.13         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2035-05-01      | 2.5000%  | 2.5000% | $1315000.00        | $305672.31         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2035-08-01      | 2.0000%  | 2.0000% | $24078000.00       | $8101195.15        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2035-10-01      | 2.0000%  | 2.0000% | $1000000.00        | $380961.35         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2035-12-01      | 1.5000%  | 1.5000% | $300000.00         | $135578.77         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2035-12-01      | 2.5000%  | 2.5000% | $1613000.00        | $526215.64         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2036-02-01      | 2.5000%  | 2.5000% | $1071000.00        | $391924.00         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2036-03-01      | 2.5000%  | 2.5000% | $5000000.00        | $1908396.73        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2036-07-01      | 2.5000%  | 2.5000% | $405520.00         | $193876.60         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2036-10-01      | 1.0000%  | 1.0000% | $150000.00         | $86168.43          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2037-01-01      | 2.0000%  | 2.0000% | $1000.00           | $580.72            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2037-04-01      | 2.5000%  | 2.5000% | $261912.00         | $155302.50         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2037-06-01      | 3.5000%  | 3.5000% | $885400.00         | $511782.95         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2037-09-01      | 2.5000%  | 2.5000% | $205113.00         | $136856.65         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2038-03-01      | 5.0000%  | 5.0000% | $26000.00          | $15401.28          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2038-02-01      | 5.5000%  | 5.5000% | $30000.00          | $16725.11          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2038-05-01      | 5.0000%  | 5.0000% | $407000.00         | $246293.23         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2038-09-01      | 5.0000%  | 5.0000% | $1426000.00        | $909944.95         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2038-12-01      | 5.0000%  | 5.0000% | $246000.00         | $158714.29         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2039-01-01      | 5.0000%  | 5.0000% | $597696.00         | $402591.34         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2039-01-01      | 5.5000%  | 5.5000% | $2575392.00        | $1384776.11        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2039-02-01      | 5.0000%  | 5.0000% | $890458.00         | $557869.20         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2039-08-01      | 5.5000%  | 5.5000% | $23652753.00       | $15197046.09       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2039-04-01      | 5.5000%  | 5.5000% | $1433071.00        | $913477.57         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2039-05-01      | 5.0000%  | 5.0000% | $27000.00          | $18815.49          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2039-05-01      | 5.5000%  | 5.5000% | $200000.00         | $126299.40         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2039-07-01      | 5.0000%  | 5.0000% | $12723060.00       | $8947849.00        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2039-12-01      | 5.5000%  | 5.5000% | $602096.00         | $453743.03         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2039-12-01      | 3.5000%  | 3.5000% | $62393658.00       | $54598294.17       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2039-12-01      | 3.0000%  | 3.0000% | $526511.00         | $469685.56         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2039-10-01      | 3.5000%  | 3.5000% | $7089553.00        | $6151204.47        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2040-05-01      | 5.0000%  | 5.0000% | $7922622.00        | $6747168.35        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2040-05-01      | 3.5000%  | 3.5000% | $4915859.00        | $4516088.01        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2039-12-01      | 6.5000%  | 6.5000% | $87041.00          | $77207.77          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2040-01-01      | 3.5000%  | 3.5000% | $19691802.00       | $17601525.11       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2040-01-01      | 6.5000%  | 6.5000% | $227357.00         | $199048.54         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2040-03-01      | 3.5000%  | 3.5000% | $4213259.00        | $3719096.87        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2035-10-01      | 2.5000%  | 2.5000% | $3486954.00        | $1318934.17        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2035-05-01      | 3.5000%  | 3.5000% | $160534.00         | $49913.92          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2040-02-01      | 3.0000%  | 3.0000% | $70000000.00       | $23739343.81       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2038-10-01      | 5.5000%  | 5.5000% | $371001.00         | $31938.09          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2042-04-01      | 2.0000%  | 2.0000% | $38280033.00       | $27145903.80       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2042-08-01      | 2.0000%  | 2.0000% | $26349000.00       | $20241002.37       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2042-08-01      | 2.0000%  | 2.0000% | $6314214.00        | $5148675.26        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-01-01      | 3.0000%  | 3.0000% | $30747.00          | $20200.22          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-02-01      | 3.5000%  | 3.5000% | $5000000.00        | $2955742.58        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2049-10-01      | 5.0000%  | 5.0000% | $1976921.00        | $215408.66         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2049-06-01      | 5.5000%  | 5.5000% | $2300000.00        | $252418.84         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2050-03-01      | 4.0000%  | 4.0000% | $11057092.00       | $2244831.20        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-04-01      | 3.0000%  | 3.0000% | $32224948.00       | $25039862.62       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2034-02-01      | 5.0000%  | 5.0000% | $133194.00         | $979.51            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2035-07-01      | 5.0000%  | 5.0000% | $8798000.00        | $72517.21          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2035-07-01      | 5.0000%  | 5.0000% | $15355000.00       | $138024.13         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2033-11-01      | 5.0000%  | 5.0000% | $400000.00         | $3262.69           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2037-03-01      | 5.5000%  | 5.5000% | $197762.00         | $1044.48           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2037-08-01      | 5.5000%  | 5.5000% | $500000.00         | $2858.42           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2037-09-01      | 6.0000%  | 6.0000% | $4626681.00        | $28489.58          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2039-03-01      | 6.0000%  | 6.0000% | $180299.00         | $1177.96           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2038-02-01      | 6.5000%  | 6.5000% | $1869406.00        | $7885.99           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2038-05-01      | 5.5000%  | 5.5000% | $350807.00         | $3331.12           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2038-05-01      | 6.0000%  | 6.0000% | $1077049.00        | $14507.33          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2038-02-01      | 6.0000%  | 6.0000% | $1478477.00        | $8408.01           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2038-07-01      | 5.5000%  | 5.5000% | $434562.00         | $3044.30           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2034-02-01      | 6.0000%  | 6.0000% | $1979366.00        | $36173.20          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2031-05-01      | 6.0000%  | 6.0000% | $302006.00         | $1681.85           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2042-04-01      | 3.5000%  | 3.5000% | $39526000.00       | $6259526.38        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2040-05-01      | 5.0000%  | 5.0000% | $2012650.00        | $65370.82          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2040-04-01      | 5.0000%  | 5.0000% | $201000.00         | $6893.14           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2039-11-01      | 4.5000%  | 4.5000% | $5907500.00        | $120760.03         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2041-12-01      | 5.0000%  | 5.0000% | $380000.00         | $27921.15          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2041-01-01      | 5.5000%  | 5.5000% | $77051.00          | $3908.28           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2040-05-01      | 6.0000%  | 6.0000% | $602529.00         | $55542.59          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2038-06-01      | 6.0000%  | 6.0000% | $713565.00         | $5811.32           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2048-06-01      | 3.0000%  | 3.0000% | $101184.00         | $19063.72          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2026-04-01      | 5.0000%  | 5.0000% | $2050000.00        | $2260.86           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2026-08-01      | 5.0000%  | 5.0000% | $1500000.00        | $673.18            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2026-09-01      | 4.5000%  | 4.5000% | $866000.00         | $1699.67           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2029-01-01      | 3.5000%  | 3.5000% | $500000.00         | $20721.47          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2028-05-01      | 2.0000%  | 2.0000% | $760000.00         | $71014.28          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2029-03-01      | 4.0000%  | 4.0000% | $69819.00          | $2578.31           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2033-04-01      | 2.5000%  | 2.5000% | $2530000.00        | $403434.60         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2033-04-01      | 3.0000%  | 3.0000% | $279000.00         | $31095.40          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2033-09-01      | 3.5000%  | 3.5000% | $6742623.00        | $549585.01         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2046-08-01      | 3.5000%  | 3.5000% | $11316.00          | $2072.50           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2036-06-01      | 2.5000%  | 2.5000% | $10000000.00       | $1178663.23        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2030-04-01      | 5.5000%  | 5.5000% | $150000.00         | $3010.51           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2038-01-01      | 3.5000%  | 3.5000% | $1963000.00        | $437722.50         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2040-02-01      | 5.5000%  | 5.5000% | $30080.00          | $3141.11           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2041-06-01      | 5.5000%  | 5.5000% | $75175.00          | $7574.77           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2045-10-01      | 3.5000%  | 3.5000% | $819000.00         | $149859.23         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2048-08-01      | 5.0000%  | 5.0000% | $640000.00         | $67700.45          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2048-03-01      | 4.0000%  | 4.0000% | $7375000.00        | $1741457.94        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2048-07-01      | 4.0000%  | 4.0000% | $281000.00         | $60683.47          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2037-05-01      | 5.5000%  | 5.5000% | $4400000.00        | $3468.01           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2049-01-01      | 4.0000%  | 4.0000% | $36000000.00       | $6419665.76        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2034-06-01      | 4.5000%  | 4.5000% | $1793000.00        | $201893.73         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2028-04-01      | 2.5000%  | 2.5000% | $1700000.00        | $48281.22          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2043-01-01      | 3.0000%  | 3.0000% | $21500000.00       | $3759578.28        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2033-11-01      | 3.5000%  | 3.5000% | $1310000.00        | $115906.84         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2033-12-01      | 3.5000%  | 3.5000% | $1854441.00        | $138767.98         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2049-03-01      | 5.0000%  | 5.0000% | $1427000.00        | $280391.29         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2034-06-01      | 2.5000%  | 2.5000% | $121504.00         | $11912.79          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2031-12-01      | 1.5000%  | 1.5000% | $2000000.00        | $1257181.03        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2037-06-01      | 2.5000%  | 2.5000% | $4321956.00        | $2950299.94        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2034-06-01      | 3.5000%  | 3.5000% | $1663000.00        | $203617.57         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2034-05-01      | 3.5000%  | 3.5000% | $5000.00           | $647.24            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2034-04-01      | 3.5000%  | 3.5000% | $5000.00           | $1065.51           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2032-07-01      | 2.5000%  | 2.5000% | $3150000.00        | $770850.00         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2035-04-01      | 3.5000%  | 3.5000% | $13000.00          | $3874.33           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2035-07-01      | 3.0000%  | 3.0000% | $890000.00         | $267947.52         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2035-10-01      | 2.0000%  | 2.0000% | $3079015.00        | $1299847.44        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2036-09-01      | 3.0000%  | 3.0000% | $500000.00         | $255615.88         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2037-04-01      | 3.0000%  | 3.0000% | $229056.00         | $128045.48         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2037-03-01      | 2.5000%  | 2.5000% | $1611252.00        | $1020946.23        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2049-07-01      | 5.0000%  | 5.0000% | $1028310.00        | $133490.57         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2050-05-01      | 3.0000%  | 3.0000% | $2000.00           | $500.34            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2050-07-01      | 3.0000%  | 3.0000% | $85000.00          | $23360.71          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2050-07-01      | 2.5000%  | 2.5000% | $17000.00          | $6079.91           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-01-01      | 5.0000%  | 5.0000% | $600000.00         | $580625.12         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-12-01      | 5.0000%  | 5.0000% | $58000.00          | $53049.06          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-12-01      | 7.0000%  | 7.0000% | $11864332.00       | $10920221.86       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-11-01      | 4.5000%  | 4.5000% | $620000.00         | $583254.46         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2049-07-01      | 3.5000%  | 3.5000% | $63000.00          | $12514.88          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2049-08-01      | 4.5000%  | 4.5000% | $2500000.00        | $601678.26         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2049-09-01      | 4.0000%  | 4.0000% | $8623000.00        | $2373221.84        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2051-07-01      | 3.0000%  | 3.0000% | $3000000.00        | $1755485.57        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-05-01      | 6.0000%  | 6.0000% | $277460724.00      | $240413198.87      | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2051-02-01      | 2.5000%  | 2.5000% | $12000.00          | $5692.71           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2050-11-01      | 1.5000%  | 1.5000% | $1635000.00        | $898216.54         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2050-11-01      | 2.5000%  | 2.5000% | $28000.00          | $12188.08          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2050-12-01      | 2.0000%  | 2.0000% | $6000.00           | $3252.27           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2051-07-01      | 3.0000%  | 3.0000% | $35000.00          | $18210.89          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2051-08-01      | 2.5000%  | 2.5000% | $6000.00           | $3618.22           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2051-04-01      | 1.5000%  | 1.5000% | $132265.00         | $76619.84          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2051-05-01      | 3.0000%  | 3.0000% | $9000.00           | $4106.29           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2051-06-01      | 2.5000%  | 2.5000% | $14000.00          | $8149.07           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2051-07-01      | 2.0000%  | 2.0000% | $202000.00         | $124294.10         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-01-01      | 3.0000%  | 3.0000% | $78003585.00       | $49150124.47       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-02-01      | 2.0000%  | 2.0000% | $4229251.00        | $2796284.67        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2051-09-01      | 3.0000%  | 3.0000% | $2000.00           | $1132.66           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2051-10-01      | 3.0000%  | 3.0000% | $500000.00         | $283335.64         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2051-11-01      | 2.0000%  | 2.0000% | $72000.00          | $46175.10          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-06-01      | 4.0000%  | 4.0000% | $15000.00          | $11340.88          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-07-01      | 3.0000%  | 3.0000% | $117000.00         | $87049.89          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-03-01      | 2.5000%  | 2.5000% | $84000.00          | $56080.94          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-04-01      | 2.0000%  | 2.0000% | $5869528.00        | $3952772.54        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-05-01      | 2.5000%  | 2.5000% | $1000.00           | $702.12            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-06-01      | 2.5000%  | 2.5000% | $158771.00         | $112001.87         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-10-01      | 4.5000%  | 4.5000% | $85000.00          | $66814.45          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-08-01      | 3.5000%  | 3.5000% | $48000.00          | $36802.91          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-09-01      | 4.0000%  | 4.0000% | $68000.00          | $53624.17          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-01-01      | 4.0000%  | 4.0000% | $3454000.00        | $2805081.79        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-11-01      | 3.5000%  | 3.5000% | $241000.00         | $185694.19         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-11-01      | 3.5000%  | 3.5000% | $92000.00          | $72881.85          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-12-01      | 5.0000%  | 5.0000% | $6609166.00        | $5336320.03        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-05-01      | 4.0000%  | 4.0000% | $149294.00         | $121703.38         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-05-01      | 4.5000%  | 4.5000% | $37348713.00       | $31042178.51       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-02-01      | 3.5000%  | 3.5000% | $25000.00          | $20123.22          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-02-01      | 5.5000%  | 5.5000% | $1000.00           | $761.46            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-04-01      | 5.0000%  | 5.0000% | $4000.00           | $3311.83           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-08-01      | 6.0000%  | 6.0000% | $12000.00          | $8776.72           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-06-01      | 4.5000%  | 4.5000% | $27560006.00       | $23111046.14       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-06-01      | 6.0000%  | 6.0000% | $3000.00           | $2203.45           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-04-01      | 3.0000%  | 3.0000% | $2819381.00        | $2214536.45        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-07-01      | 4.5000%  | 4.5000% | $61647809.00       | $52964231.12       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-07-01      | 6.5000%  | 6.5000% | $2000.00           | $1290.84           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-08-01      | 4.5000%  | 4.5000% | $35950150.00       | $30881215.43       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-09-01      | 5.0000%  | 5.0000% | $115000.00         | $98689.66          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-11-01      | 5.5000%  | 5.5000% | $855000.00         | $717889.77         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-04-01      | 4.5000%  | 4.5000% | $3176522.00        | $2837014.55        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-01-01      | 4.5000%  | 4.5000% | $43916.00          | $38918.18          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-01-01      | 6.0000%  | 6.0000% | $50000000.00       | $34393610.43       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-07-01      | 5.5000%  | 5.5000% | $274000.00         | $238980.39         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-04-01      | 6.0000%  | 6.0000% | $885387.00         | $668325.26         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-05-01      | 5.0000%  | 5.0000% | $3226827.00        | $2863943.74        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-06-01      | 6.5000%  | 6.5000% | $9851463.00        | $6401227.41        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-10-01      | 5.5000%  | 5.5000% | $318000.00         | $280859.41         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-12-01      | 4.5000%  | 4.5000% | $7635264.00        | $7153922.62        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-06-01      | 3.5000%  | 3.5000% | $188000.00         | $135527.44         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-01-01      | 2.5000%  | 2.5000% | $310000.00         | $208335.20         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-03-01      | 3.0000%  | 3.0000% | $17021247.00       | $12965353.93       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-08-01      | 5.0000%  | 5.0000% | $1900000.00        | $1397995.20        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-01-01      | 2.0000%  | 2.0000% | $1024001.00        | $714083.79         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-08-01      | 4.0000%  | 4.0000% | $25345.00          | $21212.20          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-08-01      | 4.5000%  | 4.5000% | $25000000.00       | $19519499.01       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-08-01      | 4.0000%  | 4.0000% | $1500000.00        | $1112938.20        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-03-01      | 3.0000%  | 3.0000% | $2605291.00        | $2003069.39        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-08-01      | 4.0000%  | 4.0000% | $1510000.00        | $1098747.04        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-10-01      | 5.0000%  | 5.0000% | $760000.00         | $546319.68         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-09-01      | 4.0000%  | 4.0000% | $110000.00         | $84336.57          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-10-01      | 5.5000%  | 5.5000% | $1000000.00        | $832005.28         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-11-01      | 5.0000%  | 5.0000% | $1555000.00        | $1129745.99        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-06-01      | 3.5000%  | 3.5000% | $90000.00          | $67337.83          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-12-01      | 5.0000%  | 5.0000% | $2650000.00        | $2062840.82        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-11-01      | 4.5000%  | 4.5000% | $1456000.00        | $1139193.31        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-08-01      | 4.0000%  | 4.0000% | $6000.00           | $4567.70           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-01-01      | 4.5000%  | 4.5000% | $62892957.00       | $50408142.70       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-12-01      | 3.5000%  | 3.5000% | $34000.00          | $26326.08          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-01-01      | 3.0000%  | 3.0000% | $5831557.00        | $4228974.40        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-01-01      | 3.5000%  | 3.5000% | $4982000.00        | $3336803.81        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-02-01      | 6.5000%  | 6.5000% | $23898515.00       | $15669703.57       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2044-12-01      | 5.0000%  | 5.0000% | $360000.00         | $271901.40         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-03-01      | 5.0000%  | 5.0000% | $3000.00           | $2435.19           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-02-01      | 6.5000%  | 6.5000% | $540000.00         | $381292.24         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-02-01      | 2.0000%  | 2.0000% | $2700000.00        | $1883802.37        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-05-01      | 6.0000%  | 6.0000% | $47940055.00       | $36843851.60       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-04-01      | 5.5000%  | 5.5000% | $42173251.00       | $36381054.15       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-06-01      | 5.0000%  | 5.0000% | $1050000.00        | $843085.20         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-05-01      | 6.5000%  | 6.5000% | $1300000.00        | $925099.82         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-05-01      | 3.5000%  | 3.5000% | $13089483.00       | $10001261.74       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-06-01      | 6.0000%  | 6.0000% | $3983145.00        | $2888737.90        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-06-01      | 3.5000%  | 3.5000% | $11000.00          | $8347.97           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-10-01      | 5.0000%  | 5.0000% | $3250000.00        | $2804210.11        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-06-01      | 5.5000%  | 5.5000% | $500000.00         | $407671.11         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-02-01      | 3.0000%  | 3.0000% | $3000.00           | $2182.29           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-06-01      | 3.0000%  | 3.0000% | $93419.00          | $73587.18          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-04-01      | 6.0000%  | 6.0000% | $100000.00         | $87522.46          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-11-01      | 6.0000%  | 6.0000% | $2898000.00        | $2020412.34        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-01-01      | 6.5000%  | 6.5000% | $904000.00         | $692423.88         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-10-01      | 6.0000%  | 6.0000% | $1500000.00        | $1158942.58        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2051-10-01      | 1.5000%  | 1.5000% | $120000.00         | $83525.47          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-06-01      | 3.0000%  | 3.0000% | $26698005.00       | $21381937.63       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-10-01      | 5.0000%  | 5.0000% | $5751486.00        | $5076193.11        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-03-01      | 5.5000%  | 5.5000% | $1500000.00        | $1373730.42        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-08-01      | 5.5000%  | 5.5000% | $144474.00         | $125053.75         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-03-01      | 5.5000%  | 5.5000% | $132414545.00      | $113066926.42      | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-01-01      | 2.5000%  | 2.5000% | $382965.00         | $294917.23         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-04-01      | 6.0000%  | 6.0000% | $800000.00         | $679024.72         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-04-01      | 6.0000%  | 6.0000% | $15072260.00       | $13036974.54       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-08-01      | 6.5000%  | 6.5000% | $8072702.00        | $6727462.47        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-06-01      | 5.5000%  | 5.5000% | $100711.00         | $89049.37          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-06-01      | 6.5000%  | 6.5000% | $1604000.00        | $1418235.19        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2039-01-01      | 6.0000%  | 6.0000% | $14000.00          | $12926.55          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-10-01      | 6.0000%  | 6.0000% | $28017346.00       | $25915286.86       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-02-01      | 6.5000%  | 6.5000% | $86515285.00       | $74269917.92       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-12-01      | 5.0000%  | 5.0000% | $25000.00          | $23404.58          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-08-01      | 3.0000%  | 3.0000% | $100633852.00      | $83909765.12       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-04-01      | 5.0000%  | 5.0000% | $510000.00         | $478763.22         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-01-01      | 4.5000%  | 4.5000% | $727000.00         | $664770.60         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-11-01      | 5.0000%  | 5.0000% | $5994075.00        | $5678366.87        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-09-01      | 5.0000%  | 5.0000% | $925000.00         | $840433.37         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-09-01      | 6.5000%  | 6.5000% | $18821330.00       | $16889901.27       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-09-01      | 5.0000%  | 5.0000% | $7401579.00        | $5659993.99        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-09-01      | 5.0000%  | 5.0000% | $300000.00         | $214597.71         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-10-01      | 5.0000%  | 5.0000% | $1319420.00        | $1257393.89        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-10-01      | 4.5000%  | 4.5000% | $2649202.00        | $2119431.99        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-10-01      | 4.5000%  | 4.5000% | $1956369.00        | $1442470.46        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-10-01      | 4.5000%  | 4.5000% | $6666092.00        | $4294891.70        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-10-01      | 4.5000%  | 4.5000% | $1048103.00        | $807118.76         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-11-01      | 5.0000%  | 5.0000% | $1969543.00        | $1348182.10        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-11-01      | 4.5000%  | 4.5000% | $471042.00         | $308284.42         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-12-01      | 5.0000%  | 5.0000% | $7168792.00        | $4582027.73        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-12-01      | 7.0000%  | 7.0000% | $1254531.00        | $845042.61         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-11-01      | 4.5000%  | 4.5000% | $834763.00         | $784772.91         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-01-01      | 6.0000%  | 6.0000% | $10926561.00       | $9658672.24        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-02-01      | 5.0000%  | 5.0000% | $8019147.00        | $6680793.70        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-01-01      | 5.0000%  | 5.0000% | $36648937.00       | $27484027.45       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-02-01      | 6.0000%  | 6.0000% | $5802830.00        | $4367911.04        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-02-01      | 5.5000%  | 5.5000% | $5043077.00        | $4003641.50        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-02-01      | 5.0000%  | 5.0000% | $8129574.00        | $7530324.73        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-02-01      | 6.5000%  | 6.5000% | $200000.00         | $108529.87         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-02-01      | 6.0000%  | 6.0000% | $1161138.00        | $283125.16         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-04-01      | 6.0000%  | 6.0000% | $200000.00         | $153915.15         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-04-01      | 4.0000%  | 4.0000% | $629138.00         | $464307.63         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-04-01      | 5.0000%  | 5.0000% | $2258821.00        | $1849290.07        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-05-01      | 5.0000%  | 5.0000% | $3469421.00        | $2790798.05        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-06-01      | 3.0000%  | 3.0000% | $3944106.00        | $2947657.58        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-06-01      | 5.0000%  | 5.0000% | $21033311.00       | $16942733.34       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-06-01      | 5.0000%  | 5.0000% | $5206767.00        | $3899978.71        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-06-01      | 5.0000%  | 5.0000% | $6900000.00        | $5626256.48        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-07-01      | 5.5000%  | 5.5000% | $1037479.00        | $768272.67         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-07-01      | 6.0000%  | 6.0000% | $100000.00         | $71790.31          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-07-01      | 4.5000%  | 4.5000% | $468530.00         | $382829.22         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-07-01      | 6.0000%  | 6.0000% | $3000.00           | $2494.34           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-07-01      | 5.0000%  | 5.0000% | $4125456.00        | $3592585.60        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-06-01      | 6.0000%  | 6.0000% | $100000.00         | $93504.40          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-07-01      | 5.0000%  | 5.0000% | $300000.00         | $261992.67         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-07-01      | 6.5000%  | 6.5000% | $3209528.00        | $1646581.11        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-08-01      | 5.0000%  | 5.0000% | $3212698.00        | $2497458.46        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-07-01      | 5.0000%  | 5.0000% | $9215477.00        | $7776122.54        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-08-01      | 5.5000%  | 5.5000% | $1237.00           | $1225.30           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-08-01      | 5.0000%  | 5.0000% | $2267233.00        | $1767585.13        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-08-01      | 5.0000%  | 5.0000% | $11025442.00       | $9426975.94        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-08-01      | 5.5000%  | 5.5000% | $21211.00          | $16899.24          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-08-01      | 5.5000%  | 5.5000% | $1687.00           | $1524.44           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-09-01      | 5.5000%  | 5.5000% | $32000.00          | $31749.31          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-08-01      | 5.0000%  | 5.0000% | $295400.00         | $248802.50         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-09-01      | 5.5000%  | 5.5000% | $1086419.00        | $914651.66         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-09-01      | 6.5000%  | 6.5000% | $9537940.00        | $8024145.19        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-11-01      | 6.5000%  | 6.5000% | $1186122.00        | $914945.84         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-11-01      | 6.5000%  | 6.5000% | $378446.00         | $281695.23         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-01-01      | 7.5000%  | 7.5000% | $370832.00         | $125645.12         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-01-01      | 6.5000%  | 6.5000% | $2514586.00        | $2575002.71        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-07-01      | 6.5000%  | 6.5000% | $840000.00         | $574993.42         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-08-01      | 6.0000%  | 6.0000% | $200207.00         | $152995.61         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-07-01      | 6.5000%  | 6.5000% | $400000.00         | $282581.94         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-08-01      | 6.0000%  | 6.0000% | $4104075.00        | $3377056.21        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-09-01      | 6.0000%  | 6.0000% | $11968828.00       | $11424606.67       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-08-01      | 6.0000%  | 6.0000% | $80000.00          | $77116.09          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-09-01      | 5.5000%  | 5.5000% | $4000.00           | $3522.53           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-09-01      | 4.5000%  | 4.5000% | $109859.00         | $105474.03         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-09-01      | 6.5000%  | 6.5000% | $80000.00          | $67479.74          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-09-01      | 6.5000%  | 6.5000% | $100000.00         | $73770.39          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-10-01      | 6.0000%  | 6.0000% | $12486500.00       | $12761491.97       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-08-01      | 6.0000%  | 6.0000% | $1537286.00        | $1386085.08        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-10-01      | 6.5000%  | 6.5000% | $70000.00          | $61633.91          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-01-01      | 5.0000%  | 5.0000% | $2034297.00        | $1916856.95        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-12-01      | 6.0000%  | 6.0000% | $3800000.00        | $3175666.41        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-02-01      | 4.5000%  | 4.5000% | $401000.00         | $378432.37         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2055-02-01      | 6.5000%  | 6.5000% | $41847514.00       | $32462505.92       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-08-01      | 6.5000%  | 6.5000% | $1000000.00        | $780652.31         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-09-01      | 6.0000%  | 6.0000% | $23000000.00       | $20861032.95       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-10-01      | 6.5000%  | 6.5000% | $5700000.00        | $4315760.79        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-10-01      | 5.0000%  | 5.0000% | $263000.00         | $220715.22         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2051-12-01      | 3.0000%  | 3.0000% | $1480233.00        | $1135475.11        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-09-01      | 3.0000%  | 3.0000% | $989619.00         | $766364.34         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-09-01      | 5.0000%  | 5.0000% | $330000.00         | $276568.70         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-11-01      | 6.0000%  | 6.0000% | $21831200.00       | $17652641.70       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-03-01      | 1.5000%  | 1.5000% | $87000.00          | $60979.18          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2049-08-01      | 4.0000%  | 4.0000% | $14000.00          | $3324.07           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2049-12-01      | 5.0000%  | 5.0000% | $3351039.00        | $510788.70         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2050-02-01      | 3.0000%  | 3.0000% | $803292.00         | $389742.94         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2050-03-01      | 5.0000%  | 5.0000% | $5347259.00        | $980466.74         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2050-05-01      | 3.0000%  | 3.0000% | $1095267.00        | $690780.29         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2050-06-01      | 3.5000%  | 3.5000% | $1470822.00        | $274192.48         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2050-11-01      | 2.5000%  | 2.5000% | $65000.00          | $31112.54          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2050-12-01      | 2.0000%  | 2.0000% | $117455.00         | $61436.69          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2051-02-01      | 2.0000%  | 2.0000% | $214361.00         | $131948.63         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2051-03-01      | 2.0000%  | 2.0000% | $2744947.00        | $1654415.78        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2051-06-01      | 2.0000%  | 2.0000% | $1178749.00        | $725022.53         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2051-06-01      | 3.0000%  | 3.0000% | $189570.00         | $93123.39          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2051-07-01      | 3.0000%  | 3.0000% | $808319.00         | $522025.20         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2051-07-01      | 3.0000%  | 3.0000% | $49015.00          | $29617.93          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2051-08-01      | 3.0000%  | 3.0000% | $162195.00         | $114780.31         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2051-09-01      | 3.0000%  | 3.0000% | $212978.00         | $155964.93         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2051-10-01      | 3.0000%  | 3.0000% | $141659.00         | $102150.99         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2051-10-01      | 2.0000%  | 2.0000% | $1014758.00        | $738457.50         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2051-11-01      | 3.0000%  | 3.0000% | $4435092.00        | $3169078.18        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-01-01      | 2.0000%  | 2.0000% | $170000.00         | $105335.14         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-01-01      | 3.0000%  | 3.0000% | $30000.00          | $20836.02          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-02-01      | 2.5000%  | 2.5000% | $5000.00           | $3446.06           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-02-01      | 3.5000%  | 3.5000% | $360000.00         | $255881.32         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-02-01      | 3.0000%  | 3.0000% | $2024724.00        | $1196048.82        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-02-01      | 3.0000%  | 3.0000% | $113040.00         | $91884.31          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-02-01      | 2.5000%  | 2.5000% | $1374607.00        | $816082.65         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-03-01      | 3.0000%  | 3.0000% | $4254702.00        | $3511322.40        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-03-01      | 3.0000%  | 3.0000% | $991971.00         | $565833.57         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-03-01      | 2.0000%  | 2.0000% | $12169397.00       | $8348878.32        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-03-01      | 2.5000%  | 2.5000% | $227000.00         | $160416.63         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-04-01      | 3.0000%  | 3.0000% | $77983.00          | $64640.32          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-04-01      | 3.0000%  | 3.0000% | $1133691.00        | $893207.78         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-04-01      | 3.0000%  | 3.0000% | $44131456.00       | $29471284.10       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-04-01      | 3.0000%  | 3.0000% | $200000.00         | $135099.97         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-04-01      | 3.0000%  | 3.0000% | $13898982.00       | $9438207.99        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-05-01      | 3.5000%  | 3.5000% | $2767542.00        | $2079005.02        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-05-01      | 3.0000%  | 3.0000% | $231165.00         | $168132.66         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-05-01      | 3.0000%  | 3.0000% | $25914.00          | $18489.50          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-05-01      | 3.5000%  | 3.5000% | $9000000.00        | $6447454.52        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-06-01      | 3.0000%  | 3.0000% | $471000.00         | $346244.15         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-07-01      | 4.5000%  | 4.5000% | $681959.00         | $636749.12         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-08-01      | 5.0000%  | 5.0000% | $10271863.00       | $7694746.65        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-06-01      | 3.0000%  | 3.0000% | $4581242.00        | $3840775.00        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-08-01      | 4.5000%  | 4.5000% | $1300000.00        | $1034476.81        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-08-01      | 4.5000%  | 4.5000% | $40431989.00       | $31281096.35       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-08-01      | 4.0000%  | 4.0000% | $23300000.00       | $16932147.17       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-08-01      | 4.5000%  | 4.5000% | $536232.00         | $400019.97         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-08-01      | 3.0000%  | 3.0000% | $96069.00          | $67900.16          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-08-01      | 5.0000%  | 5.0000% | $7961312.00        | $6207420.20        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-09-01      | 4.5000%  | 4.5000% | $17010527.00       | $13467941.04       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-09-01      | 4.0000%  | 4.0000% | $205000.00         | $186412.26         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2040-12-01      | 2.0000%  | 2.0000% | $2100000.00        | $1092851.81        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2039-11-01      | 3.0000%  | 3.0000% | $15150894.00       | $2439328.13        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2045-09-01      | 6.0000%  | 6.0000% | $652877.00         | $635816.76         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2045-02-01      | 5.5000%  | 5.5000% | $935286.00         | $802062.27         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2044-08-01      | 5.5000%  | 5.5000% | $1650000.00        | $1205157.16        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2044-03-01      | 5.0000%  | 5.0000% | $127240.00         | $95303.88          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2041-12-01      | 2.0000%  | 2.0000% | $25000.00          | $15903.67          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2036-12-01      | 2.5000%  | 2.5000% | $1665328.00        | $430893.55         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-07-01      | 5.0000%  | 5.0000% | $70000.00          | $63114.93          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-06-01      | 5.5000%  | 5.5000% | $427859.00         | $365885.13         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-05-01      | 5.5000%  | 5.5000% | $80000000.00       | $68217118.14       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-04-01      | 5.0000%  | 5.0000% | $100000.00         | $81618.11          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-04-01      | 5.0000%  | 5.0000% | $2630000.00        | $2129120.41        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-02-01      | 4.5000%  | 4.5000% | $59908156.00       | $49261386.37       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2053-01-01      | 6.0000%  | 6.0000% | $997607.00         | $736943.69         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-12-01      | 4.5000%  | 4.5000% | $20890452.00       | $16427880.32       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-09-01      | 5.0000%  | 5.0000% | $175000.00         | $135717.65         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-08-01      | 4.0000%  | 4.0000% | $81998030.00       | $62876579.27       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-07-01      | 4.5000%  | 4.5000% | $20931121.00       | $16649756.58       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-06-01      | 5.0000%  | 5.0000% | $305000.00         | $225698.37         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-09-01      | 4.0000%  | 4.0000% | $49000.00          | $32654.49          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-06-01      | 4.0000%  | 4.0000% | $2000.00           | $1420.97           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-05-01      | 3.0000%  | 3.0000% | $957843.00         | $721784.03         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-10-01      | 5.5000%  | 5.5000% | $86193337.00       | $68329530.72       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-03-01      | 3.0000%  | 3.0000% | $100000.00         | $68332.23          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-02-01      | 2.5000%  | 2.5000% | $30140.00          | $21443.03          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-02-01      | 2.5000%  | 2.5000% | $470000.00         | $326890.45         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-01-01      | 2.5000%  | 2.5000% | $415354.00         | $282418.31         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2052-04-01      | 2.5000%  | 2.5000% | $727921.00         | $527709.47         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2051-10-01      | 2.5000%  | 2.5000% | $444491.00         | $316861.67         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2051-07-01      | 2.5000%  | 2.5000% | $15000000.00       | $9121488.12        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2051-06-01      | 2.0000%  | 2.0000% | $1174211.00        | $737299.24         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2051-04-01      | 2.0000%  | 2.0000% | $1200000.00        | $714548.84         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2051-03-01      | 1.5000%  | 1.5000% | $732739.00         | $397466.78         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2051-03-01      | 2.0000%  | 2.0000% | $31362508.00       | $19302849.19       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2051-02-01      | 3.5000%  | 3.5000% | $66183772.00       | $31873392.04       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2050-10-01      | 2.5000%  | 2.5000% | $3900000.00        | $1979386.75        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2050-09-01      | 3.0000%  | 3.0000% | $60335.00          | $28520.68          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2051-02-01      | 1.5000%  | 1.5000% | $500000.00         | $275233.46         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2050-07-01      | 3.0000%  | 3.0000% | $55250.00          | $24027.08          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2050-04-01      | 3.0000%  | 3.0000% | $43000.00          | $14312.52          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2050-05-01      | 3.0000%  | 3.0000% | $974135.00         | $377993.42         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2049-08-01      | 4.0000%  | 4.0000% | $10000.00          | $1712.85           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2034-12-01      | 6.0000%  | 6.0000% | $1576745.00        | $752102.46         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2035-03-01      | 4.0000%  | 4.0000% | $1692671.00        | $1540534.52        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2030-07-01      | 3.0000%  | 3.0000% | $2370212.00        | $757218.05         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2037-03-01      | 2.5000%  | 2.5000% | $280706.00         | $167846.95         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2036-12-01      | 2.0000%  | 2.0000% | $66896.00          | $39561.89          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2036-07-01      | 2.5000%  | 2.5000% | $213871.00         | $115599.62         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2036-06-01      | 2.0000%  | 2.0000% | $390000.00         | $200837.92         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2035-07-01      | 3.0000%  | 3.0000% | $49843.00          | $12871.77          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2035-05-01      | 4.5000%  | 4.5000% | $562890.00         | $115336.77         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2042-02-01      | 2.5000%  | 2.5000% | $220000.00         | $152303.20         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-11-01      | 7.0000%  | 7.0000% | $1005232.00        | $1063682.85        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-11-01      | 4.0000%  | 4.0000% | $530950.00         | $372105.51         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-11-01      | 6.5000%  | 6.5000% | $100000.00         | $99591.56          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-11-01      | 4.5000%  | 4.5000% | $493646.00         | $476587.17         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-11-01      | 4.5000%  | 4.5000% | $486595.00         | $460509.20         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities          | 2054-11-01      | 6.0000%  | 6.0000% | $215000.00         | $185524.44         | Agency Mortgage-Backed Securities |

### Security 208: WELLS FARGO & COMPANY

- **C.1 - Title:** WELLS FARGO & COMPANY
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BYM67H3U4, C.3 - LEI: PBLD0EJDB5FWOLXP3B76
- **C.18 - Value (incl. sponsor support):** $750000000.00
- **C.18.a - Value (excl. sponsor support):** $750000000.00
- **C.19 - Percentage of Net Assets:** 0.4500%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-08
- **C.12 - Maturity Date (WAL):** 2025-12-08
- **C.13 - Final Legal Maturity Date:** 2025-12-08
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: P-1; S&P RATING: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-07-01      | 4.5000%  | 4.5000% | $47579.00          | $40209.70          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-11-01      | 5.0000%  | 5.0000% | $131977323.00      | $103831239.65      | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-06-01      | 4.5000%  | 4.5000% | $750000.00         | $576580.99         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-02-01      | 5.0000%  | 5.0000% | $846809.00         | $813867.20         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-11-01      | 5.0000%  | 5.0000% | $2575276.00        | $1560199.68        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-01-01      | 5.0000%  | 5.0000% | $1598860.00        | $1407593.97        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-03-01      | 6.0000%  | 6.0000% | $46000.00          | $22736.77          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2047-12-01      | 4.5000%  | 4.5000% | $4175633.00        | $1008825.26        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2036-03-01      | 2.0000%  | 2.0000% | $115853.00         | $64542.39          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-07-01      | 2.0000%  | 2.0000% | $200000.00         | $127263.09         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2037-03-01      | 3.0000%  | 3.0000% | $101000.00         | $56602.64          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-09-01      | 6.5000%  | 6.5000% | $1203723.00        | $856888.23         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-07-01      | 6.0000%  | 6.0000% | $75660671.00       | $77269317.96       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-11-01      | 6.0000%  | 6.0000% | $31229260.00       | $32814113.71       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2026-08-01      | 5.0000%  | 5.0000% | $12894563.00       | $4687.41           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2049-12-01      | 5.0000%  | 5.0000% | $760000.00         | $112021.51         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2035-04-01      | 3.5000%  | 3.5000% | $3800000.00        | $748718.89         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2051-01-01      | 2.0000%  | 2.0000% | $29072.00          | $16497.99          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2031-04-01      | 5.5000%  | 5.5000% | $75444.00          | $2509.04           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2028-01-01      | 7.0000%  | 7.0000% | $1040621.00        | $125540.09         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2041-08-01      | 2.0000%  | 2.0000% | $3699856.00        | $2241966.92        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-01-01      | 2.5000%  | 2.5000% | $11000.00          | $7705.20           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2037-03-01      | 2.0000%  | 2.0000% | $4164000.00        | $2397695.90        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-01-01      | 7.0000%  | 7.0000% | $158349330.00      | $107560796.00      | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2039-02-01      | 6.0000%  | 6.0000% | $15691973.00       | $11448616.82       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2053-07-01      | 5.0000%  | 5.0000% | $2085000.00        | $1904063.07        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-02-01      | 3.5000%  | 3.5000% | $5657295.00        | $4817556.46        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2039-10-01      | 5.5000%  | 5.5000% | $12901614.00       | $10626785.34       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-02-01      | 6.5000%  | 6.5000% | $13111559.00       | $13072121.57       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2045-03-01      | 6.0000%  | 6.0000% | $2764436.00        | $2640554.84        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-10-01      | 5.5000%  | 5.5000% | $103256001.00      | $104719551.82      | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2040-10-01      | 6.0000%  | 6.0000% | $7980357.00        | $8219760.32        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-01-01      | 7.5000%  | 7.5000% | $510289.00         | $370679.26         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2039-03-01      | 5.0000%  | 5.0000% | $500000.00         | $2329.27           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2038-03-01      | 5.0000%  | 5.0000% | $5580249.00        | $53633.44          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2029-09-01      | 4.5000%  | 4.5000% | $7000000.00        | $78779.80          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2031-05-01      | 4.5000%  | 4.5000% | $1050000.00        | $30166.23          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2030-07-01      | 2.5000%  | 2.5000% | $1465000.00        | $95878.73          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2049-12-01      | 3.5000%  | 3.5000% | $33000.00          | $4523.48           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-12-01      | 5.5000%  | 5.5000% | $11164261.00       | $8584327.37        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2033-10-01      | 6.0000%  | 6.0000% | $200889.00         | $73725.59          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2040-11-01      | 4.5000%  | 4.5000% | $71821403.00       | $72105313.00       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association-Agency Mortgage-Backed Securities | 2055-09-15      | 5.8790%  | 5.8790% | $5222.00           | $5603.70           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2026-01-01      | 3.5000%  | 3.5000% | $3000000.00        | $2097.87           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2041-06-01      | 4.5000%  | 4.5000% | $1698200.00        | $49839.97          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2029-10-01      | 3.5000%  | 3.5000% | $1133000.00        | $43118.63          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2030-12-01      | 3.0000%  | 3.0000% | $1000000.00        | $130813.38         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2046-10-01      | 3.0000%  | 3.0000% | $1393000.00        | $537909.31         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2045-06-01      | 4.0000%  | 4.0000% | $56000.00          | $8459.49           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2042-09-01      | 3.5000%  | 3.5000% | $1299056.00        | $365817.47         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2042-09-01      | 3.5000%  | 3.5000% | $3261969.00        | $582755.51         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2028-10-01      | 3.5000%  | 3.5000% | $25000.00          | $993.69            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2044-11-01      | 4.5000%  | 4.5000% | $10000000.00       | $1152180.23        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2047-05-01      | 5.0000%  | 5.0000% | $5695821.00        | $135846.84         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2035-12-01      | 5.0000%  | 5.0000% | $16783367.00       | $224666.53         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2054-08-01      | 6.0000%  | 6.0000% | $400000.00         | $394879.61         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2039-12-01      | 5.0000%  | 5.0000% | $1028197.00        | $680810.49         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-07-01      | 5.0000%  | 5.0000% | $2515763.00        | $2538861.89        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2039-12-01      | 6.0000%  | 6.0000% | $1016300.00        | $899417.99         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-01-01      | 5.0000%  | 5.0000% | $3561980.00        | $3553544.70        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-07-01      | 7.5000%  | 7.5000% | $6662607.00        | $6307201.21        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-08-01      | 5.0000%  | 5.0000% | $23558446.00       | $22937841.14       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-08-01      | 4.5000%  | 4.5000% | $470483.00         | $454714.78         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-08-01      | 5.5000%  | 5.5000% | $75526496.00       | $75243850.76       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2039-12-01      | 4.5000%  | 4.5000% | $1177435.00        | $1098965.12        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-03-01      | 6.5000%  | 6.5000% | $2983946.00        | $3117172.48        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-02-01      | 5.0000%  | 5.0000% | $1337163.00        | $1334886.28        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-04-01      | 6.0000%  | 6.0000% | $1022699.00        | $934573.45         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2040-02-01      | 5.0000%  | 5.0000% | $1000001.00        | $944976.99         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-02-01      | 5.0000%  | 5.0000% | $1682429.00        | $1682820.50        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-04-01      | 5.0000%  | 5.0000% | $2303645.00        | $2301689.66        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-05-01      | 6.0000%  | 6.0000% | $1210277.00        | $1012523.86        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-11-01      | 5.0000%  | 5.0000% | $10188464.00       | $10216563.78       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2040-07-01      | 6.5000%  | 6.5000% | $1053086.00        | $1073354.68        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-08-01      | 7.0000%  | 7.0000% | $8176103.00        | $8602563.77        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-09-01      | 6.0000%  | 6.0000% | $1184737.00        | $1234334.78        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-11-01      | 5.5000%  | 5.5000% | $3153794.00        | $3214909.48        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-10-01      | 6.0000%  | 6.0000% | $1042623.00        | $1080910.20        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2055-12-01      | 6.0000%  | 6.0000% | $4441344.00        | $4590426.59        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2048-05-01      | 5.0000%  | 5.0000% | $662384.00         | $77442.85          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2048-08-01      | 3.5000%  | 3.5000% | $1437372.00        | $1352544.05        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2035-07-01      | 2.5000%  | 2.5000% | $12000000.00       | $4214542.85        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-08-01      | 5.0000%  | 5.0000% | $6009448.00        | $4338052.75        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2045-02-01      | 6.0000%  | 6.0000% | $1666020.00        | $1330851.66        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-02-01      | 2.5000%  | 2.5000% | $27000.00          | $19474.85          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association-Agency Mortgage-Backed Securities    | 2052-08-01      | 4.5000%  | 4.5000% | $32579899.00       | $22458707.61       | Agency Mortgage-Backed Securities |

### Security 209: WFC HOLDINGS CORP

- **C.1 - Title:** WFC HOLDINGS CORP
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: BYM6J73Z2, C.3 - LEI: KB1H1DSPRFMYMCUFXT09
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **C.10 - Ratings:** FITCH'S RATING: F1+; MOODY'S RATING: P-1; S&P RATING: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                                                                        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-05-16      | 3.0000%  | 3.0000% | $16108440.00       | $1639127.85        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-05-20      | 1.5000%  | 1.5000% | $8000.00           | $3131.08           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-05-20      | 2.5000%  | 2.5000% | $9264954.00        | $655146.22         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-08-20      | 2.5000%  | 2.5000% | $21198000.00       | $1613319.86        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-08-20      | 3.0000%  | 3.0000% | $3466478.00        | $342531.17         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-08-20      | 3.0000%  | 3.0000% | $11250000.00       | $1111640.01        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-09-20      | 3.0000%  | 3.0000% | $8500000.00        | $1177900.48        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-11-20      | 3.0000%  | 3.0000% | $31572039.00       | $2757119.61        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-10-20      | 2.5000%  | 2.5000% | $17138.00          | $11010.05          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-12-20      | 2.5000%  | 2.5000% | $23539497.00       | $2707012.40        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-12-20      | 3.0000%  | 3.0000% | $6912250.00        | $669830.71         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-11-20      | 2.0000%  | 2.0000% | $2719362.00        | $229759.13         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-08-20      | 3.0000%  | 3.0000% | $75000000.00       | $9212674.59        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-06-20      | 3.0000%  | 3.0000% | $22603857.00       | $2860004.85        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2047-06-20      | 4.5000%  | 4.5000% | $22132312.00       | $2757248.41        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-02-20      | 4.7500%  | 4.7500% | $631000.00         | $652160.78         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-08-20      | 0.8010%  | 0.8010% | $10000000.00       | $147392.54         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-08-20      | 0.8510%  | 0.8510% | $10000000.00       | $151832.79         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-11-20      | 7.0000%  | 7.0000% | $7142857.00        | $314604.31         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2053-09-20      | 5.5000%  | 5.5000% | $25581661.00       | $29196934.13       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2049-03-20      | 2.5000%  | 2.5000% | $25193895.00       | $2223062.50        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2048-01-20      | 4.5000%  | 4.5000% | $21589550.00       | $4201029.48        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-07-20      | 1.9010%  | 1.9010% | $53693987.00       | $3156106.99        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-12-20      | 1.9510%  | 1.9510% | $76514873.00       | $5063571.02        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2054-12-20      | 1.1510%  | 1.1510% | $100000000.00      | $3983957.01        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-01-20      | 1.9010%  | 1.9010% | $50000000.00       | $2958502.69        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-02-20      | 1.1510%  | 1.1510% | $56612364.00       | $1742771.47        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-03-20      | 1.8510%  | 1.8510% | $100000000.00      | $5795105.18        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-03-20      | 1.2510%  | 1.2510% | $99808257.00       | $3509231.74        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-02-20      | 1.1010%  | 1.1010% | $125000000.00      | $5597642.94        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-05-20      | 0.9010%  | 0.9010% | $50000000.00       | $985967.14         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-05-20      | 1.0710%  | 1.0710% | $59334036.00       | $1866896.85        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-04-20      | 1.3010%  | 1.3010% | $66809130.00       | $4351556.40        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-04-20      | 1.2510%  | 1.2510% | $50000000.00       | $2183432.81        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-05-20      | 5.7980%  | 5.7980% | $37294233.00       | $36846884.89       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-05-20      | 5.0000%  | 5.0000% | $4434690.00        | $4392234.66        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-04-20      | 6.0000%  | 6.0000% | $31902000.00       | $29019250.90       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-06-20      | 2.4010%  | 2.4010% | $67200000.00       | $4264462.66        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-06-20      | 1.0510%  | 1.0510% | $60025765.00       | $3042055.58        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-06-20      | 1.1510%  | 1.1510% | $75000000.00       | $3219633.68        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-05-20      | 5.8180%  | 5.8180% | $13171733.00       | $11480504.64       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-08-20      | 6.0000%  | 6.0000% | $4452544.00        | $954705.57         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-05-20      | 6.0000%  | 6.0000% | $3613340.00        | $765890.77         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-11-01      | 2.5000%  | 2.5000% | $13744632.00       | $12595690.72       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-11-01      | 3.0000%  | 3.0000% | $54059746.00       | $50510345.25       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-11-01      | 3.5000%  | 3.5000% | $38686194.00       | $37084430.82       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp-Agency Mortgage-Backed Securities                  | 2055-11-01      | 2.5000%  | 2.5000% | $31236028.00       | $27130520.65       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Mortgage-Backed Securities         | 2052-05-20      | 4.0000%  | 4.0000% | $108217912.00      | $78523948.80       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2045-09-20      | 4.0000%  | 4.0000% | $3125000.00        | $13269.63          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2040-07-20      | 5.0000%  | 5.0000% | $16600000.00       | $3131200.44        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2039-08-20      | 3.5000%  | 3.5000% | $68366000.00       | $34320.91          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2042-01-20      | 3.5000%  | 3.5000% | $64454028.00       | $15469.50          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2044-01-20      | 5.0000%  | 5.0000% | $3842474.00        | $43453.96          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2039-11-20      | 3.5000%  | 3.5000% | $81305356.00       | $7870.20           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2043-11-16      | 2.5000%  | 2.5000% | $7628429.00        | $9025692.59        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2045-06-20      | 2.1250%  | 2.1250% | $14285714.00       | $397782.96         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2045-05-16      | 5.5000%  | 5.5000% | $58277534.00       | $1185227.51        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2045-03-20      | 4.0000%  | 4.0000% | $36602871.00       | $657204.21         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2047-07-20      | 4.0000%  | 4.0000% | $4141000.00        | $17343.39          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2047-11-20      | 4.0000%  | 4.0000% | $36500000.00       | $1568559.99        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2045-05-20      | 4.5000%  | 4.5000% | $2712045.00        | $3139.51           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-07-20      | 1.8010%  | 1.8010% | $50000000.00       | $3209159.14        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-07-20      | 1.8010%  | 1.8010% | $107500000.00      | $5990217.29        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-07-20      | 1.0510%  | 1.0510% | $100000000.00      | $4850996.21        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-08-20      | 5.0000%  | 5.0000% | $13614689.00       | $6188741.19        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-08-20      | 2.4510%  | 2.4510% | $61948195.00       | $3929986.78        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-08-20      | 1.1510%  | 1.1510% | $100000000.00      | $3612645.26        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-08-20      | 1.8510%  | 1.8510% | $150000000.00      | $10889798.47       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-09-20      | 1.8310%  | 1.8310% | $125000249.00      | $7633020.71        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-09-20      | 1.2510%  | 1.2510% | $50000000.00       | $2718289.51        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2055-02-20      | 6.5000%  | 6.5000% | $5042945.00        | $973303.31         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2049-05-20      | 4.0000%  | 4.0000% | $11265000.00       | $45554.28          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2049-05-20      | 3.0000%  | 3.0000% | $100000.00         | $96724.94          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2047-09-20      | 4.5000%  | 4.5000% | $131083088.00      | $7279268.90        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-02-20      | 3.5000%  | 3.5000% | $16810000.00       | $740341.31         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-01-20      | 3.5000%  | 3.5000% | $32026245.00       | $1902111.17        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-04-20      | 3.5000%  | 3.5000% | $400000.00         | $36893.59          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-05-20      | 4.5000%  | 4.5000% | $339309261.00      | $22221011.19       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-06-20      | 3.5000%  | 3.5000% | $5203377.00        | $285191.66         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-07-16      | 3.5000%  | 3.5000% | $66262584.00       | $8243562.65        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-09-20      | 3.5000%  | 3.5000% | $26610713.00       | $1610877.05        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2050-07-20      | 3.5000%  | 3.5000% | $7741991.00        | $64662.27          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-01-20      | 2.5000%  | 2.5000% | $70322580.00       | $6592474.79        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-01-20      | 2.5000%  | 2.5000% | $66034452.00       | $6029376.84        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2046-04-20      | 4.0000%  | 4.0000% | $32175548.00       | $673004.69         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2047-09-20      | 0.1120%  | 0.1120% | $63334376.00       | $132352.91         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association-Agency Collateralized Mortgage Obligation | 2051-04-20      | 3.5000%  | 3.5000% | $2808570.00        | $181598.65         | Agency Collateralized Mortgage Obligation |

## N-MFP: Signatures

**Registrant:** Dreyfus Government Cash Management Funds

**Date:** 2025-12-04

**By:** /S/Robert Svagna

**Name of Signing Officer:** Robert Svagna

**Title of Signing Officer:** Treasury Manager