# EDGAR Filing Document

**Accession Number:** 0001227155
**File Stem:** 0001410368-25-033512
**Filing Date:** 2025-12
**Character Count:** 2676258
**Document Hash:** 0e7218850511e123a2241fc788db1fcb
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-25-033512.hdr.sgml**: 20251205

**ACCESSION NUMBER**: 0001410368-25-033512

**CONFORMED SUBMISSION TYPE**: N-MFP3

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251130

**FILED AS OF DATE**: 20251205

**DATE AS OF CHANGE**: 20251205

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** N-MFP3
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-21339
- **FILM NUMBER:** 251552439

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

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

## Series and Classes Contracts Data

### Government Portfolio (Series ID: S000004148)

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

# Form N-MFP3: Monthly Schedule of Portfolio Holdings

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

### General Information

**Report for (YYYY-MM-DD):** 2025-11-30

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

**CIK Number of Registrant:** 0001227155

**LEI of Registrant:** 5493000A332Y142SOW84

**Name of Series:** Government Portfolio

**LEI of Series:** 549300BI6Y5SI6BYPB26

**EDGAR Series Identifier:** S000004148

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

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

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

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

### Service Providers
| Role                          | Details                                                          | File/CIK Number   |
|:---|:---|:---|
| Investment Adviser            | Morgan Stanley Investment Management, Inc.                       | 801-15757         |
| Independent Public Accountant | Ernst & Young  LLP<br>City: Boston<br>State: MA                  |  |
| Administrator                 | Morgan Stanley Investment Management, Inc.                       |  |
| Transfer Agent                | SS&C Global Investor & Distribution Solutions<br>CIK: 0000027048 | 084-00448         |

### Fund Characteristics & Assets

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

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

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

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

- **Money Market Fund Category:** Government

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

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

- **WAM:** 40 days

- **WAL:** 113 days

- **Total Value of Portfolio Securities:** $192932506257.37

- **Amortized Cost of Portfolio Securities:** $192902813368.19

- **Cash:** $7398655543.91

- **Total Other Assets:** $970007418.16

- **Total Liabilities:** $5236139685.68

- **Net Assets of Series:** $196035336644.58

- **Number of Shares Outstanding (Series):** 196068467293.0910

- **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 | $101289212364.69          | $149515316423.21           | 57.0200%                  | 84.1700%                   |
| 2025-11-04 | $105085494848.53          | $153197940305.83           | 57.5700%                  | 83.9300%                   |
| 2025-11-05 | $114398569510.01          | $157263509644.41           | 61.2300%                  | 84.1700%                   |
| 2025-11-06 | $111822195661.64          | $157104874740.12           | 59.7800%                  | 83.9800%                   |
| 2025-11-07 | $111395824901.81          | $155382843358.43           | 59.9600%                  | 83.6400%                   |
| 2025-11-10 | $117648520260.90          | $162335373228.65           | 60.8400%                  | 83.9500%                   |
| 2025-11-12 | $120868483591.99          | $164130494626.26           | 61.8500%                  | 83.9900%                   |
| 2025-11-13 | $117584556660.14          | $161526483282.47           | 60.8300%                  | 83.5600%                   |
| 2025-11-14 | $113562083509.63          | $156854978341.00           | 60.2200%                  | 83.1800%                   |
| 2025-11-17 | $117350283331.89          | $160544069607.90           | 60.8400%                  | 83.2300%                   |
| 2025-11-18 | $113615888171.85          | $156810012135.79           | 59.7800%                  | 82.5100%                   |
| 2025-11-19 | $115941063100.33          | $159035338903.31           | 60.3900%                  | 82.8400%                   |
| 2025-11-20 | $114791302139.58          | $157519970611.71           | 60.2200%                  | 82.6400%                   |
| 2025-11-21 | $118869120161.84          | $161997889331.03           | 60.8900%                  | 82.9800%                   |
| 2025-11-24 | $122318064135.49          | $165925053596.17           | 61.3400%                  | 83.2100%                   |
| 2025-11-25 | $126731334405.62          | $170158700279.92           | 62.0600%                  | 83.3200%                   |
| 2025-11-26 | $128243725085.67          | $171571560104.70           | 62.2700%                  | 83.3100%                   |
| 2025-11-28 | $123345815814.09          | $166550675542.78           | 61.2700%                  | 82.7400%                   |

### 7-Day Gross Yield
| Date       | 7-Day Gross Yield   |
|:---|:---|
| 2025-11-03 | 4.1400%             |
| 2025-11-04 | 4.1300%             |
| 2025-11-05 | 4.1100%             |
| 2025-11-06 | 4.0900%             |
| 2025-11-07 | 4.0500%             |
| 2025-11-10 | 4.0300%             |
| 2025-11-12 | 4.0200%             |
| 2025-11-13 | 4.0300%             |
| 2025-11-14 | 4.0300%             |
| 2025-11-17 | 4.0300%             |
| 2025-11-18 | 4.0300%             |
| 2025-11-19 | 4.0300%             |
| 2025-11-20 | 4.0200%             |
| 2025-11-21 | 4.0100%             |
| 2025-11-24 | 4.0100%             |
| 2025-11-25 | 4.0100%             |
| 2025-11-26 | 4.0300%             |
| 2025-11-28 | 4.0500%             |

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

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

### Class: Administrative Class

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $705912550.56

- **Number of Shares Outstanding:** 705995412.0600

- **Expense Reimbursement/Waiver:** 29098.00

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

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-11-03 | $352633.75                | $7857594.72             |
| 2025-11-04 | $4528206.89               | $0.00                   |
| 2025-11-05 | $82137.05                 | $2847562.86             |
| 2025-11-06 | $379954.09                | $602039.49              |
| 2025-11-07 | $16973.87                 | $7648130.18             |
| 2025-11-10 | $218678.27                | $5828.75                |
| 2025-11-12 | $49919.94                 | $245435.54              |
| 2025-11-13 | $53813.36                 | $2296366.41             |
| 2025-11-14 | $1527893.53               | $4574651.74             |
| 2025-11-17 | $3409696.57               | $203504.38              |
| 2025-11-18 | $505697.66                | $507641.72              |
| 2025-11-19 | $262814.24                | $0.00                   |
| 2025-11-20 | $314292.13                | $22293500.38            |
| 2025-11-21 | $101344.56                | $18597.93               |
| 2025-11-24 | $1042641.44               | $891402.50              |
| 2025-11-25 | $13263.18                 | $51451.38               |
| 2025-11-26 | $24567796.81              | $453398.46              |
| 2025-11-28 | $55545.39                 | $110949.32              |

**Total Gross Subscriptions (Month):** $37483302.73

**Total Gross Redemptions (Month):** $50608055.76

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-11-03 | 3.8400%           |
| 2025-11-04 | 3.8300%           |
| 2025-11-05 | 3.8100%           |
| 2025-11-06 | 3.7900%           |
| 2025-11-07 | 3.7500%           |
| 2025-11-10 | 3.7300%           |
| 2025-11-12 | 3.7200%           |
| 2025-11-13 | 3.7300%           |
| 2025-11-14 | 3.7300%           |
| 2025-11-17 | 3.7300%           |
| 2025-11-18 | 3.7300%           |
| 2025-11-19 | 3.7300%           |
| 2025-11-20 | 3.7300%           |
| 2025-11-21 | 3.7100%           |
| 2025-11-24 | 3.7100%           |
| 2025-11-25 | 3.7100%           |
| 2025-11-26 | 3.7300%           |
| 2025-11-28 | 3.7500%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 80.0800%         | 0.0000%              |
| Depository institution or other banking institution |  | 9.6100%          | 0.0000%              |

### Class: Advisory Class

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $2383925717.57

- **Number of Shares Outstanding:** 2384298826.7600

- **Expense Reimbursement/Waiver:** 97344.00

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

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-11-03 | $62230181.19              | $78087293.49            |
| 2025-11-04 | $16183305.49              | $27344137.08            |
| 2025-11-05 | $5378605.81               | $14581080.46            |
| 2025-11-06 | $19998780.45              | $16094857.60            |
| 2025-11-07 | $12729452.02              | $56827725.02            |
| 2025-11-10 | $37092608.55              | $10355302.27            |
| 2025-11-12 | $30383227.75              | $19623186.92            |
| 2025-11-13 | $104172251.69             | $26295966.71            |
| 2025-11-14 | $38072073.75              | $13420652.41            |
| 2025-11-17 | $204023031.49             | $26691630.32            |
| 2025-11-18 | $17813727.95              | $30909748.25            |
| 2025-11-19 | $33514486.16              | $138976112.17           |
| 2025-11-20 | $93401309.03              | $66618076.24            |
| 2025-11-21 | $65482078.48              | $50555059.65            |
| 2025-11-24 | $23416707.68              | $83575662.25            |
| 2025-11-25 | $49862765.63              | $18698909.43            |
| 2025-11-26 | $31724154.53              | $37200754.88            |
| 2025-11-28 | $41968786.77              | $68788110.89            |

**Total Gross Subscriptions (Month):** $887447534.42

**Total Gross Redemptions (Month):** $784644266.04

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-11-03 | 3.7400%           |
| 2025-11-04 | 3.7300%           |
| 2025-11-05 | 3.7100%           |
| 2025-11-06 | 3.6900%           |
| 2025-11-07 | 3.6500%           |
| 2025-11-10 | 3.6300%           |
| 2025-11-12 | 3.6200%           |
| 2025-11-13 | 3.6300%           |
| 2025-11-14 | 3.6300%           |
| 2025-11-17 | 3.6300%           |
| 2025-11-18 | 3.6300%           |
| 2025-11-19 | 3.6300%           |
| 2025-11-20 | 3.6300%           |
| 2025-11-21 | 3.6100%           |
| 2025-11-24 | 3.6100%           |
| 2025-11-25 | 3.6100%           |
| 2025-11-26 | 3.6300%           |
| 2025-11-28 | 3.6500%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 40.0500%         | 0.0000%              |
| Depository institution or other banking institution |  | 13.9500%         | 0.0000%              |
| Non-financial corporation                           |  | 9.7700%          | 0.0000%              |
| Non-financial corporation                           |  | 6.9000%          | 0.0000%              |

### Class: Institutional Class

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $168218373150.06

- **Number of Shares Outstanding:** 168245389536.8980

- **Expense Reimbursement/Waiver:** 6649415.00

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

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-11-03 | $8155892694.79            | $6531905141.85          |
| 2025-11-04 | $5191415177.88            | $2802556603.02          |
| 2025-11-05 | $4874810926.84            | $3914803891.09          |
| 2025-11-06 | $7718179358.12            | $2898034802.54          |
| 2025-11-07 | $5488294643.21            | $6304330350.70          |
| 2025-11-10 | $6595021622.17            | $4767822956.38          |
| 2025-11-12 | $6971263845.81            | $4970729494.14          |
| 2025-11-13 | $6756602877.18            | $5742671989.71          |
| 2025-11-14 | $5098332557.27            | $9093949791.52          |
| 2025-11-17 | $5461276207.42            | $3405316000.76          |
| 2025-11-18 | $4262995610.04            | $3640497169.10          |
| 2025-11-19 | $4127328851.72            | $3658447419.59          |
| 2025-11-20 | $6285849494.32            | $4912225528.81          |
| 2025-11-21 | $7698993520.75            | $3963847480.37          |
| 2025-11-24 | $6939783306.76            | $4560890310.21          |
| 2025-11-25 | $7286868410.09            | $4627107218.09          |
| 2025-11-26 | $4661660037.19            | $6709011654.67          |
| 2025-11-28 | $5354460530.59            | $4759893771.96          |

**Total Gross Subscriptions (Month):** $108929029672.15

**Total Gross Redemptions (Month):** $87264041574.51

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-11-03 | 3.9900%           |
| 2025-11-04 | 3.9800%           |
| 2025-11-05 | 3.9600%           |
| 2025-11-06 | 3.9400%           |
| 2025-11-07 | 3.9000%           |
| 2025-11-10 | 3.8800%           |
| 2025-11-12 | 3.8700%           |
| 2025-11-13 | 3.8800%           |
| 2025-11-14 | 3.8800%           |
| 2025-11-17 | 3.8800%           |
| 2025-11-18 | 3.8800%           |
| 2025-11-19 | 3.8800%           |
| 2025-11-20 | 3.8700%           |
| 2025-11-21 | 3.8600%           |
| 2025-11-24 | 3.8600%           |
| 2025-11-25 | 3.8600%           |
| 2025-11-26 | 3.8800%           |
| 2025-11-28 | 3.9000%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer                                       |  | 26.1300%         | 0.0000%              |
| Depository institution or other banking institution |  | 5.5700%          | 0.0000%              |
| Depository institution or other banking institution |  | 12.8200%         | 0.0000%              |

### Class: Investor Class

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $7640019066.27

- **Number of Shares Outstanding:** 7640713202.4600

- **Expense Reimbursement/Waiver:** 304177.00

**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 | 1.0000          |
|  |  |
| 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 | $6025.50                  | $179695406.43           |
| 2025-11-04 | $87289031.46              | $32032000.00            |
| 2025-11-05 | $13551668.80              | $0.00                   |
| 2025-11-06 | $33530627.23              | $0.00                   |
| 2025-11-07 | $3669116.90               | $4000000.00             |
| 2025-11-10 | $0.00                     | $18147013.97            |
| 2025-11-12 | $122000000.00             | $11840791.87            |
| 2025-11-13 | $76894212.20              | $100000.00              |
| 2025-11-14 | $0.00                     | $52654787.50            |
| 2025-11-17 | $0.00                     | $3367569.25             |
| 2025-11-18 | $71000000.00              | $83527173.80            |
| 2025-11-19 | $88324622.06              | $0.00                   |
| 2025-11-20 | $0.00                     | $43107797.47            |
| 2025-11-21 | $29297282.60              | $114000000.00           |
| 2025-11-24 | $7103258.30               | $8000000.00             |
| 2025-11-25 | $105000000.00             | $59287027.91            |
| 2025-11-26 | $305674775.49             | $0.00                   |
| 2025-11-28 | $28000000.00              | $4126864.31             |

**Total Gross Subscriptions (Month):** $971340620.54

**Total Gross Redemptions (Month):** $613886432.51

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-11-03 | 3.8900%           |
| 2025-11-04 | 3.8800%           |
| 2025-11-05 | 3.8600%           |
| 2025-11-06 | 3.8400%           |
| 2025-11-07 | 3.8000%           |
| 2025-11-10 | 3.7800%           |
| 2025-11-12 | 3.7700%           |
| 2025-11-13 | 3.7800%           |
| 2025-11-14 | 3.7800%           |
| 2025-11-17 | 3.7800%           |
| 2025-11-18 | 3.7800%           |
| 2025-11-19 | 3.7800%           |
| 2025-11-20 | 3.7800%           |
| 2025-11-21 | 3.7600%           |
| 2025-11-24 | 3.7600%           |
| 2025-11-25 | 3.7600%           |
| 2025-11-26 | 3.7800%           |
| 2025-11-28 | 3.8000%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 91.1800%         | 0.0000%              |
| Depository institution or other banking institution |  | 7.0000%          | 0.0000%              |

### Class: Participant Class

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $3253303055.07

- **Number of Shares Outstanding:** 3253782213.4800

- **Expense Reimbursement/Waiver:** 127350.00

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

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-11-03 | $11526684.63              | $0.00                   |
| 2025-11-04 | $72056480.10              | $0.00                   |
| 2025-11-05 | $16335965.64              | $0.00                   |
| 2025-11-06 | $11102532.65              | $0.00                   |
| 2025-11-07 | $22293325.38              | $0.00                   |
| 2025-11-10 | $0.00                     | $11550518.84            |
| 2025-11-12 | $9197952.24               | $0.00                   |
| 2025-11-13 | $11086911.39              | $0.00                   |
| 2025-11-14 | $0.00                     | $14156624.66            |
| 2025-11-17 | $3723.46                  | $181360784.31           |
| 2025-11-18 | $84013344.94              | $0.00                   |
| 2025-11-19 | $6789913.47               | $0.00                   |
| 2025-11-20 | $0.00                     | $64190326.25            |
| 2025-11-21 | $0.00                     | $66030956.65            |
| 2025-11-24 | $4967611.45               | $0.00                   |
| 2025-11-25 | $19720527.14              | $0.00                   |
| 2025-11-26 | $304158102.83             | $0.00                   |
| 2025-11-28 | $37764743.95              | $0.00                   |

**Total Gross Subscriptions (Month):** $611017819.27

**Total Gross Redemptions (Month):** $337289210.71

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-11-03 | 3.4900%           |
| 2025-11-04 | 3.4800%           |
| 2025-11-05 | 3.4600%           |
| 2025-11-06 | 3.4400%           |
| 2025-11-07 | 3.4000%           |
| 2025-11-10 | 3.3800%           |
| 2025-11-12 | 3.3700%           |
| 2025-11-13 | 3.3800%           |
| 2025-11-14 | 3.3800%           |
| 2025-11-17 | 3.3800%           |
| 2025-11-18 | 3.3800%           |
| 2025-11-19 | 3.3800%           |
| 2025-11-20 | 3.3800%           |
| 2025-11-21 | 3.3600%           |
| 2025-11-24 | 3.3600%           |
| 2025-11-25 | 3.3600%           |
| 2025-11-26 | 3.3800%           |
| 2025-11-28 | 3.4000%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 99.9800%         | 0.0000%              |

### Class: Institutional Select Class

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $8017252756.74

- **Number of Shares Outstanding:** 8021446445.9400

- **Expense Reimbursement/Waiver:** 310645.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-11-03 | 0.9996          |
|  |  |
| 2025-11-04 | 0.9996          |
|  |  |
| 2025-11-05 | 0.9996          |
|  |  |
| 2025-11-06 | 0.9996          |
|  |  |
| 2025-11-07 | 0.9996          |
|  |  |
| 2025-11-10 | 0.9996          |
|  |  |
| 2025-11-12 | 0.9996          |
|  |  |
| 2025-11-13 | 0.9996          |
|  |  |
| 2025-11-14 | 0.9996          |
|  |  |
| 2025-11-17 | 0.9996          |
|  |  |
| 2025-11-18 | 0.9996          |
|  |  |
| 2025-11-19 | 0.9996          |
|  |  |
| 2025-11-20 | 0.9996          |
|  |  |
| 2025-11-21 | 0.9996          |
|  |  |
| 2025-11-24 | 0.9996          |
|  |  |
| 2025-11-25 | 0.9997          |
|  |  |
| 2025-11-26 | 0.9996          |
|  |  |
| 2025-11-28 | 0.9996          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-11-03 | $102214045.05             | $2078391.20             |
| 2025-11-04 | $15100503.50              | $310132650.28           |
| 2025-11-05 | $24046237.99              | $60203667.90            |
| 2025-11-06 | $64267159.68              | $4800625.00             |
| 2025-11-07 | $18036826.48              | $28628741.78            |
| 2025-11-10 | $74260236.85              | $20264.69               |
| 2025-11-12 | $269865987.51             | $11289418.94            |
| 2025-11-13 | $44776.31                 | $69513092.21            |
| 2025-11-14 | $6805.95                  | $128770586.68           |
| 2025-11-17 | $11988832.25              | $539391.62              |
| 2025-11-18 | $78558841.15              | $0.00                   |
| 2025-11-19 | $302694962.32             | $0.00                   |
| 2025-11-20 | $5182617.05               | $267018264.42           |
| 2025-11-21 | $4289050.45               | $46232969.87            |
| 2025-11-24 | $110805961.67             | $358298.26              |
| 2025-11-25 | $625501967.44             | $16313233.89            |
| 2025-11-26 | $95464.56                 | $16251107.47            |
| 2025-11-28 | $85013331.55              | $160305191.71           |

**Total Gross Subscriptions (Month):** $1791973607.76

**Total Gross Redemptions (Month):** $1122455895.92

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-11-03 | 3.9400%           |
| 2025-11-04 | 3.9300%           |
| 2025-11-05 | 3.9000%           |
| 2025-11-06 | 3.8900%           |
| 2025-11-07 | 3.8500%           |
| 2025-11-10 | 3.8200%           |
| 2025-11-12 | 3.8200%           |
| 2025-11-13 | 3.8300%           |
| 2025-11-14 | 3.8300%           |
| 2025-11-17 | 3.8300%           |
| 2025-11-18 | 3.8300%           |
| 2025-11-19 | 3.8300%           |
| 2025-11-20 | 3.8200%           |
| 2025-11-21 | 3.8100%           |
| 2025-11-24 | 3.8100%           |
| 2025-11-25 | 3.8100%           |
| 2025-11-26 | 3.8200%           |
| 2025-11-28 | 3.8500%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Depository institution or other banking institution |  | 96.4900%         | 0.0000%              |

### Class: Cash Management Class

- **Minimum Initial Investment:** $1000000.00

- **Net Assets of Class:** $178750.35

- **Number of Shares Outstanding:** 178745.2600

- **Expense Reimbursement/Waiver:** 8.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-11-03 | 1.0002          |
|  |  |
| 2025-11-04 | 1.0002          |
|  |  |
| 2025-11-05 | 1.0002          |
|  |  |
| 2025-11-06 | 1.0002          |
|  |  |
| 2025-11-07 | 1.0002          |
|  |  |
| 2025-11-10 | 1.0002          |
|  |  |
| 2025-11-12 | 1.0002          |
|  |  |
| 2025-11-13 | 1.0002          |
|  |  |
| 2025-11-14 | 1.0002          |
|  |  |
| 2025-11-17 | 1.0002          |
|  |  |
| 2025-11-18 | 1.0002          |
|  |  |
| 2025-11-19 | 1.0002          |
|  |  |
| 2025-11-20 | 1.0002          |
|  |  |
| 2025-11-21 | 1.0002          |
|  |  |
| 2025-11-24 | 1.0002          |
|  |  |
| 2025-11-25 | 1.0002          |
|  |  |
| 2025-11-26 | 1.0002          |
|  |  |
| 2025-11-28 | 1.0002          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-11-03 | $669.33                   | $0.00                   |
| 2025-11-20 | $0.00                     | $25000.00               |

**Total Gross Subscriptions (Month):** $669.33

**Total Gross Redemptions (Month):** $25000.00

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-11-03 | 3.8500%           |
| 2025-11-04 | 3.8300%           |
| 2025-11-05 | 3.8100%           |
| 2025-11-06 | 3.7900%           |
| 2025-11-07 | 3.7500%           |
| 2025-11-10 | 3.7300%           |
| 2025-11-12 | 3.7300%           |
| 2025-11-13 | 3.7300%           |
| 2025-11-14 | 3.7400%           |
| 2025-11-17 | 3.7400%           |
| 2025-11-18 | 3.7400%           |
| 2025-11-19 | 3.7300%           |
| 2025-11-20 | 3.7300%           |
| 2025-11-21 | 3.7100%           |
| 2025-11-24 | 3.7100%           |
| 2025-11-25 | 3.7100%           |
| 2025-11-26 | 3.7300%           |
| 2025-11-28 | 3.7500%           |

**Beneficial/Record Owner Categories**
| Category                  | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer             |  | 67.0500%         | 0.0000%              |
| Non-financial corporation |  | 32.9400%         | 0.0000%              |

### Class: Select Class

- **Minimum Initial Investment:** $0.00

- **Net Assets of Class:** $57168.21

- **Number of Shares Outstanding:** 57180.8100

- **Expense Reimbursement/Waiver:** 2.00

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

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-11-03 | $156.53                   | $0.00                   |

**Total Gross Subscriptions (Month):** $156.53

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

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-11-03 | 3.2000%           |
| 2025-11-04 | 3.1800%           |
| 2025-11-05 | 3.1600%           |
| 2025-11-06 | 3.1400%           |
| 2025-11-07 | 3.1000%           |
| 2025-11-10 | 3.0700%           |
| 2025-11-12 | 3.0700%           |
| 2025-11-13 | 3.0800%           |
| 2025-11-14 | 3.0800%           |
| 2025-11-17 | 3.0800%           |
| 2025-11-18 | 3.0800%           |
| 2025-11-19 | 3.0800%           |
| 2025-11-20 | 3.0700%           |
| 2025-11-21 | 3.0600%           |
| 2025-11-24 | 3.0600%           |
| 2025-11-25 | 3.0600%           |
| 2025-11-26 | 3.0800%           |
| 2025-11-28 | 3.1000%           |

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

### Class: CastleOak Share Class

- **Minimum Initial Investment:** $5000000.00

- **Net Assets of Class:** $2762077708.48

- **Number of Shares Outstanding:** 2762230925.6500

- **Expense Reimbursement/Waiver:** 126420.00

**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 | 1.0002          |
|  |  |
| 2025-11-07 | 1.0001          |
|  |  |
| 2025-11-10 | 1.0001          |
|  |  |
| 2025-11-12 | 1.0001          |
|  |  |
| 2025-11-13 | 1.0001          |
|  |  |
| 2025-11-14 | 1.0001          |
|  |  |
| 2025-11-17 | 1.0001          |
|  |  |
| 2025-11-18 | 1.0001          |
|  |  |
| 2025-11-19 | 1.0001          |
|  |  |
| 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 | $389177976.90             | $410000000.00           |
| 2025-11-04 | $105550542.00             | $13712899.70            |
| 2025-11-05 | $47468000.00              | $31983490.00            |
| 2025-11-06 | $5405828.00               | $44793000.00            |
| 2025-11-07 | $2745341.00               | $60000000.00            |
| 2025-11-10 | $259681587.00             | $0.00                   |
| 2025-11-12 | $47976200.00              | $145000000.00           |
| 2025-11-13 | $5492000.00               | $64575196.00            |
| 2025-11-14 | $0.00                     | $175701659.00           |
| 2025-11-17 | $18222004.00              | $0.00                   |
| 2025-11-18 | $131495112.00             | $221000000.00           |
| 2025-11-19 | $5520000.00               | $113165578.00           |
| 2025-11-20 | $87803000.00              | $39282284.00            |
| 2025-11-21 | $349950909.00             | $133000000.00           |
| 2025-11-24 | $182047916.00             | $0.00                   |
| 2025-11-25 | $2615624.47               | $109500000.00           |
| 2025-11-26 | $5000000.00               | $86813483.00            |
| 2025-11-28 | $145000000.00             | $449330373.00           |

**Total Gross Subscriptions (Month):** $1791152040.37

**Total Gross Redemptions (Month):** $2097857962.70

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-11-03 | 4.0000%           |
| 2025-11-04 | 3.9800%           |
| 2025-11-05 | 3.9600%           |
| 2025-11-06 | 3.9400%           |
| 2025-11-07 | 3.9000%           |
| 2025-11-10 | 3.8800%           |
| 2025-11-12 | 3.8700%           |
| 2025-11-13 | 3.8800%           |
| 2025-11-14 | 3.8800%           |
| 2025-11-17 | 3.8800%           |
| 2025-11-18 | 3.8800%           |
| 2025-11-19 | 3.8800%           |
| 2025-11-20 | 3.8800%           |
| 2025-11-21 | 3.8600%           |
| 2025-11-24 | 3.8600%           |
| 2025-11-25 | 3.8600%           |
| 2025-11-26 | 3.8800%           |
| 2025-11-28 | 3.9000%           |

**Beneficial/Record Owner Categories**
| Category                                            | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer                                       |  | 15.6300%         | 0.0000%              |
| Broker-dealer                                       |  | 10.2100%         | 0.0000%              |
| Depository institution or other banking institution |  | 33.1600%         | 0.0000%              |
| Non-financial corporation                           |  | 10.6700%         | 0.0000%              |
| Non-financial corporation                           |  | 6.3300%          | 0.0000%              |

### Class: Impact Class

- **Minimum Initial Investment:** $50000000.00

- **Net Assets of Class:** $1863164187.18

- **Number of Shares Outstanding:** 1863329923.1700

- **Expense Reimbursement/Waiver:** 76538.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-11-03 | 1.0000          |
|  |  |
| 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          |
|  |  |
| 2025-11-12 | 1.0001          |
|  |  |
| 2025-11-13 | 1.0000          |
|  |  |
| 2025-11-14 | 1.0000          |
|  |  |
| 2025-11-17 | 1.0001          |
|  |  |
| 2025-11-18 | 1.0001          |
|  |  |
| 2025-11-19 | 1.0001          |
|  |  |
| 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 | $259211090.73             | $560000000.00           |
| 2025-11-04 | $693000000.00             | $234980000.00           |
| 2025-11-05 | $673000000.00             | $501220000.00           |
| 2025-11-06 | $490000000.00             | $501260000.00           |
| 2025-11-07 | $375660000.00             | $453000000.00           |
| 2025-11-10 | $428160000.00             | $402500000.00           |
| 2025-11-12 | $532080000.00             | $432000000.00           |
| 2025-11-13 | $459000000.00             | $508100000.00           |
| 2025-11-14 | $450000000.00             | $533700000.00           |
| 2025-11-17 | $544080000.00             | $539000000.00           |
| 2025-11-18 | $468660000.00             | $461000000.00           |
| 2025-11-19 | $538000000.00             | $468970000.00           |
| 2025-11-20 | $307740000.00             | $639000000.00           |
| 2025-11-21 | $525500000.00             | $305000000.00           |
| 2025-11-24 | $392740000.00             | $511300000.00           |
| 2025-11-25 | $420179337.20             | $385000000.00           |
| 2025-11-26 | $524000000.00             | $433660000.00           |
| 2025-11-28 | $467440000.00             | $450000000.00           |

**Total Gross Subscriptions (Month):** $8548450427.93

**Total Gross Redemptions (Month):** $8319690000.00

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-11-03 | 3.9900%           |
| 2025-11-04 | 3.9800%           |
| 2025-11-05 | 3.9600%           |
| 2025-11-06 | 3.9400%           |
| 2025-11-07 | 3.9000%           |
| 2025-11-10 | 3.8800%           |
| 2025-11-12 | 3.8700%           |
| 2025-11-13 | 3.8800%           |
| 2025-11-14 | 3.8800%           |
| 2025-11-17 | 3.8800%           |
| 2025-11-18 | 3.8800%           |
| 2025-11-19 | 3.8800%           |
| 2025-11-20 | 3.8800%           |
| 2025-11-21 | 3.8600%           |
| 2025-11-24 | 3.8600%           |
| 2025-11-25 | 3.8600%           |
| 2025-11-26 | 3.8800%           |
| 2025-11-28 | 3.9000%           |

**Beneficial/Record Owner Categories**
| Category                                                                    | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Non-financial corporation                                                   |  | 21.4600%         | 0.0000%              |
| Non-financial corporation                                                   |  | 24.9500%         | 0.0000%              |
| Non-financial corporation                                                   |  | 10.4700%         | 0.0000%              |
| State or municipal government entity (excluding governmental pension plans) |  | 15.7600%         | 0.0000%              |

### Class: Impact Partner Class

- **Minimum Initial Investment:** $50000000.00

- **Net Assets of Class:** $1119246588.77

- **Number of Shares Outstanding:** 1119219919.2100

- **Expense Reimbursement/Waiver:** 44065.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-11-03 | 1.0002          |
|  |  |
| 2025-11-04 | 1.0002          |
|  |  |
| 2025-11-05 | 1.0002          |
|  |  |
| 2025-11-06 | 1.0002          |
|  |  |
| 2025-11-07 | 1.0002          |
|  |  |
| 2025-11-10 | 1.0002          |
|  |  |
| 2025-11-12 | 1.0002          |
|  |  |
| 2025-11-13 | 1.0002          |
|  |  |
| 2025-11-14 | 1.0002          |
|  |  |
| 2025-11-17 | 1.0002          |
|  |  |
| 2025-11-18 | 1.0002          |
|  |  |
| 2025-11-19 | 1.0002          |
|  |  |
| 2025-11-20 | 1.0002          |
|  |  |
| 2025-11-21 | 1.0002          |
|  |  |
| 2025-11-24 | 1.0002          |
|  |  |
| 2025-11-25 | 1.0002          |
|  |  |
| 2025-11-26 | 1.0002          |
|  |  |
| 2025-11-28 | 1.0002          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-11-03 | $3521360.47               | $701.80                 |
| 2025-11-05 | $8420000.00               | $0.00                   |
| 2025-11-10 | $22893000.00              | $0.00                   |
| 2025-11-12 | $3655921.73               | $0.00                   |
| 2025-11-13 | $0.00                     | $272893000.00           |
| 2025-11-14 | $249049.57                | $2000000.00             |
| 2025-11-17 | $2300000.00               | $0.00                   |
| 2025-11-18 | $189000000.00             | $0.00                   |
| 2025-11-19 | $50000001.02              | $5066667.00             |
| 2025-11-20 | $14355742.62              | $0.00                   |
| 2025-11-21 | $11756426.31              | $0.00                   |
| 2025-11-24 | $400000.00                | $0.00                   |
| 2025-11-25 | $9234.05                  | $300000.00              |
| 2025-11-26 | $360.53                   | $38.66                  |
| 2025-11-28 | $4703020.00               | $0.00                   |

**Total Gross Subscriptions (Month):** $311264116.30

**Total Gross Redemptions (Month):** $280260407.46

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-11-03 | 4.0000%           |
| 2025-11-04 | 3.9800%           |
| 2025-11-05 | 3.9600%           |
| 2025-11-06 | 3.9400%           |
| 2025-11-07 | 3.9000%           |
| 2025-11-10 | 3.8800%           |
| 2025-11-12 | 3.8700%           |
| 2025-11-13 | 3.8800%           |
| 2025-11-14 | 3.8800%           |
| 2025-11-17 | 3.8800%           |
| 2025-11-18 | 3.8800%           |
| 2025-11-19 | 3.8800%           |
| 2025-11-20 | 3.8800%           |
| 2025-11-21 | 3.8600%           |
| 2025-11-24 | 3.8600%           |
| 2025-11-25 | 3.8600%           |
| 2025-11-26 | 3.8800%           |
| 2025-11-28 | 3.9000%           |

**Beneficial/Record Owner Categories**
| Category                  | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer             |  | 59.0200%         | 0.0000%              |
| Broker-dealer             |  | 12.9000%         | 0.0000%              |
| Non-financial corporation |  | 22.3300%         | 0.0000%              |

### Class: Advisor Class

- **Minimum Initial Investment:** $0.00

- **Net Assets of Class:** $71775570.82

- **Number of Shares Outstanding:** 71774587.1030

- **Expense Reimbursement/Waiver:** 2977.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-11-03 | 1.0002          |
|  |  |
| 2025-11-04 | 1.0002          |
|  |  |
| 2025-11-05 | 1.0002          |
|  |  |
| 2025-11-06 | 1.0002          |
|  |  |
| 2025-11-07 | 1.0002          |
|  |  |
| 2025-11-10 | 1.0002          |
|  |  |
| 2025-11-12 | 1.0002          |
|  |  |
| 2025-11-13 | 1.0001          |
|  |  |
| 2025-11-14 | 1.0001          |
|  |  |
| 2025-11-17 | 1.0002          |
|  |  |
| 2025-11-18 | 1.0002          |
|  |  |
| 2025-11-19 | 1.0002          |
|  |  |
| 2025-11-20 | 1.0002          |
|  |  |
| 2025-11-21 | 1.0002          |
|  |  |
| 2025-11-24 | 1.0002          |
|  |  |
| 2025-11-25 | 1.0002          |
|  |  |
| 2025-11-26 | 1.0002          |
|  |  |
| 2025-11-28 | 1.0002          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-11-03 | $785854.63                | $413477.44              |
| 2025-11-04 | $199031.00                | $841996.81              |
| 2025-11-05 | $490031.29                | $507483.27              |
| 2025-11-06 | $142263.63                | $110750.17              |
| 2025-11-07 | $1628016.00               | $310939.46              |
| 2025-11-10 | $269780.02                | $229987.82              |
| 2025-11-12 | $220006.25                | $1120734.70             |
| 2025-11-13 | $151566.18                | $465851.33              |
| 2025-11-14 | $2168175.01               | $912022.00              |
| 2025-11-17 | $800460.98                | $22458.40               |
| 2025-11-18 | $61911.00                 | $1205936.00             |
| 2025-11-19 | $507916.00                | $47059.25               |
| 2025-11-20 | $276060.00                | $82545.38               |
| 2025-11-21 | $1700.00                  | $64308.00               |
| 2025-11-24 | $621348.00                | $49613.42               |
| 2025-11-25 | $290095.81                | $99010.00               |
| 2025-11-26 | $45957.00                 | $358861.98              |
| 2025-11-28 | $813.00                   | $726824.13              |

**Total Gross Subscriptions (Month):** $8660985.80

**Total Gross Redemptions (Month):** $7569859.56

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-11-03 | 4.0000%           |
| 2025-11-04 | 3.9800%           |
| 2025-11-05 | 3.9600%           |
| 2025-11-06 | 3.9400%           |
| 2025-11-07 | 3.9000%           |
| 2025-11-10 | 3.8800%           |
| 2025-11-12 | 3.8700%           |
| 2025-11-13 | 3.8800%           |
| 2025-11-14 | 3.8800%           |
| 2025-11-17 | 3.8800%           |
| 2025-11-18 | 3.8800%           |
| 2025-11-19 | 3.8800%           |
| 2025-11-20 | 3.8800%           |
| 2025-11-21 | 3.8600%           |
| 2025-11-24 | 3.8600%           |
| 2025-11-25 | 3.8600%           |
| 2025-11-26 | 3.8800%           |
| 2025-11-28 | 3.9000%           |

**Beneficial/Record Owner Categories**
| Category      | Other Category   | Record Owner %   | Beneficial Owner %   |
|:---|:---|:---|:---|
| Broker-dealer |  | 99.9300%         | 0.0000%              |

### Class: Institutional Plus Class

- **Minimum Initial Investment:** $10000000.00

- **Net Assets of Class:** $50374.50

- **Number of Shares Outstanding:** 50374.2900

- **Expense Reimbursement/Waiver:** 2.00

**Daily Net Asset Value per Share (Class)**
| Date       | NAV per Share   |
|:---|:---|
| 2025-11-03 | 1.0002          |
|  |  |
| 2025-11-04 | 1.0002          |
|  |  |
| 2025-11-05 | 1.0002          |
|  |  |
| 2025-11-06 | 1.0002          |
|  |  |
| 2025-11-07 | 1.0002          |
|  |  |
| 2025-11-10 | 1.0001          |
|  |  |
| 2025-11-12 | 1.0002          |
|  |  |
| 2025-11-13 | 1.0001          |
|  |  |
| 2025-11-14 | 1.0001          |
|  |  |
| 2025-11-17 | 1.0001          |
|  |  |
| 2025-11-18 | 1.0002          |
|  |  |
| 2025-11-19 | 1.0001          |
|  |  |
| 2025-11-20 | 1.0002          |
|  |  |
| 2025-11-21 | 1.0002          |
|  |  |
| 2025-11-24 | 1.0002          |
|  |  |
| 2025-11-25 | 1.0002          |
|  |  |
| 2025-11-26 | 1.0002          |
|  |  |
| 2025-11-28 | 1.0002          |
|  |  |

**Daily Shareholder Flows**
| Date       | Gross Subscriptions ($)   | Gross Redemptions ($)   |
|:---|:---|:---|
| 2025-11-03 | $171.11                   | $0.00                   |

**Total Gross Subscriptions (Month):** $171.11

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

**7-Day Net Yield (Class)**
| Date       | 7-Day Net Yield   |
|:---|:---|
| 2025-11-03 | 3.9800%           |
| 2025-11-04 | 3.9600%           |
| 2025-11-05 | 3.9400%           |
| 2025-11-06 | 3.9200%           |
| 2025-11-07 | 3.8800%           |
| 2025-11-10 | 3.8600%           |
| 2025-11-12 | 3.8600%           |
| 2025-11-13 | 3.8600%           |
| 2025-11-14 | 3.8700%           |
| 2025-11-17 | 3.8700%           |
| 2025-11-18 | 3.8700%           |
| 2025-11-19 | 3.8600%           |
| 2025-11-20 | 3.8600%           |
| 2025-11-21 | 3.8500%           |
| 2025-11-24 | 3.8500%           |
| 2025-11-25 | 3.8500%           |
| 2025-11-26 | 3.8600%           |
| 2025-11-28 | 3.8900%           |

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

## Part C: Schedule of Portfolio Securities

### Security 1: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.225000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B3Y72, C.4 - ISIN: US3130B3Y728, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $425009248.00
- **C.18.a - Value (excl. sponsor support):** $425009248.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-12-16
- **C.13 - Final Legal Maturity Date:** 2026-12-16
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 2: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.225000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B3YQ0, C.4 - ISIN: US3130B3YQ04, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $341007454.26
- **C.18.a - Value (excl. sponsor support):** $341007454.26
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-12-09
- **C.13 - Final Legal Maturity Date:** 2026-12-09
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 3: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.240000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B4AV3, C.4 - ISIN: US3130B4AV38, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $488025961.60
- **C.18.a - Value (excl. sponsor support):** $488025961.60
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-12-18
- **C.13 - Final Legal Maturity Date:** 2026-12-18
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 4: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.160000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B72L7, C.4 - ISIN: US3130B72L79, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $197982009.72
- **C.18.a - Value (excl. sponsor support):** $197982009.72
- **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):** 2027-07-15
- **C.13 - Final Legal Maturity Date:** 2027-07-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 5: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.220000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7TJ3, C.4 - ISIN: US3130B7TJ30, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $240034101.60
- **C.18.a - Value (excl. sponsor support):** $240034101.60
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.2300%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-09-24
- **C.13 - Final Legal Maturity Date:** 2027-09-24
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 6: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.230000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B7V43, C.4 - ISIN: US3130B7V436, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $390051132.90
- **C.18.a - Value (excl. sponsor support):** $390051132.90
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.2400%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-09-21
- **C.13 - Final Legal Maturity Date:** 2027-09-21
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 7: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.050000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B85F5, C.4 - ISIN: US3130B85F56, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $963020049.66
- **C.18.a - Value (excl. sponsor support):** $963020049.66
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-04-22
- **C.13 - Final Legal Maturity Date:** 2026-04-22
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 8: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.050000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B85J7, C.4 - ISIN: US3130B85J78, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $963013395.33
- **C.18.a - Value (excl. sponsor support):** $963013395.33
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-04-16
- **C.13 - Final Legal Maturity Date:** 2026-04-16
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 9: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.040000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B86L1, C.4 - ISIN: US3130B86L16, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $482008786.86
- **C.18.a - Value (excl. sponsor support):** $482008786.86
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **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:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 10: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.065000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8HG0, C.4 - ISIN: US3130B8HG02, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $423010528.47
- **C.18.a - Value (excl. sponsor support):** $423010528.47
- **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):** 2026-04-06
- **C.13 - Final Legal Maturity Date:** 2026-04-06
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 11: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.065000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8HR6, C.4 - ISIN: US3130B8HR66, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $961026744.63
- **C.18.a - Value (excl. sponsor support):** $961026744.63
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-04-06
- **C.13 - Final Legal Maturity Date:** 2026-04-06
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 12: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.060000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8KG6, C.4 - ISIN: US3130B8KG64, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $401013778.36
- **C.18.a - Value (excl. sponsor support):** $401013778.36
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-04-13
- **C.13 - Final Legal Maturity Date:** 2026-04-13
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 13: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.060000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8KS0, C.4 - ISIN: US3130B8KS03, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $723024582.00
- **C.18.a - Value (excl. sponsor support):** $723024582.00
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-04-15
- **C.13 - Final Legal Maturity Date:** 2026-04-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 14: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.065000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8M74, C.4 - ISIN: US3130B8M748, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $483026280.03
- **C.18.a - Value (excl. sponsor support):** $483026280.03
- **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):** 2026-06-18
- **C.13 - Final Legal Maturity Date:** 2026-06-18
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 15: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.200000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8N99, C.4 - ISIN: US3130B8N993, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $241022916.69
- **C.18.a - Value (excl. sponsor support):** $241022916.69
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-11-19
- **C.13 - Final Legal Maturity Date:** 2027-11-19
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 16: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.050000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8P22, C.4 - ISIN: US3130B8P220, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $485026388.85
- **C.18.a - Value (excl. sponsor support):** $485026388.85
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **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:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 17: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.045000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8R61, C.4 - ISIN: US3130B8R614, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $241007550.53
- **C.18.a - Value (excl. sponsor support):** $241007550.53
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-03-25
- **C.13 - Final Legal Maturity Date:** 2026-03-25
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 18: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.045000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8R79, C.4 - ISIN: US3130B8R796, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $484015299.24
- **C.18.a - Value (excl. sponsor support):** $484015299.24
- **C.19 - Percentage of Net Assets:** 0.2500%
- **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:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 19: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.055000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8RA2, C.4 - ISIN: US3130B8RA22, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $484023304.60
- **C.18.a - Value (excl. sponsor support):** $484023304.60
- **C.19 - Percentage of Net Assets:** 0.2500%
- **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:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 20: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.050000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8RB0, C.4 - ISIN: US3130B8RB05, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $291011139.48
- **C.18.a - Value (excl. sponsor support):** $291011139.48
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **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:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 21: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 4.050000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8RU8, C.4 - ISIN: US3130B8RU85, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $290011774.00
- **C.18.a - Value (excl. sponsor support):** $290011774.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-04-28
- **C.13 - Final Legal Maturity Date:** 2026-04-28
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 22: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 1.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3130B8RX2, C.4 - ISIN: US3130B8RX25, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $339999999.99
- **C.18.a - Value (excl. sponsor support):** $339999999.99
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.9000%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-03-25
- **C.13 - Final Legal Maturity Date:** 2026-03-25
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 23: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385C53, C.3 - LEI: 2549001DPIFG, C.5 - Other ID: 313385C53
- **C.18 - Value (incl. sponsor support):** $45812623.49
- **C.18.a - Value (excl. sponsor support):** $45812623.49
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 3.4500%
- **C.11 - Maturity Date (WAM):** 2026-08-19
- **C.12 - Maturity Date (WAL):** 2026-08-19
- **C.13 - Final Legal Maturity Date:** 2026-08-19
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 24: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385QS8, C.3 - LEI: 2549001DPIFG, C.5 - Other ID: 313385QS8
- **C.18 - Value (incl. sponsor support):** $177632430.00
- **C.18.a - Value (excl. sponsor support):** $177632430.00
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 3.5400%
- **C.11 - Maturity Date (WAM):** 2025-12-19
- **C.12 - Maturity Date (WAL):** 2025-12-19
- **C.13 - Final Legal Maturity Date:** 2025-12-19
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 25: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385QZ2, C.3 - LEI: 2549001DPIFG, C.5 - Other ID: 313385QZ2
- **C.18 - Value (incl. sponsor support):** $892535769.65
- **C.18.a - Value (excl. sponsor support):** $892535769.65
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 3.5400%
- **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:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 26: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385RD0, C.3 - LEI: 2549001DPIFG, C.5 - Other ID: 313385RD0
- **C.18 - Value (incl. sponsor support):** $959969756.79
- **C.18.a - Value (excl. sponsor support):** $959969756.79
- **C.19 - Percentage of Net Assets:** 0.4900%
- **C.17 - Yield as of Reporting Date:** 3.5400%
- **C.11 - Maturity Date (WAM):** 2025-12-30
- **C.12 - Maturity Date (WAL):** 2025-12-30
- **C.13 - Final Legal Maturity Date:** 2025-12-30
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 27: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385RG3, C.3 - LEI: 2549001DPIFG, C.5 - Other ID: 313385RG3
- **C.18 - Value (incl. sponsor support):** $585933426.96
- **C.18.a - Value (excl. sponsor support):** $585933426.96
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 28: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385RP3, C.4 - ISIN: US313385RP38, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $190194457.50
- **C.18.a - Value (excl. sponsor support):** $190194457.50
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-01-09
- **C.12 - Maturity Date (WAL):** 2026-01-09
- **C.13 - Final Legal Maturity Date:** 2026-01-09
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 29: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385SC1, C.3 - LEI: 2549001DPIFG, C.5 - Other ID: 313385SC1
- **C.18 - Value (incl. sponsor support):** $239668976.28
- **C.18.a - Value (excl. sponsor support):** $239668976.28
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **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:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 30: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385SD9, C.4 - ISIN: US313385SD98, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $237656024.13
- **C.18.a - Value (excl. sponsor support):** $237656024.13
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-01-23
- **C.12 - Maturity Date (WAL):** 2026-01-23
- **C.13 - Final Legal Maturity Date:** 2026-01-23
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 31: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385SG2, C.4 - ISIN: US313385SG20, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $95431240.32
- **C.18.a - Value (excl. sponsor support):** $95431240.32
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-01-26
- **C.12 - Maturity Date (WAL):** 2026-01-26
- **C.13 - Final Legal Maturity Date:** 2026-01-26
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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 32: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385SL1, C.4 - ISIN: US313385SL15, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $429267060.00
- **C.18.a - Value (excl. sponsor support):** $429267060.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-01-30
- **C.12 - Maturity Date (WAL):** 2026-01-30
- **C.13 - Final Legal Maturity Date:** 2026-01-30
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 33: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385SQ0, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $414618653.18
- **C.18.a - Value (excl. sponsor support):** $414618653.18
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-02-03
- **C.12 - Maturity Date (WAL):** 2026-02-03
- **C.13 - Final Legal Maturity Date:** 2026-02-03
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 34: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385SW7, C.4 - ISIN: US313385SW79, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $476423001.60
- **C.18.a - Value (excl. sponsor support):** $476423001.60
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-02-09
- **C.12 - Maturity Date (WAL):** 2026-02-09
- **C.13 - Final Legal Maturity Date:** 2026-02-09
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 35: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385SZ0, C.3 - LEI: 2549001DPIFG, C.5 - Other ID: 313385SZ0
- **C.18 - Value (incl. sponsor support):** $239130242.47
- **C.18.a - Value (excl. sponsor support):** $239130242.47
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **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:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 36: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385TF3, C.3 - LEI: 2549001DPIFG, C.5 - Other ID: 313385TF3
- **C.18 - Value (incl. sponsor support):** $404584701.36
- **C.18.a - Value (excl. sponsor support):** $404584701.36
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-02-18
- **C.12 - Maturity Date (WAL):** 2026-02-18
- **C.13 - Final Legal Maturity Date:** 2026-02-18
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 37: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385TH9, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $719774550.00
- **C.18.a - Value (excl. sponsor support):** $719774550.00
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **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:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 38: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385TL0, C.4 - ISIN: US313385TL06, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $237868500.00
- **C.18.a - Value (excl. sponsor support):** $237868500.00
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **C.11 - Maturity Date (WAM):** 2026-02-23
- **C.12 - Maturity Date (WAL):** 2026-02-23
- **C.13 - Final Legal Maturity Date:** 2026-02-23
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 39: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385TN6, C.4 - ISIN: US313385TN61, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $238810413.78
- **C.18.a - Value (excl. sponsor support):** $238810413.78
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.6800%
- **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:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 40: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385TU0, C.3 - LEI: 2549001DPIFG, C.5 - Other ID: 313385TU0
- **C.18 - Value (incl. sponsor support):** $238665982.48
- **C.18.a - Value (excl. sponsor support):** $238665982.48
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-03
- **C.12 - Maturity Date (WAL):** 2026-03-03
- **C.13 - Final Legal Maturity Date:** 2026-03-03
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 41: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385TV8, C.4 - ISIN: US313385TV87, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $558480318.12
- **C.18.a - Value (excl. sponsor support):** $558480318.12
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-04
- **C.12 - Maturity Date (WAL):** 2026-03-04
- **C.13 - Final Legal Maturity Date:** 2026-03-04
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 42: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385TX4, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $238592275.04
- **C.18.a - Value (excl. sponsor support):** $238592275.04
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-06
- **C.12 - Maturity Date (WAL):** 2026-03-06
- **C.13 - Final Legal Maturity Date:** 2026-03-06
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 43: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385UC8, C.4 - ISIN: US313385UC87, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $251332928.88
- **C.18.a - Value (excl. sponsor support):** $251332928.88
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-11
- **C.12 - Maturity Date (WAL):** 2026-03-11
- **C.13 - Final Legal Maturity Date:** 2026-03-11
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 44: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385UK0, C.4 - ISIN: US313385UK04, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $472639760.58
- **C.18.a - Value (excl. sponsor support):** $472639760.58
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-18
- **C.12 - Maturity Date (WAL):** 2026-03-18
- **C.13 - Final Legal Maturity Date:** 2026-03-18
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 45: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385UM6, C.4 - ISIN: US313385UM69, C.3 - LEI: 2549001DPIFG
- **C.18 - Value (incl. sponsor support):** $472542301.16
- **C.18.a - Value (excl. sponsor support):** $472542301.16
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.6700%
- **C.11 - Maturity Date (WAM):** 2026-03-20
- **C.12 - Maturity Date (WAL):** 2026-03-20
- **C.13 - Final Legal Maturity Date:** 2026-03-20
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 46: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385UZ7, C.3 - LEI: 2549001DPIFG, C.5 - Other ID: 313385UZ7
- **C.18 - Value (incl. sponsor support):** $475981694.98
- **C.18.a - Value (excl. sponsor support):** $475981694.98
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-04-01
- **C.12 - Maturity Date (WAL):** 2026-04-01
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 47: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385VA1, C.3 - LEI: 2549001DPIFG, C.5 - Other ID: 313385VA1
- **C.18 - Value (incl. sponsor support):** $235004339.22
- **C.18.a - Value (excl. sponsor support):** $235004339.22
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-04-02
- **C.12 - Maturity Date (WAL):** 2026-04-02
- **C.13 - Final Legal Maturity Date:** 2026-04-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 48: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385VN3, C.3 - LEI: 2549001DPIFG, C.5 - Other ID: 313385VN3
- **C.18 - Value (incl. sponsor support):** $244578805.28
- **C.18.a - Value (excl. sponsor support):** $244578805.28
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-04-14
- **C.12 - Maturity Date (WAL):** 2026-04-14
- **C.13 - Final Legal Maturity Date:** 2026-04-14
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 49: Federal Home Loan Bank

- **C.1 - Title:** Federal Home Loan Bank 0.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as no-coupon discount notes)
- **Identifiers:** C.3 - CUSIP: 313385VQ6, C.3 - LEI: 2549001DPIFG, C.5 - Other ID: 313385VQ6
- **C.18 - Value (incl. sponsor support):** $376653325.54
- **C.18.a - Value (excl. sponsor support):** $376653325.54
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-04-16
- **C.12 - Maturity Date (WAL):** 2026-04-16
- **C.13 - Final Legal Maturity Date:** 2026-04-16
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 50: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.200000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERD73, C.4 - ISIN: US3133ERD738, C.3 - LEI: 254900C5LP6D
- **C.18 - Value (incl. sponsor support):** $249110120.25
- **C.18.a - Value (excl. sponsor support):** $249110120.25
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-11-27
- **C.13 - Final Legal Maturity Date:** 2026-11-27
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 51: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.200000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERH20, C.4 - ISIN: US3133ERH200, C.3 - LEI: 254900C5LP6D
- **C.18 - Value (incl. sponsor support):** $248114893.44
- **C.18.a - Value (excl. sponsor support):** $248114893.44
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-12-04
- **C.13 - Final Legal Maturity Date:** 2026-12-04
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 52: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.190000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERSN2, C.4 - ISIN: US3133ERSN26, C.3 - LEI: 254900C5LP6D
- **C.18 - Value (incl. sponsor support):** $237165385.71
- **C.18.a - Value (excl. sponsor support):** $237165385.71
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-09-09
- **C.13 - Final Legal Maturity Date:** 2026-09-09
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 53: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.190000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERUR0, C.4 - ISIN: US3133ERUR02, C.3 - LEI: 254900C5LP6D
- **C.18 - Value (incl. sponsor support):** $233222230.74
- **C.18.a - Value (excl. sponsor support):** $233222230.74
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-09-25
- **C.13 - Final Legal Maturity Date:** 2026-09-25
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 54: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.010000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERVV0, C.4 - ISIN: US3133ERVV05, C.3 - LEI: 254900C5LP6D
- **C.18 - Value (incl. sponsor support):** $48003731.04
- **C.18.a - Value (excl. sponsor support):** $48003731.04
- **C.19 - Percentage of Net Assets:** 0.0200%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-10-02
- **C.13 - Final Legal Maturity Date:** 2026-10-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 55: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.190000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ERZJ3, C.4 - ISIN: US3133ERZJ31, C.3 - LEI: 254900C5LP6D
- **C.18 - Value (incl. sponsor support):** $240176913.60
- **C.18.a - Value (excl. sponsor support):** $240176913.60
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-11-04
- **C.13 - Final Legal Maturity Date:** 2026-11-04
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 56: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 1.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ET2N6, C.4 - ISIN: US3133ET2N62, C.3 - LEI: 254900C5LP6D
- **C.18 - Value (incl. sponsor support):** $212908410.00
- **C.18.a - Value (excl. sponsor support):** $212908410.00
- **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):** 2027-12-01
- **C.13 - Final Legal Maturity Date:** 2027-12-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 57: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.200000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETC70, C.4 - ISIN: US3133ETC702, C.3 - LEI: 254900C5LP6D
- **C.18 - Value (incl. sponsor support):** $178023072.36
- **C.18.a - Value (excl. sponsor support):** $178023072.36
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-10-01
- **C.13 - Final Legal Maturity Date:** 2027-10-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 58: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.200000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETF85, C.4 - ISIN: US3133ETF853, C.3 - LEI: 254900C5LP6D
- **C.18 - Value (incl. sponsor support):** $184026043.36
- **C.18.a - Value (excl. sponsor support):** $184026043.36
- **C.19 - Percentage of Net Assets:** 0.0900%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-10-14
- **C.13 - Final Legal Maturity Date:** 2027-10-14
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 59: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.180000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETL21, C.4 - ISIN: US3133ETL216, C.3 - LEI: 254900C5LP6D
- **C.18 - Value (incl. sponsor support):** $127075115.42
- **C.18.a - Value (excl. sponsor support):** $127075115.42
- **C.19 - Percentage of Net Assets:** 0.0600%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-10-22
- **C.13 - Final Legal Maturity Date:** 2027-10-22
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 60: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.920000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETLU9, C.4 - ISIN: US3133ETLU97, C.3 - LEI: 254900C5LP6D
- **C.18 - Value (incl. sponsor support):** $147013034.49
- **C.18.a - Value (excl. sponsor support):** $147013034.49
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.9100%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-12-18
- **C.13 - Final Legal Maturity Date:** 2026-12-18
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 61: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.940000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETMF1, C.4 - ISIN: US3133ETMF12, C.3 - LEI: 254900C5LP6D
- **C.18 - Value (incl. sponsor support):** $193021390.19
- **C.18.a - Value (excl. sponsor support):** $193021390.19
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-03-23
- **C.13 - Final Legal Maturity Date:** 2027-03-23
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 62: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.000000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETMH7, C.4 - ISIN: US3133ETMH77, C.3 - LEI: 254900C5LP6D
- **C.18 - Value (incl. sponsor support):** $97012946.59
- **C.18.a - Value (excl. sponsor support):** $97012946.59
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-06-23
- **C.13 - Final Legal Maturity Date:** 2027-06-23
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 63: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.165000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETN45, C.4 - ISIN: US3133ETN451, C.3 - LEI: 254900C5LP6D
- **C.18 - Value (incl. sponsor support):** $159021139.05
- **C.18.a - Value (excl. sponsor support):** $159021139.05
- **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):** 2027-08-27
- **C.13 - Final Legal Maturity Date:** 2027-08-27
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 64: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.165000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETRQ2, C.4 - ISIN: US3133ETRQ22, C.3 - LEI: 254900C5LP6D
- **C.18 - Value (incl. sponsor support):** $203187196.45
- **C.18.a - Value (excl. sponsor support):** $203187196.45
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-07-30
- **C.13 - Final Legal Maturity Date:** 2027-07-30
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 65: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.180000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETS40, C.4 - ISIN: US3133ETS401, C.3 - LEI: 254900C5LP6D
- **C.18 - Value (incl. sponsor support):** $488069178.88
- **C.18.a - Value (excl. sponsor support):** $488069178.88
- **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):** 2027-11-10
- **C.13 - Final Legal Maturity Date:** 2027-11-10
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 66: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.165000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETT56, C.4 - ISIN: US3133ETT565, C.3 - LEI: 254900C5LP6D
- **C.18 - Value (incl. sponsor support):** $290055639.40
- **C.18.a - Value (excl. sponsor support):** $290055639.40
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-11-12
- **C.13 - Final Legal Maturity Date:** 2027-11-12
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 67: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 3.950000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETU96, C.4 - ISIN: US3133ETU969, C.3 - LEI: 254900C5LP6D
- **C.18 - Value (incl. sponsor support):** $236990851.80
- **C.18.a - Value (excl. sponsor support):** $236990851.80
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-11-12
- **C.13 - Final Legal Maturity Date:** 2026-11-12
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 68: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.175000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETVS3, C.4 - ISIN: US3133ETVS32, C.3 - LEI: 254900C5LP6D
- **C.18 - Value (incl. sponsor support):** $357195261.15
- **C.18.a - Value (excl. sponsor support):** $357195261.15
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **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:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 69: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.195000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETVX2, C.4 - ISIN: US3133ETVX27, C.3 - LEI: 254900C5LP6D
- **C.18 - Value (incl. sponsor support):** $367034850.32
- **C.18.a - Value (excl. sponsor support):** $367034850.32
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-09-03
- **C.13 - Final Legal Maturity Date:** 2027-09-03
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 70: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.160000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETX69, C.4 - ISIN: US3133ETX690, C.3 - LEI: 254900C5LP6D
- **C.18 - Value (incl. sponsor support):** $159030330.84
- **C.18.a - Value (excl. sponsor support):** $159030330.84
- **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):** 2027-11-19
- **C.13 - Final Legal Maturity Date:** 2027-11-19
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 71: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.180000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETYV3, C.4 - ISIN: US3133ETYV34, C.3 - LEI: 254900C5LP6D
- **C.18 - Value (incl. sponsor support):** $245025276.65
- **C.18.a - Value (excl. sponsor support):** $245025276.65
- **C.19 - Percentage of Net Assets:** 0.1200%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-09-22
- **C.13 - Final Legal Maturity Date:** 2027-09-22
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 72: Federal Farm Credit Bank

- **C.1 - Title:** Federal Farm Credit Bank 4.060000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3133ETZD2, C.4 - ISIN: US3133ETZD27, C.3 - LEI: 254900C5LP6D
- **C.18 - Value (incl. sponsor support):** $96015012.48
- **C.18.a - Value (excl. sponsor support):** $96015012.48
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **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:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 73: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.145000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HB3V1, C.4 - ISIN: US3134HB3V11, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $86055370.24
- **C.18.a - Value (excl. sponsor support):** $86055370.24
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-05-05
- **C.13 - Final Legal Maturity Date:** 2027-05-05
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 74: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.175000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBJ44, C.4 - ISIN: US3134HBJ441, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $561284915.07
- **C.18.a - Value (excl. sponsor support):** $561284915.07
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-08-25
- **C.13 - Final Legal Maturity Date:** 2027-08-25
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 75: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.190000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBQ61, C.4 - ISIN: US3134HBQ610, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $249033749.46
- **C.18.a - Value (excl. sponsor support):** $249033749.46
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-09-22
- **C.13 - Final Legal Maturity Date:** 2027-09-22
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 76: Federal Home Loan Mortgage Corp.

- **C.1 - Title:** Federal Home Loan Mortgage Corp. 4.190000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3134HBU66, C.4 - ISIN: US3134HBU661, C.3 - LEI: N/A
- **C.18 - Value (incl. sponsor support):** $745324989.60
- **C.18.a - Value (excl. sponsor support):** $745324989.60
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-10-06
- **C.13 - Final Legal Maturity Date:** 2027-10-06
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 77: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 4.190000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07L1, C.4 - ISIN: US3135G07L12, C.3 - LEI: B1V7KEBTPIMZ
- **C.18 - Value (incl. sponsor support):** $318220940.04
- **C.18.a - Value (excl. sponsor support):** $318220940.04
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-10-23
- **C.13 - Final Legal Maturity Date:** 2026-10-23
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 78: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 4.310000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G07M9, C.4 - ISIN: US3135G07M94, C.3 - LEI: B1V7KEBTPIMZ
- **C.18 - Value (incl. sponsor support):** $134378145.32
- **C.18.a - Value (excl. sponsor support):** $134378145.32
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-11-05
- **C.13 - Final Legal Maturity Date:** 2027-11-05
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 79: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 4.190000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AA9, C.4 - ISIN: US3135G1AA91, C.3 - LEI: B1V7KEBTPIMZ
- **C.18 - Value (incl. sponsor support):** $694638209.34
- **C.18.a - Value (excl. sponsor support):** $694638209.34
- **C.19 - Percentage of Net Assets:** 0.3500%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **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:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 80: Federal National Mortgage Association

- **C.1 - Title:** Federal National Mortgage Association 4.190000%
- **C.6 - Investment Category:** U.S. Government Agency Debt (if categorized as coupon-paying notes)
- **Identifiers:** C.3 - CUSIP: 3135G1AB7, C.4 - ISIN: US3135G1AB74, C.3 - LEI: B1V7KEBTPIMZ
- **C.18 - Value (incl. sponsor support):** $731666590.00
- **C.18.a - Value (excl. sponsor support):** $731666590.00
- **C.19 - Percentage of Net Assets:** 0.3700%
- **C.17 - Yield as of Reporting Date:** 3.9900%
- **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:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

### Security 81: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797NU7, C.4 - ISIN: US912797NU77, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $2923087531.02
- **C.18.a - Value (excl. sponsor support):** $2923087531.02
- **C.19 - Percentage of Net Assets:** 1.4900%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **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:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 82: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PD3, C.4 - ISIN: US912797PD35, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $484347544.76
- **C.18.a - Value (excl. sponsor support):** $484347544.76
- **C.19 - Percentage of Net Assets:** 0.2500%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **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:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 83: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PM3, C.4 - ISIN: US912797PM34, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $675399755.64
- **C.18.a - Value (excl. sponsor support):** $675399755.64
- **C.19 - Percentage of Net Assets:** 0.3400%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **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:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 84: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797PV3, C.4 - ISIN: US912797PV33, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $382112892.00
- **C.18.a - Value (excl. sponsor support):** $382112892.00
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **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:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 85: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QD2, C.4 - ISIN: US912797QD26, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $1895434231.32
- **C.18.a - Value (excl. sponsor support):** $1895434231.32
- **C.19 - Percentage of Net Assets:** 0.9700%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-04-16
- **C.12 - Maturity Date (WAL):** 2026-04-16
- **C.13 - Final Legal Maturity Date:** 2026-04-16
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 86: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QN0, C.4 - ISIN: US912797QN08, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $3108455424.03
- **C.18.a - Value (excl. sponsor support):** $3108455424.03
- **C.19 - Percentage of Net Assets:** 1.5900%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **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:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 87: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QS9, C.4 - ISIN: US912797QS94, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $1441535560.64
- **C.18.a - Value (excl. sponsor support):** $1441535560.64
- **C.19 - Percentage of Net Assets:** 0.7400%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **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:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 88: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QX8, C.4 - ISIN: US912797QX89, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $472899358.38
- **C.18.a - Value (excl. sponsor support):** $472899358.38
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-06-11
- **C.12 - Maturity Date (WAL):** 2026-06-11
- **C.13 - Final Legal Maturity Date:** 2026-06-11
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 89: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797QY6, C.4 - ISIN: US912797QY62, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $1133767265.15
- **C.18.a - Value (excl. sponsor support):** $1133767265.15
- **C.19 - Percentage of Net Assets:** 0.5800%
- **C.17 - Yield as of Reporting Date:** 3.9700%
- **C.11 - Maturity Date (WAM):** 2025-12-11
- **C.12 - Maturity Date (WAL):** 2025-12-11
- **C.13 - Final Legal Maturity Date:** 2025-12-11
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 90: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RA7, C.4 - ISIN: US912797RA77, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $2302197328.20
- **C.18.a - Value (excl. sponsor support):** $2302197328.20
- **C.19 - Percentage of Net Assets:** 1.1700%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-01-02
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 91: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RF6, C.4 - ISIN: US912797RF64, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $406185744.45
- **C.18.a - Value (excl. sponsor support):** $406185744.45
- **C.19 - Percentage of Net Assets:** 0.2100%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-07-09
- **C.12 - Maturity Date (WAL):** 2026-07-09
- **C.13 - Final Legal Maturity Date:** 2026-07-09
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 92: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RG4, C.4 - ISIN: US912797RG48, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $579688912.44
- **C.18.a - Value (excl. sponsor support):** $579688912.44
- **C.19 - Percentage of Net Assets:** 0.3000%
- **C.17 - Yield as of Reporting Date:** 3.6200%
- **C.11 - Maturity Date (WAM):** 2026-08-06
- **C.12 - Maturity Date (WAL):** 2026-08-06
- **C.13 - Final Legal Maturity Date:** 2026-08-06
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 93: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RH2, C.4 - ISIN: US912797RH21, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $1145392076.50
- **C.18.a - Value (excl. sponsor support):** $1145392076.50
- **C.19 - Percentage of Net Assets:** 0.5800%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-01-08
- **C.12 - Maturity Date (WAL):** 2026-01-08
- **C.13 - Final Legal Maturity Date:** 2026-01-08
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 94: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RK5, C.4 - ISIN: US912797RK59, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $2981294550.00
- **C.18.a - Value (excl. sponsor support):** $2981294550.00
- **C.19 - Percentage of Net Assets:** 1.5200%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2026-01-29
- **C.12 - Maturity Date (WAL):** 2026-01-29
- **C.13 - Final Legal Maturity Date:** 2026-01-29
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 95: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RL3, C.4 - ISIN: US912797RL33, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $1356633788.78
- **C.18.a - Value (excl. sponsor support):** $1356633788.78
- **C.19 - Percentage of Net Assets:** 0.6900%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **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:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 96: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RS8, C.4 - ISIN: US912797RS85, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $293975440.22
- **C.18.a - Value (excl. sponsor support):** $293975440.22
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-09-03
- **C.12 - Maturity Date (WAL):** 2026-09-03
- **C.13 - Final Legal Maturity Date:** 2026-09-03
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 97: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RT6, C.4 - ISIN: US912797RT68, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $1256527408.21
- **C.18.a - Value (excl. sponsor support):** $1256527408.21
- **C.19 - Percentage of Net Assets:** 0.6400%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **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:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RU3, C.4 - ISIN: US912797RU32, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $856268133.12
- **C.18.a - Value (excl. sponsor support):** $856268133.12
- **C.19 - Percentage of Net Assets:** 0.4400%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-02-26
- **C.12 - Maturity Date (WAL):** 2026-02-26
- **C.13 - Final Legal Maturity Date:** 2026-02-26
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 99: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RV1, C.4 - ISIN: US912797RV15, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $1481625100.56
- **C.18.a - Value (excl. sponsor support):** $1481625100.56
- **C.19 - Percentage of Net Assets:** 0.7600%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-03-05
- **C.12 - Maturity Date (WAL):** 2026-03-05
- **C.13 - Final Legal Maturity Date:** 2026-03-05
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 100: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RW9, C.4 - ISIN: US912797RW97, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $1108042511.58
- **C.18.a - Value (excl. sponsor support):** $1108042511.58
- **C.19 - Percentage of Net Assets:** 0.5700%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2025-12-09
- **C.12 - Maturity Date (WAL):** 2025-12-09
- **C.13 - Final Legal Maturity Date:** 2025-12-09
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 101: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RX7, C.4 - ISIN: US912797RX70, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $2357163870.81
- **C.18.a - Value (excl. sponsor support):** $2357163870.81
- **C.19 - Percentage of Net Assets:** 1.2000%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **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:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 102: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RY5, C.4 - ISIN: US912797RY53, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $1885502820.60
- **C.18.a - Value (excl. sponsor support):** $1885502820.60
- **C.19 - Percentage of Net Assets:** 0.9600%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **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:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 103: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RZ2, C.4 - ISIN: US912797RZ29, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $771586745.40
- **C.18.a - Value (excl. sponsor support):** $771586745.40
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2025-12-30
- **C.12 - Maturity Date (WAL):** 2025-12-30
- **C.13 - Final Legal Maturity Date:** 2025-12-30
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 104: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797RZ2, C.4 - ISIN: US912797RZ29, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $770589863.30
- **C.18.a - Value (excl. sponsor support):** $770589863.30
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **C.11 - Maturity Date (WAM):** 2025-12-30
- **C.12 - Maturity Date (WAL):** 2025-12-30
- **C.13 - Final Legal Maturity Date:** 2025-12-30
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SC2, C.4 - ISIN: US912797SC25, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $1257947742.48
- **C.18.a - Value (excl. sponsor support):** $1257947742.48
- **C.19 - Percentage of Net Assets:** 0.6400%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-03-26
- **C.12 - Maturity Date (WAL):** 2026-03-26
- **C.13 - Final Legal Maturity Date:** 2026-03-26
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 106: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SD0, C.4 - ISIN: US912797SD08, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $2079758144.88
- **C.18.a - Value (excl. sponsor support):** $2079758144.88
- **C.19 - Percentage of Net Assets:** 1.0600%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-04-02
- **C.12 - Maturity Date (WAL):** 2026-04-02
- **C.13 - Final Legal Maturity Date:** 2026-04-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 107: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SG3, C.4 - ISIN: US912797SG39, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $381973800.96
- **C.18.a - Value (excl. sponsor support):** $381973800.96
- **C.19 - Percentage of Net Assets:** 0.1900%
- **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:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 108: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SH1, C.4 - ISIN: US912797SH12, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $768345040.38
- **C.18.a - Value (excl. sponsor support):** $768345040.38
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 3.8800%
- **C.11 - Maturity Date (WAM):** 2026-01-27
- **C.12 - Maturity Date (WAL):** 2026-01-27
- **C.13 - Final Legal Maturity Date:** 2026-01-27
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 109: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SJ7, C.4 - ISIN: US912797SJ77, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $556285581.60
- **C.18.a - Value (excl. sponsor support):** $556285581.60
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-02-03
- **C.12 - Maturity Date (WAL):** 2026-02-03
- **C.13 - Final Legal Maturity Date:** 2026-02-03
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 110: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SK4, C.4 - ISIN: US912797SK41, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $433661437.44
- **C.18.a - Value (excl. sponsor support):** $433661437.44
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-10-29
- **C.12 - Maturity Date (WAL):** 2026-10-29
- **C.13 - Final Legal Maturity Date:** 2026-10-29
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 111: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SN8, C.4 - ISIN: US912797SN89, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $826228842.68
- **C.18.a - Value (excl. sponsor support):** $826228842.68
- **C.19 - Percentage of Net Assets:** 0.4200%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-04-30
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 112: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SP3, C.4 - ISIN: US912797SP38, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $1389549877.76
- **C.18.a - Value (excl. sponsor support):** $1389549877.76
- **C.19 - Percentage of Net Assets:** 0.7100%
- **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:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 113: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SR9, C.4 - ISIN: US912797SR93, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $369030428.16
- **C.18.a - Value (excl. sponsor support):** $369030428.16
- **C.19 - Percentage of Net Assets:** 0.1900%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **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:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 114: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797ST5, C.4 - ISIN: US912797ST59, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $140660576.48
- **C.18.a - Value (excl. sponsor support):** $140660576.48
- **C.19 - Percentage of Net Assets:** 0.0700%
- **C.17 - Yield as of Reporting Date:** 3.7800%
- **C.11 - Maturity Date (WAM):** 2026-03-03
- **C.12 - Maturity Date (WAL):** 2026-03-03
- **C.13 - Final Legal Maturity Date:** 2026-03-03
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 115: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SU2, C.4 - ISIN: US912797SU23, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $302175624.29
- **C.18.a - Value (excl. sponsor support):** $302175624.29
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.5900%
- **C.11 - Maturity Date (WAM):** 2026-11-27
- **C.12 - Maturity Date (WAL):** 2026-11-27
- **C.13 - Final Legal Maturity Date:** 2026-11-27
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 116: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SV0, C.4 - ISIN: US912797SV06, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $1135985987.04
- **C.18.a - Value (excl. sponsor support):** $1135985987.04
- **C.19 - Percentage of Net Assets:** 0.5800%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **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:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 117: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SW8, C.4 - ISIN: US912797SW88, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $1132248559.66
- **C.18.a - Value (excl. sponsor support):** $1132248559.66
- **C.19 - Percentage of Net Assets:** 0.5800%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-05-28
- **C.12 - Maturity Date (WAL):** 2026-05-28
- **C.13 - Final Legal Maturity Date:** 2026-05-28
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 118: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797SZ1, C.4 - ISIN: US912797SZ10, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $837756197.74
- **C.18.a - Value (excl. sponsor support):** $837756197.74
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2026-03-17
- **C.12 - Maturity Date (WAL):** 2026-03-17
- **C.13 - Final Legal Maturity Date:** 2026-03-17
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 119: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TA5, C.4 - ISIN: US912797TA59, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $784746176.14
- **C.18.a - Value (excl. sponsor support):** $784746176.14
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **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:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 120: U.S. Treasury Bill

- **C.1 - Title:** U.S. Treasury Bill 0.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912797TB3, C.4 - ISIN: US912797TB33, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $1527986642.91
- **C.18.a - Value (excl. sponsor support):** $1527986642.91
- **C.19 - Percentage of Net Assets:** 0.7800%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-03-31
- **C.12 - Maturity Date (WAL):** 2026-03-31
- **C.13 - Final Legal Maturity Date:** 2026-03-31
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 1.500000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 9128282A7, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $442063848.00
- **C.18.a - Value (excl. sponsor support):** $442063848.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.7300%
- **C.11 - Maturity Date (WAM):** 2026-08-15
- **C.12 - Maturity Date (WAL):** 2026-08-15
- **C.13 - Final Legal Maturity Date:** 2026-08-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 2.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 9128285T3, C.4 - ISIN: US9128285T35, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $315657481.28
- **C.18.a - Value (excl. sponsor support):** $315657481.28
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.9200%
- **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:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 1.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 9128287B0, C.4 - ISIN: US9128287B09, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $87063781.20
- **C.18.a - Value (excl. sponsor support):** $87063781.20
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 1.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828P46, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $435014918.76
- **C.18.a - Value (excl. sponsor support):** $435014918.76
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-02-15
- **C.12 - Maturity Date (WAL):** 2026-02-15
- **C.13 - Final Legal Maturity Date:** 2026-02-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 1.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 912828R36, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $283256659.40
- **C.18.a - Value (excl. sponsor support):** $283256659.40
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-05-15
- **C.12 - Maturity Date (WAL):** 2026-05-15
- **C.13 - Final Legal Maturity Date:** 2026-05-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 0.375000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CBC4, C.4 - ISIN: US91282CBC47, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $348022381.20
- **C.18.a - Value (excl. sponsor support):** $348022381.20
- **C.19 - Percentage of Net Assets:** 0.1800%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **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:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 0.375000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CBH3, C.4 - ISIN: US91282CBH34, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $790297360.35
- **C.18.a - Value (excl. sponsor support):** $790297360.35
- **C.19 - Percentage of Net Assets:** 0.4000%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2026-01-31
- **C.12 - Maturity Date (WAL):** 2026-01-31
- **C.13 - Final Legal Maturity Date:** 2026-01-31
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 0.750000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CBT7, C.4 - ISIN: US91282CBT71, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $306958924.80
- **C.18.a - Value (excl. sponsor support):** $306958924.80
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-03-31
- **C.12 - Maturity Date (WAL):** 2026-03-31
- **C.13 - Final Legal Maturity Date:** 2026-03-31
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 0.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CCP4, C.4 - ISIN: US91282CCP41, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $290040214.64
- **C.18.a - Value (excl. sponsor support):** $290040214.64
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-07-31
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 1.125000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CDG3, C.4 - ISIN: US91282CDG33, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $291267551.22
- **C.18.a - Value (excl. sponsor support):** $291267551.22
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-10-31
- **C.12 - Maturity Date (WAL):** 2026-10-31
- **C.13 - Final Legal Maturity Date:** 2026-10-31
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 4.000000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CGA3, C.4 - ISIN: US91282CGA36, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $76999022.87
- **C.18.a - Value (excl. sponsor support):** $76999022.87
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2025-12-15
- **C.12 - Maturity Date (WAL):** 2025-12-15
- **C.13 - Final Legal Maturity Date:** 2025-12-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 3.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CGE5, C.4 - ISIN: US91282CGE57, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $559009614.80
- **C.18.a - Value (excl. sponsor support):** $559009614.80
- **C.19 - Percentage of Net Assets:** 0.2900%
- **C.17 - Yield as of Reporting Date:** 3.8100%
- **C.11 - Maturity Date (WAM):** 2026-01-15
- **C.12 - Maturity Date (WAL):** 2026-01-15
- **C.13 - Final Legal Maturity Date:** 2026-01-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 4.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CGR6, C.4 - ISIN: US91282CGR60, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $314787964.16
- **C.18.a - Value (excl. sponsor support):** $314787964.16
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.7100%
- **C.11 - Maturity Date (WAM):** 2026-03-15
- **C.12 - Maturity Date (WAL):** 2026-03-15
- **C.13 - Final Legal Maturity Date:** 2026-03-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 3.750000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CGV7, C.4 - ISIN: US91282CGV72, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $284010011.00
- **C.18.a - Value (excl. sponsor support):** $284010011.00
- **C.19 - Percentage of Net Assets:** 0.1400%
- **C.17 - Yield as of Reporting Date:** 3.7200%
- **C.11 - Maturity Date (WAM):** 2026-04-15
- **C.12 - Maturity Date (WAL):** 2026-04-15
- **C.13 - Final Legal Maturity Date:** 2026-04-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 4.125000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CHH7, C.4 - ISIN: US91282CHH79, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $300676827.00
- **C.18.a - Value (excl. sponsor support):** $300676827.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-06-15
- **C.12 - Maturity Date (WAL):** 2026-06-15
- **C.13 - Final Legal Maturity Date:** 2026-06-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 4.500000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CHM6, C.4 - ISIN: US91282CHM64, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $541604253.96
- **C.18.a - Value (excl. sponsor support):** $541604253.96
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-07-15
- **C.12 - Maturity Date (WAL):** 2026-07-15
- **C.13 - Final Legal Maturity Date:** 2026-07-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 4.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CHY0, C.4 - ISIN: US91282CHY03, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $204506517.81
- **C.18.a - Value (excl. sponsor support):** $204506517.81
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.6500%
- **C.11 - Maturity Date (WAM):** 2026-09-15
- **C.12 - Maturity Date (WAL):** 2026-09-15
- **C.13 - Final Legal Maturity Date:** 2026-09-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 4.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJC6, C.4 - ISIN: US91282CJC64, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $446641628.34
- **C.18.a - Value (excl. sponsor support):** $446641628.34
- **C.19 - Percentage of Net Assets:** 0.2300%
- **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:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 139: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 4.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJK8, C.4 - ISIN: US91282CJK80, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $460207338.72
- **C.18.a - Value (excl. sponsor support):** $460207338.72
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.6300%
- **C.11 - Maturity Date (WAM):** 2026-11-15
- **C.12 - Maturity Date (WAL):** 2026-11-15
- **C.13 - Final Legal Maturity Date:** 2026-11-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 140: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 4.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJL6, C.4 - ISIN: US91282CJL63, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $429000000.00
- **C.18.a - Value (excl. sponsor support):** $429000000.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.8800%
- **C.11 - Maturity Date (WAM):** 2025-11-30
- **C.12 - Maturity Date (WAL):** 2025-11-30
- **C.13 - Final Legal Maturity Date:** 2025-11-30
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 141: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 4.375000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJP7, C.4 - ISIN: US91282CJP77, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $469597203.12
- **C.18.a - Value (excl. sponsor support):** $469597203.12
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.6100%
- **C.11 - Maturity Date (WAM):** 2026-12-15
- **C.12 - Maturity Date (WAL):** 2026-12-15
- **C.13 - Final Legal Maturity Date:** 2026-12-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 4.250000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CJS1, C.4 - ISIN: US91282CJS17, C.3 - LEI: 254900HROIFW, C.5 - Other ID: 91282CJS1_4.25_1231
- **C.18 - Value (incl. sponsor support):** $760257685.60
- **C.18.a - Value (excl. sponsor support):** $760257685.60
- **C.19 - Percentage of Net Assets:** 0.3900%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **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:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 4.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKB6, C.4 - ISIN: US91282CKB62, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $474835605.12
- **C.18.a - Value (excl. sponsor support):** $474835605.12
- **C.19 - Percentage of Net Assets:** 0.2400%
- **C.17 - Yield as of Reporting Date:** 3.8600%
- **C.11 - Maturity Date (WAM):** 2026-02-28
- **C.12 - Maturity Date (WAL):** 2026-02-28
- **C.13 - Final Legal Maturity Date:** 2026-02-28
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 144: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 4.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKK6, C.4 - ISIN: US91282CKK61, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $336505975.75
- **C.18.a - Value (excl. sponsor support):** $336505975.75
- **C.19 - Percentage of Net Assets:** 0.1700%
- **C.17 - Yield as of Reporting Date:** 3.7600%
- **C.11 - Maturity Date (WAM):** 2026-04-30
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 145: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 4.875000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKS9, C.4 - ISIN: US91282CKS97, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $302595020.07
- **C.18.a - Value (excl. sponsor support):** $302595020.07
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-05-31
- **C.12 - Maturity Date (WAL):** 2026-05-31
- **C.13 - Final Legal Maturity Date:** 2026-05-31
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 146: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 4.625000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CKY6, C.4 - ISIN: US91282CKY65, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $305506554.08
- **C.18.a - Value (excl. sponsor support):** $305506554.08
- **C.19 - Percentage of Net Assets:** 0.1600%
- **C.17 - Yield as of Reporting Date:** 3.7500%
- **C.11 - Maturity Date (WAM):** 2026-06-30
- **C.12 - Maturity Date (WAL):** 2026-06-30
- **C.13 - Final Legal Maturity Date:** 2026-06-30
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 147: U.S. Treasury Floating Rate Note

- **C.1 - Title:** U.S. Treasury Floating Rate Note 3.962400%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLA7, C.4 - ISIN: US91282CLA70, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $1902137673.83
- **C.18.a - Value (excl. sponsor support):** $1902137673.83
- **C.19 - Percentage of Net Assets:** 0.9700%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-07-31
- **C.13 - Final Legal Maturity Date:** 2026-07-31
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 3.750000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLH2, C.4 - ISIN: US91282CLH24, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $296089605.12
- **C.18.a - Value (excl. sponsor support):** $296089605.12
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2026-08-31
- **C.12 - Maturity Date (WAL):** 2026-08-31
- **C.13 - Final Legal Maturity Date:** 2026-08-31
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 149: U.S. Treasury Note

- **C.1 - Title:** U.S. Treasury Note 3.500000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLP4, C.4 - ISIN: US91282CLP40, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $450395263.12
- **C.18.a - Value (excl. sponsor support):** $450395263.12
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.6600%
- **C.11 - Maturity Date (WAM):** 2026-09-30
- **C.12 - Maturity Date (WAL):** 2026-09-30
- **C.13 - Final Legal Maturity Date:** 2026-09-30
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 150: U.S. Treasury Floating Rate Note

- **C.1 - Title:** U.S. Treasury Floating Rate Note 3.985400%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLT6, C.4 - ISIN: US91282CLT61, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $2519768521.71
- **C.18.a - Value (excl. sponsor support):** $2519768521.71
- **C.19 - Percentage of Net Assets:** 1.2900%
- **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:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Note 4.250000%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CLY5, C.4 - ISIN: US91282CLY56, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $458702087.28
- **C.18.a - Value (excl. sponsor support):** $458702087.28
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.6400%
- **C.11 - Maturity Date (WAM):** 2026-11-30
- **C.12 - Maturity Date (WAL):** 2026-11-30
- **C.13 - Final Legal Maturity Date:** 2026-11-30
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 152: U.S. Treasury Floating Rate Note

- **C.1 - Title:** U.S. Treasury Floating Rate Note 3.878400%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMJ7, C.4 - ISIN: US91282CMJ70, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $1145058114.06
- **C.18.a - Value (excl. sponsor support):** $1145058114.06
- **C.19 - Percentage of Net Assets:** 0.5800%
- **C.17 - Yield as of Reporting Date:** 3.9400%
- **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:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 153: U.S. Treasury Floating Rate Note

- **C.1 - Title:** U.S. Treasury Floating Rate Note 3.940400%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CMX6, C.4 - ISIN: US91282CMX64, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $2128562128.57
- **C.18.a - Value (excl. sponsor support):** $2128562128.57
- **C.19 - Percentage of Net Assets:** 1.0900%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **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:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 154: U.S. Treasury Floating Rate Note

- **C.1 - Title:** U.S. Treasury Floating Rate Note 3.939400%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CNQ0, C.4 - ISIN: US91282CNQ05, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $2855291472.13
- **C.18.a - Value (excl. sponsor support):** $2855291472.13
- **C.19 - Percentage of Net Assets:** 1.4600%
- **C.17 - Yield as of Reporting Date:** 3.9500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-07-31
- **C.13 - Final Legal Maturity Date:** 2027-07-31
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **C.1 - Title:** U.S. Treasury Floating Rate Note 3.970400%
- **C.6 - Investment Category:** U.S. Treasury Debt
- **Identifiers:** C.3 - CUSIP: 91282CPG0, C.4 - ISIN: US91282CPG05, C.3 - LEI: 254900HROIFW
- **C.18 - Value (incl. sponsor support):** $3344227425.44
- **C.18.a - Value (excl. sponsor support):** $3344227425.44
- **C.19 - Percentage of Net Assets:** 1.7100%
- **C.17 - Yield as of Reporting Date:** 3.9600%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2027-10-31
- **C.13 - Final Legal Maturity Date:** 2027-10-31
- **C.10 - Ratings:** Moody's Investors Service, Inc.: Aa1; Standard and Poor's Ratings Services: AA+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 156: JP Morgan Securities LLC

- **C.1 - Title:** JP Morgan Securities LLC 4.210000%
- **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: ARP0QZ5G8, C.3 - LEI: ZBUT11V806EZ, C.5 - Other ID: ARP0QZ5G8_4.21_0227
- **C.18 - Value (incl. sponsor support):** $1125000000.00
- **C.18.a - Value (excl. sponsor support):** $1125000000.00
- **C.19 - Percentage of Net Assets:** 0.5700%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **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:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp.         | 2029-01-25      | N/A      | 0.0000% | $42024000.00       | $32021111.33       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2029-08-25      | 0.1000%  | 0.0000% | $54414000.00       | $183375.18         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2028-12-26      | 10.6019% | 0.0000% | $61175296.00       | $29774125.49       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2036-05-01      | 3.4935%  | 0.0000% | $163946496.00      | $92444.80          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-03-15      | 3.0000%  | 0.0000% | $130979.00         | $11962.44          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2042-05-25      | 2.3637%  | 0.0000% | $32571392.00       | $375128.08         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-02-25      | 1.9637%  | 0.0000% | $37500000.00       | $1087621.34        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-02-25      | 3.0000%  | 0.0000% | $1600000.00        | $2234139.20        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-07-25      | N/A      | 0.0000% | $16000000.00       | $2626076.61        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2045-01-25      | 1.9137%  | 0.0000% | $59090000.00       | $1127222.79        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2045-01-25      | 2.0637%  | 0.0000% | $134349000.00      | $1474354.30        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2045-06-25      | 6.5000%  | 0.0000% | $19649728.00       | $171340.99         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2035-06-25      | 3.5000%  | 0.0000% | $14000000.00       | $138526.44         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2044-06-25      | 4.0000%  | 0.0000% | $2967500.00        | $6272.19           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2045-11-25      | 4.0000%  | 0.0000% | $10270000.00       | $299123.24         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2046-11-25      | 1.9137%  | 0.0000% | $67082240.00       | $346818.48         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-06-25      | 1.9637%  | 0.0000% | $7500000.00        | $223845.96         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2048-06-25      | 4.0000%  | 0.0000% | $5400000.00        | $3417579.67        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2048-11-25      | 3.5000%  | 0.0000% | $6500000.00        | $4388486.23        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2041-10-25      | 2.1137%  | 0.0000% | $133024000.00      | $5025430.44        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2041-08-25      | 0.3226%  | 0.0000% | $132816128.00      | $225734.54         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-09-25      | 4.0000%  | 0.0000% | $72732416.00       | $4790551.98        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-04-25      | 2.5000%  | 0.0000% | $17688896.00       | $1518019.24        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-03-25      | 3.0000%  | 0.0000% | $2000000.00        | $1566599.83        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-04-25      | 3.5000%  | 0.0000% | $2000000.00        | $1818182.95        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-08-25      | 4.7718%  | 0.0000% | $27746000.00       | $20058869.22       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-11-25      | 5.0000%  | 0.0000% | $10318736.00       | $11834710.72       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-02-25      | 5.0000%  | 0.0000% | $9517200.00        | $10657017.69       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-06-25      | 1.6782%  | 0.0000% | $50000000.00       | $2662870.55        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-11-25      | 1.3282%  | 0.0000% | $80910336.00       | $4960595.47        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-11-25      | 0.5500%  | 0.0000% | $5000000.00        | $67908.18          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-11-25      | 0.1000%  | 0.0000% | $12000000.00       | $40356.10          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-02-25      | 5.0000%  | 0.0000% | $14975104.00       | $15287821.65       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-01-25      | 5.5000%  | 0.0000% | $51633600.00       | $55181998.14       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-08-25      | 0.1000%  | 0.0000% | $75000000.00       | $214071.95         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-08-25      | 4.5000%  | 0.0000% | $7898480.00        | $7573152.24        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2027-02-25      | N/A      | 0.0000% | $67192192.00       | $64369231.62       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2031-11-25      | 1.8430%  | 0.0000% | $31641440.00       | $29572404.82       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-10-25      | 0.9282%  | 0.0000% | $300000000.00      | $9722134.52        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-09-25      | 1.3282%  | 0.0000% | $120000000.00      | $9723171.10        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2032-02-15      | 2.3935%  | 0.0000% | $36225024.00       | $177241.98         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2041-12-15      | 4.0000%  | 0.0000% | $24277536.00       | $6637354.19        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2042-08-15      | 1.7435%  | 0.0000% | $37174976.00       | $600018.00         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2042-10-15      | 3.0000%  | 0.0000% | $13364912.00       | $4215912.56        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2044-05-15      | 3.0000%  | 0.0000% | $1107000.00        | $1087474.54        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2041-06-15      | 1.7435%  | 0.0000% | $108854272.00      | $1383403.36        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2045-02-15      | 3.5000%  | 0.0000% | $13488625.00       | $110840.71         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2045-01-25      | 2.1492%  | 0.0000% | $11388000.00       | $272450.49         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2045-07-25      | 2.2630%  | 0.0000% | $8530000.00        | $282765.76         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2048-03-15      | 3.0000%  | 0.0000% | $6105000.00        | $2789263.90        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2046-02-25      | 2.2057%  | 0.0000% | $14411000.00       | $697251.30         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2039-07-25      | 3.5000%  | 0.0000% | $40267200.00       | $1145569.39        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2047-12-15      | 0.1500%  | 0.0000% | $7464136.00        | $12496.31          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2044-03-25      | 0.2720%  | 0.0000% | $39165952.00       | $26520.32          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2049-12-25      | N/A      | 0.0000% | $89833462.00       | $15811.06          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-09-25      | 2.0000%  | 0.0000% | $642919.00         | $332094.15         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-06-25      | 4.0000%  | 0.0000% | $3000000.00        | $2852212.75        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-10-25      | 5.0000%  | 0.0000% | $7000000.00        | $7847004.85        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-11-25      | 4.5298%  | 0.0000% | $20180000.00       | $4876645.44        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2048-09-15      | N/A      | 0.0000% | $2740488.00        | $1597721.89        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-07-25      | 3.0282%  | 0.0000% | $49689400.00       | $2648960.67        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-09-25      | 1.1282%  | 0.0000% | $68734080.00       | $2327896.90        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-09-25      | 2.4282%  | 0.0000% | $35603008.00       | $2258845.56        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-04-25      | 6.5000%  | 0.0000% | $19558912.00       | $1351658.50        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-11-25      | 1.1782%  | 0.0000% | $66055552.00       | $2555605.18        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-02-25      | 1.7282%  | 0.0000% | $104634880.00      | $8032900.05        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-09-25      | 1.0782%  | 0.0000% | $86153728.00       | $2169239.62        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-02-25      | 1.7782%  | 0.0000% | $50000000.00       | $4117513.12        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-02-25      | 6.5000%  | 0.0000% | $11141000.00       | $1442301.58        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-11-25      | 0.2282%  | 0.0000% | $2259000000.00     | $39358296.80       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-05-25      | 0.8282%  | 0.0000% | $113686912.00      | $4230704.49        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-06-25      | 0.9782%  | 0.0000% | $160028928.00      | $10266078.68       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-07-25      | 1.8282%  | 0.0000% | $161878528.00      | $9616675.59        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-06-25      | 0.2282%  | 0.0000% | $285000000.00      | $5767887.23        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-03-25      | 0.7282%  | 0.0000% | $28636512.00       | $875156.20         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2033-08-15      | 5.5000%  | 0.0000% | $22500000.00       | $1796807.34        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2037-06-25      | 2.5437%  | 0.0000% | $186379264.00      | $305308.66         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2036-10-25      | 4.5663%  | 0.0000% | $247476224.00      | $183654.11         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2038-09-25      | 6.0000%  | 0.0000% | $124093000.00      | $216871.17         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-07-20      | 0.1000%  | 0.0000% | $50000000.00       | $128785.60         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-09-20      | 1.9011%  | 0.0000% | $65730048.00       | $1337125.28        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 0.7011%  | 0.0000% | $76260080.00       | $4082477.00        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 1.9011%  | 0.0000% | $101984896.00      | $4347141.26        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-09-20      | 0.9011%  | 0.0000% | $37044800.00       | $300032.72         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 1.8511%  | 0.0000% | $469099520.00      | $29307026.48       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 0.5011%  | 0.0000% | $70000000.00       | $1483123.02        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 2.6011%  | 0.0000% | $150000000.00      | $4615757.96        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 1.9011%  | 0.0000% | $49828352.00       | $3215545.59        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-05-20      | 4.5000%  | 0.0000% | $47916800.00       | $48144928.49       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 5.0000%  | 0.0000% | $998564.00         | $994781.84         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-03-20      | 3.5000%  | 0.0000% | $40000000.00       | $38933082.87       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-06-20      | N/A      | 0.0000% | $30000000.00       | $319489.73         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-01-20      | 0.1000%  | 0.0000% | $55000000.00       | $143444.46         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-04-20      | 0.0500%  | 0.0000% | $96972800.00       | $70593.17          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-09-20      | 1.3011%  | 0.0000% | $85500000.00       | $2185249.82        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-08-20      | 1.6011%  | 0.0000% | $34801088.00       | $2152831.22        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-20      | 0.1500%  | 0.0000% | $129000000.00      | $133028.70         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-20      | 1.5111%  | 0.0000% | $50396544.00       | $2248436.15        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-09-20      | 1.6011%  | 0.0000% | $89176832.00       | $5068517.41        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-09-20      | 1.5011%  | 0.0000% | $115921152.00      | $4857572.66        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 1.5511%  | 0.0000% | $25000000.00       | $1361594.02        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-09-20      | 3.0000%  | 0.0000% | $24021000.00       | $14768553.00       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 1.7011%  | 0.0000% | $50466480.00       | $2685144.23        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 6.0000%  | 0.0000% | $5555552.00        | $499234.97         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 1.1011%  | 0.0000% | $170000000.00      | $6279172.29        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 1.2011%  | 0.0000% | $95000000.00       | $2614270.27        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 0.0500%  | 0.0000% | $20000000.00       | $21843.46          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 3.1011%  | 0.0000% | $87638272.00       | $8081136.80        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-07-20      | 1.9011%  | 0.0000% | $75000000.00       | $4309835.23        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-07-20      | 5.0989%  | 0.0000% | $50000000.00       | $41149676.55       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-12-16      | 2.0176%  | 0.0000% | $94000000.00       | $466638.38         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-12-16      | 0.7850%  | 0.0000% | $195346432.00      | $104922.44         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2042-10-16      | 2.5000%  | 0.0000% | $21603200.00       | $18665283.50       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-11-16      | 0.4050%  | 0.0000% | $151298048.00      | $95257.90          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2039-09-16      | 6.0000%  | 0.0000% | $229277696.00      | $33513.18          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-02-20      | 4.0000%  | 0.0000% | $12691264.00       | $137373.99         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-09-16      | 4.7500%  | 0.0000% | $37984000.00       | $15684054.67       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-11-16      | 4.2500%  | 0.0000% | $12828500.00       | $1181246.92        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2041-04-20      | 2.5257%  | 0.0000% | $25000000.00       | $98753.26          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2041-10-16      | 2.0266%  | 0.0000% | $9535168.00        | $137631.48         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-16      | 2.7833%  | 0.0000% | $375000.00         | $425659.71         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-08-20      | 5.0000%  | 0.0000% | $21703072.00       | $141082.05         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-03-16      | 0.4819%  | 0.0000% | $100000000.00      | $118004.49         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-06-20      | 2.0757%  | 0.0000% | $64075000.00       | $552799.68         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-09-20      | 1.5257%  | 0.0000% | $68045184.00       | $418910.06         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-10-16      | 0.5882%  | 0.0000% | $186330000.00      | $940852.84         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-03-16      | 2.1266%  | 0.0000% | $315000000.00      | $2566741.92        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-07-16      | 5.5000%  | 0.0000% | $109284992.00      | $862083.24         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-12-20      | 2.1257%  | 0.0000% | $29461760.00       | $243024.02         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-03-20      | 6.0000%  | 0.0000% | $33925120.00       | $536699.50         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2057-08-16      | 0.6670%  | 0.0000% | $114995000.00      | $553747.55         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2058-09-16      | 0.6807%  | 0.0000% | $75000000.00       | $766396.94         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2058-12-16      | 0.3499%  | 0.0000% | $149111000.00      | $604994.73         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2059-08-16      | 0.7663%  | 0.0000% | $150000000.00      | $2214819.59        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2059-05-16      | 0.6360%  | 0.0000% | $162972416.00      | $1387051.63        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2057-01-16      | 0.5963%  | 0.0000% | $21924000.00       | $105257.68         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-10-16      | 3.0000%  | 0.0000% | $11224848.00       | $9934800.16        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-11-20      | 3.0000%  | 0.0000% | $1469526.00        | $852030.31         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-11-16      | 5.5000%  | 0.0000% | $20049824.00       | $597721.98         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-01-16      | 0.4861%  | 0.0000% | $58010112.00       | $1008972.30        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-03-16      | 0.7179%  | 0.0000% | $90056832.00       | $1026249.81        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-11-16      | 0.6708%  | 0.0000% | $91023616.00       | $1722309.49        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-10-16      | 0.6940%  | 0.0000% | $285230080.00      | $11494011.71       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-09-16      | 1.2711%  | 0.0000% | $121710336.00      | $9605504.88        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-08-16      | 0.8742%  | 0.0000% | $662500000.00      | $36515599.22       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-08-16      | 1.1445%  | 0.0000% | $12700000.00       | $764986.94         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-01-20      | 2.1757%  | 0.0000% | $63902848.00       | $1501660.80        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-03-20      | 5.0000%  | 0.0000% | $15067800.00       | $307697.15         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-08-20      | 2.1257%  | 0.0000% | $11563344.00       | $177646.52         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-09-20      | 2.1257%  | 0.0000% | $47757504.00       | $968102.12         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-02-20      | 1.9757%  | 0.0000% | $56361920.00       | $1388210.41        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-11-16      | 0.8754%  | 0.0000% | $16300000.00       | $1016807.66        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-10-16      | 0.9490%  | 0.0000% | $252959000.00      | $16060785.33       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-10-16      | 0.9667%  | 0.0000% | $237500000.00      | $14853269.58       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-05-16      | 0.9789%  | 0.0000% | $180000000.00      | $11720414.47       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-01-16      | 0.9697%  | 0.0000% | $6800000.00        | $444581.61         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-02-16      | 0.1000%  | 0.0000% | $120230528.00      | $549299.87         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-03-16      | 0.7559%  | 0.0000% | $215806000.00      | $10339165.47       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-03-16      | 0.7482%  | 0.0000% | $237500000.00      | $11395087.78       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2068-01-16      | 0.8123%  | 0.0000% | $150000000.00      | $11550265.36       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-07-16      | 0.7168%  | 0.0000% | $200000000.00      | $10732491.38       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-08-16      | 0.6249%  | 0.0000% | $144291584.00      | $8764312.72        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-07-16      | 0.8504%  | 0.0000% | $50471440.00       | $3338537.23        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-04-16      | 0.5024%  | 0.0000% | $150000000.00      | $9209666.78        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-07-20      | 1.0711%  | 0.0000% | $140050688.00      | $6210398.73        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-07-20      | 1.0511%  | 0.0000% | $134452224.00      | $6046772.04        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-07-20      | 1.0511%  | 0.0000% | $170547712.00      | $7648462.70        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 0.4011%  | 0.0000% | $2000000000.00     | $34005346.68       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-08-20      | 1.9011%  | 0.0000% | $123399552.00      | $4361072.56        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 2.5011%  | 0.0000% | $187249664.00      | $11234800.85       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 2.4511%  | 0.0000% | $204966912.00      | $25192124.00       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 2.4233%  | 0.0000% | $58624576.00       | $5269642.94        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 1.1511%  | 0.0000% | $139000000.00      | $7875496.39        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-07-20      | 6.0000%  | 0.0000% | $24885920.00       | $3143987.55        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | N/A      | 0.0000% | $89997312.00       | $54984.79          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 5.0000%  | 0.0000% | $10472144.00       | $10223788.45       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-07-20      | 5.0000%  | 0.0000% | $39461824.00       | $39251380.31       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | 5.2500%  | 0.0000% | $31676000.00       | $31972123.09       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | 2.4511%  | 0.0000% | $81741952.00       | $7994654.07        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-05-20      | 2.0257%  | 0.0000% | $62000000.00       | $509792.35         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-01-20      | N/A      | 0.0000% | $100000000.00      | $256035.27         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-03-20      | 0.1000%  | 0.0000% | $14208624.00       | $20962.88          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-10-20      | N/A      | 0.0000% | $55205500.00       | $268558.29         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-10-20      | N/A      | 0.0000% | $78537856.00       | $459425.59         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-02-20      | 2.5000%  | 0.0000% | $4858500.00        | $658709.47         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-05-20      | N/A      | 0.0000% | $7000000.00        | $169710.16         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | 2.2257%  | 0.0000% | $50000000.00       | $4859784.74        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-07-20      | 2.2257%  | 0.0000% | $17500000.00       | $1693427.83        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | N/A      | 0.0000% | $105852928.00      | $76963.57          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | 1.9011%  | 0.0000% | $79452800.00       | $6171861.39        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 0.6011%  | 0.0000% | $166000000.00      | $6547571.01        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 0.6511%  | 0.0000% | $173533696.00      | $6576020.08        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | 5.0000%  | 0.0000% | $9348416.00        | $9057006.36        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-03-20      | 4.5000%  | 0.0000% | $12596688.00       | $100624.19         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | N/A      | 0.0000% | $235741184.00      | $215834.86         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-12-20      | 0.1000%  | 0.0000% | $24997888.00       | $19439.04          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-02-20      | N/A      | 0.0000% | $29999104.00       | $9083.11           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-03-20      | 3.0000%  | 0.0000% | $1158000.00        | $821243.53         | Agency Collateralized Mortgage Obligation |

### Security 157: Natixis SA

- **C.1 - Title:** Natixis SA 4.100000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP0RWG15, C.3 - LEI: KX1WK48MPD4Y, C.5 - Other ID: ARP0RWG15_4.10_1205
- **C.18 - Value (incl. sponsor support):** $75000000.00
- **C.18.a - Value (excl. sponsor support):** $75000000.00
- **C.19 - Percentage of Net Assets:** 0.0400%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2025-12-05
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp.         | 2053-01-01      | 6.0000%  | 0.0000% | $1197.00           | $922.35            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-08-01      | 3.8600%  | 0.0000% | $1169.00           | $1148.70           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-03-25      | 2.2637%  | 0.0000% | $21315952.00       | $211558.29         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-01-25      | 3.0000%  | 0.0000% | $750160.00         | $881888.79         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2033-10-25      | 3.0000%  | 0.0000% | $2500000.00        | $1504306.35        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2044-01-25      | 3.5000%  | 0.0000% | $4000000.00        | $3279548.45        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2046-07-25      | 3.0000%  | 0.0000% | $5317338.00        | $2113690.09        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2047-02-25      | 3.0000%  | 0.0000% | $766070.00         | $422621.26         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2047-07-25      | 3.5000%  | 0.0000% | $3523175.00        | $1921738.38        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2029-04-25      | 3.1199%  | 0.0000% | $1000.00           | $434.55            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2047-07-25      | 3.0000%  | 0.0000% | $3000000.00        | $1921989.70        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2048-10-25      | 3.5000%  | 0.0000% | $3004007.00        | $1584104.58        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-01-25      | 2.5000%  | 0.0000% | $3170000.00        | $2086977.01        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2047-06-15      | 3.0000%  | 0.0000% | $6000000.00        | $3907069.48        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-09-25      | 2.0000%  | 0.0000% | $12169060.00       | $7123447.98        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-08-25      | 2.5000%  | 0.0000% | $1776000.00        | $1310776.41        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-11-25      | 5.5000%  | 0.0000% | $2000000.00        | $2409599.91        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2036-02-15      | 5.5000%  | 0.0000% | $1000.00           | $1005.99           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 5.5000%  | 0.0000% | $1000.00           | $959.12            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2047-05-20      | 3.5000%  | 0.0000% | $2610474.00        | $1511232.92        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-06-20      | 2.1257%  | 0.0000% | $57377220.00       | $1597119.50        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-02-20      | 3.0000%  | 0.0000% | $4000000.00        | $1688197.08        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-12-20      | 2.1257%  | 0.0000% | $57142857.00       | $1526160.15        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-03-20      | 1.9757%  | 0.0000% | $33762395.00       | $829166.59         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-05-20      | 1.9757%  | 0.0000% | $15711883.00       | $418511.76         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-02-20      | 2.0257%  | 0.0000% | $36321538.00       | $1245560.39        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-04-20      | 3.0000%  | 0.0000% | $1000.00           | $846.71            | Agency Collateralized Mortgage Obligation |
| U.S. Treasury Bond                       | 2026-02-15      | 6.0000%  | 0.0000% | $3728500.00        | $3806983.30        | U.S. Treasuries (including strips)        |
| U.S. Treasury Bond                       | 2043-08-15      | 3.6250%  | 0.0000% | $100.00            | $89.43             | U.S. Treasuries (including strips)        |
| U.S. Treasury Bond                       | 2042-11-15      | 4.0000%  | 0.0000% | $1000.00           | $938.96            | U.S. Treasuries (including strips)        |
| U.S. Treasury Bond                       | 2053-08-15      | 4.1250%  | 0.0000% | $12132200.00       | $11248317.08       | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2026-06-30      | 1.8750%  | 0.0000% | $300.00            | $299.03            | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2027-03-31      | 0.6250%  | 0.0000% | $100.00            | $96.29             | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2027-03-31      | 2.5000%  | 0.0000% | $5625000.00        | $5568874.86        | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2029-05-31      | 2.7500%  | 0.0000% | $800.00            | $791.01            | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2025-12-31      | 4.2500%  | 0.0000% | $1000.00           | $1017.77           | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2031-01-31      | 4.0000%  | 0.0000% | $662400.00         | $683306.32         | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2031-08-31      | 3.7500%  | 0.0000% | $100.00            | $101.42            | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2029-09-30      | 3.5000%  | 0.0000% | $3743000.00        | $3760831.94        | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2030-01-31      | 4.2500%  | 0.0000% | $100.00            | $104.11            | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2032-03-31      | 4.1250%  | 0.0000% | $12673900.00       | $13056222.47       | U.S. Treasuries (including strips)        |

### Security 158: JP Morgan Securities LLC

- **C.1 - Title:** JP Morgan Securities LLC 4.210000%
- **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: ARP0T1OC8, C.3 - LEI: ZBUT11V806EZ, C.5 - Other ID: ARP0T1OC8_4.21_0227
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **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:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp.         | 2037-06-15      | 8.5928%  | 0.0000% | $9681000.00        | $161436.44         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2042-09-16      | 3.0000%  | 0.0000% | $27352832.00       | $29127566.01       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-12-16      | 0.0908%  | 0.0000% | $320471038.00      | $30887.60          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-09-20      | 1.3257%  | 0.0000% | $106421600.00      | $394931.91         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-12-20      | 1.9757%  | 0.0000% | $62417088.00       | $477402.07         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-16      | 0.2168%  | 0.0000% | $94732288.00       | $28394.46          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-03-20      | 2.1557%  | 0.0000% | $37714240.00       | $259333.88         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-16      | 0.2429%  | 0.0000% | $107782560.00      | $385193.31         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-16      | 0.0509%  | 0.0000% | $158089216.00      | $38819.88          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-16      | 0.1507%  | 0.0000% | $101285888.00      | $47568.41          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-16      | 0.2203%  | 0.0000% | $125943808.00      | $62740.78          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-10-20      | 1.6257%  | 0.0000% | $54851264.00       | $589862.56         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2058-12-16      | 0.6609%  | 0.0000% | $61467328.00       | $826931.19         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-04-16      | 0.5259%  | 0.0000% | $210316288.00      | $541200.47         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-01-20      | 1.8015%  | 0.0000% | $17474880.00       | $138313.64         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-07-16      | 1.0497%  | 0.0000% | $65512064.00       | $2088793.42        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-03-16      | 0.6500%  | 0.0000% | $223104512.00      | $4396208.54        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-11-20      | 3.5000%  | 0.0000% | $17994000.00       | $5198076.69        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-07-20      | 2.1015%  | 0.0000% | $22667328.00       | $583568.21         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-09-20      | 1.0757%  | 0.0000% | $50000000.00       | $1014880.09        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-11-16      | 0.3801%  | 0.0000% | $211332000.00      | $7279974.17        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-06-16      | 0.7010%  | 0.0000% | $125925888.00      | $6704316.44        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 1.1411%  | 0.0000% | $50000000.00       | $1939928.92        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-07-20      | 0.3811%  | 0.0000% | $100000000.00      | $1702003.80        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-07-20      | 5.5000%  | 0.0000% | $2885644.00        | $2980139.33        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-08-20      | 1.8011%  | 0.0000% | $122428928.00      | $5296800.18        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 0.4011%  | 0.0000% | $307000000.00      | $7342653.03        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-04-20      | 0.0300%  | 0.0000% | $22691840.00       | $6984.59           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | 1.9011%  | 0.0000% | $50000000.00       | $3648921.79        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-05-20      | 2.0257%  | 0.0000% | $25000000.00       | $482510.69         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-08-20      | 1.9757%  | 0.0000% | $28691328.00       | $704665.22         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-08-20      | 0.0200%  | 0.0000% | $99991552.00       | $21631.34          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-07-20      | 0.1276%  | 0.0000% | $149854464.00      | $267219.21         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-02-20      | 0.1257%  | 0.0000% | $71138195.00       | $331600.14         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-09-20      | N/A      | 0.0000% | $14500000.00       | $84310.92          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-10-20      | 3.0000%  | 0.0000% | $45857360.00       | $4002008.11        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-10-20      | N/A      | 0.0000% | $105656576.00      | $508819.61         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-01-20      | 3.0000%  | 0.0000% | $58030500.00       | $4436369.37        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-08-20      | N/A      | 0.0000% | $9000000.00        | $95665.99          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | N/A      | 0.0000% | $100000000.00      | $1315853.13        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 6.0000%  | 0.0000% | $2686220.00        | $511719.89         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-10-20      | N/A      | 0.0000% | $104000000.00      | $124578.44         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | 3.0000%  | 0.0000% | $26024864.00       | $3468777.81        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-04-20      | 4.5000%  | 0.0000% | $23733720.00       | $314511.52         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | N/A      | 0.0000% | $334389248.00      | $152916.34         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 1.4011%  | 0.0000% | $60452480.00       | $2124336.30        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 1.3011%  | 0.0000% | $30000000.00       | $565969.64         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 6.0000%  | 0.0000% | $2142320.00        | $2612089.11        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | 2.9911%  | 0.0000% | $150000000.00      | $3511528.10        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-20      | 6.0000%  | 0.0000% | $9000000.00        | $10664647.25       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 1.6011%  | 0.0000% | $74014208.00       | $1324217.53        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 1.7511%  | 0.0000% | $25000000.00       | $906467.73         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 1.6511%  | 0.0000% | $50000000.00       | $2777674.98        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 1.1011%  | 0.0000% | $56000000.00       | $2203260.45        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-01-20      | 2.1511%  | 0.0000% | $138083584.00      | $1403844.20        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 2.9011%  | 0.0000% | $25000000.00       | $2038260.51        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 2.5011%  | 0.0000% | $91762048.00       | $1354523.57        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-02-20      | 2.9511%  | 0.0000% | $53190912.00       | $1783881.36        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 1.2011%  | 0.0000% | $35000000.00       | $703026.08         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 3.1011%  | 0.0000% | $25955520.00       | $2218309.48        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 1.1011%  | 0.0000% | $20000000.00       | $343180.39         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 1.4511%  | 0.0000% | $30000000.00       | $1135856.86        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 1.2511%  | 0.0000% | $100000000.00      | $3845561.54        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-20      | 1.1511%  | 0.0000% | $100000000.00      | $1281126.80        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-20      | 2.5511%  | 0.0000% | $50000000.00       | $1119717.65        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-07-20      | 2.5511%  | 0.0000% | $282167296.00      | $6168863.71        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-08-20      | 1.8011%  | 0.0000% | $120000000.00      | $2115254.12        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 1.3011%  | 0.0000% | $50000000.00       | $1398040.58        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 1.9511%  | 0.0000% | $22760960.00       | $1430752.21        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 3.0011%  | 0.0000% | $50670000.00       | $2128717.51        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-12-20      | 1.1511%  | 0.0000% | $100000000.00      | $4225241.56        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-12-20      | 1.8511%  | 0.0000% | $50000000.00       | $1600518.34        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 2.5211%  | 0.0000% | $75000000.00       | $2886106.46        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-12-20      | 2.0011%  | 0.0000% | $20000000.00       | $1306936.26        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 2.4511%  | 0.0000% | $35000000.00       | $1245847.12        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 1.9011%  | 0.0000% | $67652480.00       | $3899244.99        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-02-20      | 0.1500%  | 0.0000% | $104712064.00      | $482074.57         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 3.1011%  | 0.0000% | $50000000.00       | $2011019.92        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 0.2511%  | 0.0000% | $156250000.00      | $1909832.96        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2039-06-25      | N/A      | 0.0000% | $15000000.00       | $230238.64         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2042-02-15      | 3.5000%  | 0.0000% | $47477440.00       | $523727.59         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2046-07-25      | 3.0000%  | 0.0000% | $4100000.00        | $4730272.88        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2046-11-25      | 1.9137%  | 0.0000% | $147449856.00      | $3001817.99        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2047-11-25      | 2.0037%  | 0.0000% | $46035904.00       | $939435.31         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2048-02-25      | 1.9637%  | 0.0000% | $43627776.00       | $1378347.17        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-01-25      | 1.8137%  | 0.0000% | $100824704.00      | $5606436.84        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-06-25      | 4.5000%  | 0.0000% | $7061984.00        | $7316458.97        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-05-25      | N/A      | 0.0000% | $30613408.00       | $427591.43         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-11-25      | 5.5000%  | 0.0000% | $3912236.00        | $4664745.52        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-05-25      | 2.4282%  | 0.0000% | $26315840.00       | $1193732.49        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-09-25      | 1.0782%  | 0.0000% | $137591040.00      | $3872913.64        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-08-25      | 1.7782%  | 0.0000% | $68632064.00       | $6744627.20        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-10-25      | 1.1282%  | 0.0000% | $64787712.00       | $2707254.07        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-05-25      | 3.0782%  | 0.0000% | $57052480.00       | $5013607.38        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2043-10-15      | 2.5000%  | 0.0000% | $1000000.00        | $1206124.94        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2045-03-15      | 3.5000%  | 0.0000% | $2088452.00        | $2070017.46        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2035-04-15      | 4.0000%  | 0.0000% | $9553792.00        | $93620.74          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2045-07-15      | 3.5000%  | 0.0000% | $15598576.00       | $12271831.13       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2046-02-15      | 3.5000%  | 0.0000% | $1300000.00        | $981642.62         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2044-04-25      | 1.7020%  | 0.0000% | $25541000.00       | $167053.44         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2049-02-25      | 2.7099%  | 0.0000% | $29818000.00       | $3416648.95        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2038-09-15      | 5.0000%  | 0.0000% | $12014272.00       | $317651.31         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2039-04-25      | 3.0000%  | 0.0000% | $17325500.00       | $223400.74         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2048-05-25      | 3.4989%  | 0.0000% | $43001344.00       | $5691798.48        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-09-25      | 2.5000%  | 0.0000% | $82841920.00       | $9663217.42        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2028-05-25      | 0.8920%  | 0.0000% | $160520448.00      | $2326645.73        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-11-25      | 1.5282%  | 0.0000% | $50000000.00       | $1298404.15        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-07-25      | 6.5000%  | 0.0000% | $60444992.00       | $5764864.88        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-06-25      | 1.0782%  | 0.0000% | $168074752.00      | $8280947.17        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-07-25      | 1.0782%  | 0.0000% | $140664576.00      | $6066897.87        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-11-25      | 1.9782%  | 0.0000% | $73699584.00       | $3919455.46        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-06-25      | 6.0000%  | 0.0000% | $12722048.00       | $991432.65         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-03-25      | 1.9282%  | 0.0000% | $45821120.00       | $2382704.37        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-09-25      | 1.1782%  | 0.0000% | $65177344.00       | $2654258.65        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-09-25      | 3.0282%  | 0.0000% | $46595456.00       | $4320342.77        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2036-12-25      | 4.5000%  | 0.0000% | $16387200.00       | $16710863.59       | Agency Collateralized Mortgage Obligation |

### Security 159: JP Morgan Securities LLC

- **C.1 - Title:** JP Morgan Securities LLC 4.210000%
- **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: ARP0T8XV1, C.3 - LEI: ZBUT11V806EZ, C.5 - Other ID: ARP0T8XV1_4.21_0227
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **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:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2040-04-20      | 4.5000%  | 0.0000% | $2236344.00        | $345470.32         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-07-20      | 0.1000%  | 0.0000% | $42396224.00       | $102510.96         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 5.5000%  | 0.0000% | $12100192.00       | $2190252.59        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 0.7011%  | 0.0000% | $200000000.00      | $6204728.92        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 1.2511%  | 0.0000% | $50000000.00       | $2243875.39        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 1.2011%  | 0.0000% | $82806528.00       | $2565749.89        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 1.2511%  | 0.0000% | $133425000.00      | $6826968.00        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-08-20      | 1.2211%  | 0.0000% | $42559296.00       | $369532.57         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 1.3811%  | 0.0000% | $98816640.00       | $4869700.33        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 1.3511%  | 0.0000% | $150000000.00      | $2770946.82        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 1.9511%  | 0.0000% | $102250624.00      | $2909716.76        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 2.5011%  | 0.0000% | $200000000.00      | $7030374.63        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | 1.0011%  | 0.0000% | $51000000.00       | $2354847.00        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 2.9511%  | 0.0000% | $175000000.00      | $16532782.20       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 0.1511%  | 0.0000% | $200000000.00      | $2723817.24        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2041-11-25      | 2.3637%  | 0.0000% | $28673024.00       | $258272.23         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2042-04-25      | 2.3137%  | 0.0000% | $74642304.00       | $1335905.30        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2042-06-25      | 0.2698%  | 0.0000% | $4113936.00        | $14591.77          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2042-12-25      | 2.0000%  | 0.0000% | $448750.00         | $29565.43          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-09-25      | 3.0000%  | 0.0000% | $922277.00         | $922506.71         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-10-25      | N/A      | 0.0000% | $4640000.00        | $111551.75         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2044-05-25      | 1.8137%  | 0.0000% | $18511264.00       | $125394.21         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-09-25      | 5.0000%  | 0.0000% | $6256250.00        | $21790.77          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2045-10-25      | 3.0000%  | 0.0000% | $2337000.00        | $1241743.10        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2046-09-25      | 1.9137%  | 0.0000% | $33000000.00       | $367971.52         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2047-02-25      | 3.0000%  | 0.0000% | $1944000.00        | $1072455.18        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2047-03-25      | 1.9137%  | 0.0000% | $76362880.00       | $1409844.42        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2047-12-25      | 2.0137%  | 0.0000% | $185428480.00      | $3132614.93        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2042-03-25      | 0.3053%  | 0.0000% | $13473856.00       | $18018.06          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2044-04-25      | 1.8637%  | 0.0000% | $116892288.00      | $3503470.57        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-02-25      | 2.5000%  | 0.0000% | $10000000.00       | $874520.67         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-02-25      | N/A      | 0.0000% | $99790000.00       | $298715.19         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-12-25      | 6.0000%  | 0.0000% | $4415368.00        | $5573906.93        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-10-25      | 0.5282%  | 0.0000% | $20000000.00       | $463423.36         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-07-25      | 5.5000%  | 0.0000% | $1823078.00        | $2036119.37        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-08-25      | 1.1282%  | 0.0000% | $50000000.00       | $1210166.19        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-12-25      | 5.5000%  | 0.0000% | $4656000.00        | $4988683.21        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-01-25      | 2.0282%  | 0.0000% | $15000000.00       | $667267.28         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-02-25      | 0.2782%  | 0.0000% | $100000000.00      | $1966482.44        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-08-25      | 1.1782%  | 0.0000% | $105229568.00      | $7816245.91        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-05-25      | 1.0282%  | 0.0000% | $155315968.00      | $9768214.35        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-09-25      | 1.8782%  | 0.0000% | $50000000.00       | $3225740.15        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-09-25      | 5.0000%  | 0.0000% | $3177490.00        | $2890454.83        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-09-25      | 1.2282%  | 0.0000% | $47048896.00       | $2042595.90        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2041-11-15      | 4.0000%  | 0.0000% | $1921346.00        | $305260.21         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2042-01-15      | 3.5000%  | 0.0000% | $3791908.00        | $1213668.12        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2043-01-15      | 3.0000%  | 0.0000% | $4396000.00        | $1486069.86        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2033-03-15      | 4.0000%  | 0.0000% | $17843506.00       | $69414.46          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2033-04-15      | 3.5000%  | 0.0000% | $11058576.00       | $49640.05          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2045-07-15      | 6.0000%  | 0.0000% | $39759104.00       | $511562.87         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2040-05-15      | 1.8435%  | 0.0000% | $614344704.00      | $9487364.44        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2049-04-15      | 1.7935%  | 0.0000% | $13558848.00       | $151794.01         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2047-10-15      | 1.7435%  | 0.0000% | $74866304.00       | $2007847.40        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-01-25      | 1.9137%  | 0.0000% | $98595840.00       | $3305665.17        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2048-10-15      | 0.1500%  | 0.0000% | $9122704.00        | $12428.82          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-10-25      | 4.0000%  | 0.0000% | $19000000.00       | $1515545.75        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-10-25      | 2.0000%  | 0.0000% | $3000000.00        | $1722358.24        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-06-25      | 4.5000%  | 0.0000% | $5000000.00        | $5373915.98        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-06-25      | 1.8782%  | 0.0000% | $70000000.00       | $2238906.56        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-07-25      | 1.6282%  | 0.0000% | $93750000.00       | $4205578.30        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-08-25      | 1.7782%  | 0.0000% | $186150000.00      | $8150759.06        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-01-25      | 1.0782%  | 0.0000% | $154768640.00      | $5177734.59        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-07-25      | 1.0282%  | 0.0000% | $150202112.00      | $8956509.09        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-09-25      | 1.1282%  | 0.0000% | $131918848.00      | $5257696.99        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-09-25      | 0.2282%  | 0.0000% | $187500000.00      | $3326979.40        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-11-25      | 1.2782%  | 0.0000% | $159574080.00      | $6884055.36        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-10-25      | 1.2782%  | 0.0000% | $73228160.00       | $5339087.35        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-12-25      | 5.0857%  | 0.0000% | $14158560.00       | $14286196.67       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2033-11-25      | 5.7996%  | 0.0000% | $1481000.00        | $159865.45         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2034-01-25      | 9.6412%  | 0.0000% | $7128000.00        | $170202.54         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2035-03-25      | 1.4839%  | 0.0000% | $6022664.00        | $183135.38         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2035-12-25      | 6.0000%  | 0.0000% | $32000000.00       | $542426.86         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2035-07-15      | 7.3740%  | 0.0000% | $1899718.00        | $39462.52          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2040-04-25      | 3.7124%  | 0.0000% | $600000.00         | $71788.43          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-04-16      | 2.5680%  | 0.0000% | $160880000.00      | $1403283.06        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2033-09-20      | 5.5000%  | 0.0000% | $9000000.00        | $2046990.24        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2034-10-20      | 4.0514%  | 0.0000% | $8346160.00        | $200409.69         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-04-16      | 0.2135%  | 0.0000% | $292814844.00      | $5714.24           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-10-16      | 0.6181%  | 0.0000% | $26992640.00       | $12536.32          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-01-16      | 1.1718%  | 0.0000% | $85000000.00       | $91818.30          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-11-16      | N/A      | 0.0000% | $214466544.00      | $46948.59          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-01-16      | 5.0000%  | 0.0000% | $19435616.00       | $3869755.65        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-08-20      | 4.7500%  | 0.0000% | $51993088.00       | $8736637.70        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2037-05-16      | 2.4766%  | 0.0000% | $45605312.00       | $220783.26         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-04-16      | 3.0000%  | 0.0000% | $9564000.00        | $7917660.54        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-01-16      | 0.3569%  | 0.0000% | $139558912.00      | $94134.10          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-16      | 0.4000%  | 0.0000% | $135524352.00      | $115579.26         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-06-16      | 2.5000%  | 0.0000% | $1983898.00        | $1697022.97        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-04-20      | 2.7057%  | 0.0000% | $36564096.00       | $104472.58         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-05-20      | 3.5000%  | 0.0000% | $2500000.00        | $2226474.35        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-10-20      | 1.8015%  | 0.0000% | $16006048.00       | $79154.23          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-11-20      | 1.6257%  | 0.0000% | $25515744.00       | $542587.10         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2057-12-16      | 0.7286%  | 0.0000% | $200046000.00      | $1987352.06        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-09-16      | 1.3992%  | 0.0000% | $41423000.00       | $62524.71          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2057-07-16      | 0.7240%  | 0.0000% | $185404480.00      | $1823427.02        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-08-20      | 2.5257%  | 0.0000% | $27887040.00       | $148852.92         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-09-20      | 1.8015%  | 0.0000% | $17018360.00       | $83362.31          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2058-06-16      | 0.7427%  | 0.0000% | $170005504.00      | $2583660.79        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-09-20      | 2.0257%  | 0.0000% | $20257568.00       | $593394.03         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-11-20      | 3.5000%  | 0.0000% | $5560000.00        | $1443218.30        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2059-10-16      | 0.5440%  | 0.0000% | $89989504.00       | $1374879.70        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-07-16      | 0.6738%  | 0.0000% | $80019328.00       | $1013767.85        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-09-16      | 0.5818%  | 0.0000% | $80012800.00       | $1487707.76        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-10-16      | 0.7450%  | 0.0000% | $297500000.00      | $11923597.94       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-09-16      | 0.8040%  | 0.0000% | $312500000.00      | $13196914.38       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-08-16      | 0.8781%  | 0.0000% | $11700000.00       | $549115.51         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-05-16      | 0.9693%  | 0.0000% | $14450000.00       | $869659.38         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-01-16      | 0.9406%  | 0.0000% | $24278016.00       | $1571905.67        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-01-16      | 0.7984%  | 0.0000% | $30000000.00       | $1637380.73        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-03-16      | 1.2876%  | 0.0000% | $17950000.00       | $1219133.59        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-08-20      | 2.1015%  | 0.0000% | $34400000.00       | $988191.22         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-01-20      | 2.0257%  | 0.0000% | $45476720.00       | $696374.94         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-08-16      | 0.8665%  | 0.0000% | $303501000.00      | $16027700.62       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-05-16      | 0.8403%  | 0.0000% | $15400000.00       | $724804.59         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-06-16      | 0.9659%  | 0.0000% | $300000000.00      | $17768480.07       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-07-16      | 0.4322%  | 0.0000% | $175000000.00      | $6286976.49        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-06-16      | 0.7355%  | 0.0000% | $150000000.00      | $8300851.58        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-07-16      | 0.7500%  | 0.0000% | $3066000.00        | $172073.62         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-07-16      | 0.4327%  | 0.0000% | $175000000.00      | $6941614.65        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-07-16      | 0.4997%  | 0.0000% | $225000000.00      | $9720190.05        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-07-16      | 0.6364%  | 0.0000% | $350000000.00      | $17634887.65       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-05-16      | 0.5513%  | 0.0000% | $56000000.00       | $3204335.02        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 0.2211%  | 0.0000% | $105000000.00      | $1550977.16        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 1.1011%  | 0.0000% | $100000000.00      | $4048639.79        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-07-20      | 1.8511%  | 0.0000% | $62648832.00       | $2029591.64        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-07-20      | 1.0811%  | 0.0000% | $122266496.00      | $5448615.52        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-07-20      | 1.1011%  | 0.0000% | $65000000.00       | $2811698.79        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 3.0511%  | 0.0000% | $126272896.00      | $13992397.41       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | 3.1011%  | 0.0000% | $62500000.00       | $5425459.86        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-08-20      | 4.0000%  | 0.0000% | $8308304.00        | $7139761.74        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-10-20      | 1.0000%  | 0.0000% | $39756544.00       | $397354.30         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-02-20      | 1.7500%  | 0.0000% | $1045000.00        | $654149.99         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-03-20      | N/A      | 0.0000% | $170000000.00      | $298716.10         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-09-20      | 1.9447%  | 0.0000% | $31750528.00       | $977943.38         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-09-20      | N/A      | 0.0000% | $110000000.00      | $1206927.24        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-10-20      | N/A      | 0.0000% | $35712064.00       | $330450.86         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-11-20      | 3.5000%  | 0.0000% | $44701056.00       | $4076548.86        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-03-20      | N/A      | 0.0000% | $10998848.00       | $48322.15          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-05-20      | N/A      | 0.0000% | $10000000.00       | $72148.79          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-04-20      | N/A      | 0.0000% | $8000000.00        | $20112.87          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | 3.0000%  | 0.0000% | $27651000.00       | $1868113.91        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-08-20      | 3.0000%  | 0.0000% | $200000000.00      | $12803923.02       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | 3.5000%  | 0.0000% | $98055552.00       | $7830754.92        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 1.3111%  | 0.0000% | $100000000.00      | $5512549.26        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-10-20      | N/A      | 0.0000% | $28000000.00       | $534129.88         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-10-20      | N/A      | 0.0000% | $38997824.00       | $684773.79         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-11-20      | N/A      | 0.0000% | $50000000.00       | $394073.80         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | 3.5000%  | 0.0000% | $13513000.00       | $1387736.49        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-12-20      | 5.0000%  | 0.0000% | $16308704.00       | $18773228.05       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-03-20      | 5.5000%  | 0.0000% | $46903424.00       | $3561596.87        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-07-20      | N/A      | 0.0000% | $50000000.00       | $588049.69         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-01-20      | 0.0500%  | 0.0000% | $139997184.00      | $118879.84         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-04-20      | 2.1011%  | 0.0000% | $55087872.00       | $5300252.49        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-01-20      | N/A      | 0.0000% | $1170000.00        | $656381.07         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-04-16      | 0.6358%  | 0.0000% | $50000000.00       | $2597231.38        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-08-20      | 2.5011%  | 0.0000% | $32691776.00       | $1291020.02        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | 1.0511%  | 0.0000% | $100000000.00      | $1186611.60        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-07-20      | 1.6011%  | 0.0000% | $71201536.00       | $3113678.95        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-09-20      | 6.0000%  | 0.0000% | $13543456.00       | $16239305.06       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 2.8511%  | 0.0000% | $55696240.00       | $3176072.39        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 6.5000%  | 0.0000% | $8642960.00        | $9315915.57        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 3.1011%  | 0.0000% | $70000000.00       | $7407493.10        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-04-20      | 1.8511%  | 0.0000% | $50000000.00       | $737607.56         | Agency Collateralized Mortgage Obligation |

### Security 160: JP Morgan Securities LLC

- **C.1 - Title:** JP Morgan Securities LLC 4.210000%
- **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: ARP0TBOK8, C.3 - LEI: ZBUT11V806EZ, C.5 - Other ID: ARP0TBOK8_4.21_0227
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **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:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp.         | 2030-07-25      | N/A      | 0.0000% | $44593200.00       | $31342063.06       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2041-08-25      | 4.0000%  | 0.0000% | $18413000.00       | $5310817.69        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2041-11-25      | 3.5000%  | 0.0000% | $881710.00         | $1349884.23        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-02-25      | 1.9137%  | 0.0000% | $25798144.00       | $586821.42         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2033-03-25      | 3.0000%  | 0.0000% | $15450420.00       | $138342.37         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2033-03-25      | 0.6137%  | 0.0000% | $28571424.00       | $131996.43         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-03-25      | 3.0000%  | 0.0000% | $2000000.00        | $556240.78         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-03-25      | N/A      | 0.0000% | $4000000.00        | $493439.55         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-07-25      | 2.0137%  | 0.0000% | $23750000.00       | $397453.32         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-08-25      | 6.0000%  | 0.0000% | $51114496.00       | $1923745.76        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2045-02-25      | 1.9137%  | 0.0000% | $64500000.00       | $1789073.94        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2045-04-25      | 1.4137%  | 0.0000% | $21854240.00       | $252588.40         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2027-04-25      | 0.1714%  | 0.0000% | $52985856.00       | $9893.11           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2045-05-25      | 4.5000%  | 0.0000% | $12166656.00       | $314961.32         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2042-03-25      | 1.7137%  | 0.0000% | $41307072.00       | $602328.28         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2045-08-25      | 5.0000%  | 0.0000% | $31474800.00       | $290455.57         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2046-10-25      | 1.8137%  | 0.0000% | $23365792.00       | $521166.12         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2047-02-25      | 3.5000%  | 0.0000% | $5680000.00        | $4038965.52        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2039-05-25      | 1.9137%  | 0.0000% | $244333312.00      | $3732192.61        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2047-11-25      | 3.0000%  | 0.0000% | $19870000.00       | $644108.48         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2047-11-25      | 6.5000%  | 0.0000% | $22956736.00       | $1013012.71        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2048-01-25      | 2.0637%  | 0.0000% | $55174464.00       | $1287574.90        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2047-12-25      | 2.0137%  | 0.0000% | $93654400.00       | $1652655.21        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-03-25      | 3.5000%  | 0.0000% | $2314000.00        | $2779636.58        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-01-25      | 1.9137%  | 0.0000% | $29899392.00       | $446161.90         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-07-25      | 0.0300%  | 0.0000% | $96772096.00       | $32431.14          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-04-25      | 1.8637%  | 0.0000% | $17752256.00       | $529663.93         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2044-04-25      | 0.4798%  | 0.0000% | $108516096.00      | $316361.69         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-02-25      | 3.0000%  | 0.0000% | $2381000.00        | $852165.66         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-09-25      | 2.5000%  | 0.0000% | $74461200.00       | $3359784.25        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-10-25      | 2.0000%  | 0.0000% | $40346.00          | $23469.35          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-09-25      | 0.5782%  | 0.0000% | $61672480.00       | $2527033.91        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-11-25      | 5.0000%  | 0.0000% | $5000000.00        | $5561364.90        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-09-25      | 0.0500%  | 0.0000% | $46776320.00       | $31791.34          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-01-25      | 6.5000%  | 0.0000% | $14601376.00       | $2227950.65        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-01-25      | 0.1000%  | 0.0000% | $56775200.00       | $94745.05          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-08-25      | 1.0282%  | 0.0000% | $100000000.00      | $4823909.82        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-03-25      | 1.8282%  | 0.0000% | $78196000.00       | $6200482.19        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-09-25      | 1.2782%  | 0.0000% | $37527232.00       | $2922926.76        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2041-04-15      | 4.0000%  | 0.0000% | $10000000.00       | $3416864.12        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2041-11-15      | 2.1935%  | 0.0000% | $76636672.00       | $946890.16         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2042-08-15      | 2.3435%  | 0.0000% | $48358400.00       | $1285763.65        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-03-20      | 0.2057%  | 0.0000% | $34196864.00       | $304925.82         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-05-20      | 3.0000%  | 0.0000% | $5947500.00        | $178833.91         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-03-20      | 2.2757%  | 0.0000% | $3524000.00        | $338948.00         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-05-20      | N/A      | 0.0000% | $18870600.00       | $175411.08         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-06-20      | N/A      | 0.0000% | $102236160.00      | $60623.93          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | N/A      | 0.0000% | $73814272.00       | $928976.70         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | N/A      | 0.0000% | $211708416.00      | $313997.06         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | 1.9011%  | 0.0000% | $78143744.00       | $7848746.95        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-09-20      | 5.0000%  | 0.0000% | $2444148.00        | $2306095.19        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 0.6011%  | 0.0000% | $100000000.00      | $3964834.50        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-12-20      | 5.5000%  | 0.0000% | $7592860.00        | $1347501.23        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 5.5000%  | 0.0000% | $12782848.00       | $2404236.73        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-11-20      | N/A      | 0.0000% | $99999744.00       | $43348.86          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-01-20      | 3.5000%  | 0.0000% | $33114048.00       | $12750396.73       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-01-20      | N/A      | 0.0000% | $174133248.00      | $171070.99         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-03-20      | N/A      | 0.0000% | $29999104.00       | $17306.73          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-03-20      | N/A      | 0.0000% | $50000000.00       | $732868.23         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-12-20      | 3.5000%  | 0.0000% | $714285.00         | $66383.30          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-04-20      | N/A      | 0.0000% | $123290368.00      | $165697.74         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-07-20      | N/A      | 0.0000% | $50000000.00       | $75046.08          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-07-20      | N/A      | 0.0000% | $20000000.00       | $264205.99         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-07-20      | 1.9811%  | 0.0000% | $30500000.00       | $2312730.85        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-08-20      | 0.0500%  | 0.0000% | $49999872.00       | $48925.81          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-20      | 0.0600%  | 0.0000% | $135438336.00      | $124651.06         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-20      | 6.0000%  | 0.0000% | $8125000.00        | $748609.93         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-12-20      | 4.5000%  | 0.0000% | $23158240.00       | $1603409.99        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-09-20      | 0.0500%  | 0.0000% | $100000000.00      | $139460.38         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 0.0500%  | 0.0000% | $122572800.00      | $122689.64         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-07-20      | 0.0500%  | 0.0000% | $14221312.00       | $13708.83          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-20      | 0.0500%  | 0.0000% | $49995776.00       | $27506.76          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | 2.3011%  | 0.0000% | $50000000.00       | $1454981.53        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-09-20      | 0.0500%  | 0.0000% | $53858304.00       | $39565.16          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | 1.4011%  | 0.0000% | $50000000.00       | $683579.17         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 1.6011%  | 0.0000% | $40000000.00       | $595574.22         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 1.6011%  | 0.0000% | $27777760.00       | $822302.78         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 2.9011%  | 0.0000% | $50000000.00       | $3604676.46        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 4.0000%  | 0.0000% | $568977.00         | $543949.17         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 2.0511%  | 0.0000% | $30870944.00       | $1541883.32        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 2.0011%  | 0.0000% | $30749952.00       | $1437144.71        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 1.8011%  | 0.0000% | $120000000.00      | $5444666.90        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 1.2511%  | 0.0000% | $50000000.00       | $2805435.90        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-20      | 1.2211%  | 0.0000% | $100000000.00      | $1686014.02        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-20      | 1.3011%  | 0.0000% | $50000000.00       | $666945.90         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-20      | 3.2011%  | 0.0000% | $39628160.00       | $3711871.01        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-05-20      | 2.0011%  | 0.0000% | $57500736.00       | $1263467.82        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 1.2011%  | 0.0000% | $32500000.00       | $599556.41         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 2.5511%  | 0.0000% | $57307584.00       | $3361754.54        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 0.6011%  | 0.0000% | $100000000.00      | $3181913.01        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 1.1511%  | 0.0000% | $50000000.00       | $2165768.31        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 0.2511%  | 0.0000% | $220000000.00      | $2579788.62        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 1.3011%  | 0.0000% | $53773952.00       | $1405811.77        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-10-20      | 1.4511%  | 0.0000% | $50441600.00       | $1099773.25        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 4.5000%  | 0.0000% | $389001.00         | $358517.39         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-12-20      | 1.3011%  | 0.0000% | $146310912.00      | $7387651.34        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 3.0511%  | 0.0000% | $44680080.00       | $1984643.93        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-12-20      | 1.9511%  | 0.0000% | $100000000.00      | $5604463.63        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-12-20      | 1.2011%  | 0.0000% | $50000000.00       | $875031.50         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-10-16      | 0.8040%  | 0.0000% | $11670000.00       | $225386.45         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-07-16      | 1.2015%  | 0.0000% | $63829952.00       | $2746385.87        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-05-16      | 0.8262%  | 0.0000% | $25000000.00       | $1345842.50        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-03-16      | 0.9923%  | 0.0000% | $18625000.00       | $1153295.44        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-05-16      | 0.9866%  | 0.0000% | $13500000.00       | $849164.42         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-10-16      | 0.8639%  | 0.0000% | $8200000.00        | $460481.13         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-11-20      | 3.0000%  | 0.0000% | $42133199.00       | $104067.71         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-01-20      | 1.6257%  | 0.0000% | $15961824.00       | $460496.14         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-01-20      | 2.1257%  | 0.0000% | $25000000.00       | $395162.11         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-11-20      | 2.1015%  | 0.0000% | $41600000.00       | $1338916.37        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-11-20      | 2.1257%  | 0.0000% | $38751424.00       | $819270.49         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-12-20      | 1.9515%  | 0.0000% | $72000000.00       | $2218059.28        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-01-20      | 1.9757%  | 0.0000% | $61600000.00       | $700128.43         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-11-16      | 1.0434%  | 0.0000% | $15000000.00       | $1012433.62        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-04-16      | 0.7904%  | 0.0000% | $12200000.00       | $633194.66         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-05-16      | 0.9933%  | 0.0000% | $15050000.00       | $995693.70         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-02-16      | 0.9875%  | 0.0000% | $15875000.00       | $1053569.17        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-12-16      | 0.8757%  | 0.0000% | $93704800.00       | $6770950.52        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-03-16      | 0.9047%  | 0.0000% | $150000000.00      | $10548454.99       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-07-16      | 0.4499%  | 0.0000% | $150000000.00      | $6961585.68        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-05-16      | 0.5937%  | 0.0000% | $91400000.00       | $5658386.91        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-12-20      | 1.0011%  | 0.0000% | $141803264.00      | $4776371.69        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-06-20      | 2.3511%  | 0.0000% | $103511040.00      | $3031095.27        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 1.8011%  | 0.0000% | $30000000.00       | $1051362.92        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 1.7011%  | 0.0000% | $41441984.00       | $2160972.44        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 0.2011%  | 0.0000% | $650000000.00      | $9422479.75        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-07-20      | 6.0000%  | 0.0000% | $8000000.00        | $7853994.08        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-07-20      | 5.0000%  | 0.0000% | $1156576.00        | $1135165.62        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-07-20      | 0.2761%  | 0.0000% | $80000000.00       | $1281387.78        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-08-20      | 4.5000%  | 0.0000% | $2920676.00        | $2745173.09        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-04-20      | 0.5911%  | 0.0000% | $25000000.00       | $562265.39         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-02-20      | 5.5000%  | 0.0000% | $63392448.00       | $1442077.28        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-02-20      | 1.9757%  | 0.0000% | $39560000.00       | $729780.19         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-02-20      | 2.0757%  | 0.0000% | $30452240.00       | $472416.37         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-02-20      | 1.9757%  | 0.0000% | $68614000.00       | $919891.40         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | 1.3011%  | 0.0000% | $59192448.00       | $3323533.37        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | 4.5000%  | 0.0000% | $1770524.00        | $1586589.98        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 5.0000%  | 0.0000% | $1256780.00        | $1191351.27        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-08-20      | N/A      | 0.0000% | $66411904.00       | $460998.33         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-09-16      | 1.9766%  | 0.0000% | $6702112.00        | $493619.44         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-08-20      | N/A      | 0.0000% | $150000000.00      | $312930.95         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-02-20      | 1.8757%  | 0.0000% | $52761280.00       | $313486.79         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-04-16      | 1.9766%  | 0.0000% | $43921728.00       | $1047855.10        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-08-20      | 2.0557%  | 0.0000% | $64086528.00       | $742413.12         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-07-16      | 1.9266%  | 0.0000% | $39134080.00       | $1243849.71        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-12-20      | 3.0000%  | 0.0000% | $914710.00         | $12338.88          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-01-20      | 3.5000%  | 0.0000% | $1516974.00        | $517778.12         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-04-20      | 2.0257%  | 0.0000% | $44539776.00       | $1224940.50        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-08-20      | 0.2640%  | 0.0000% | $20955104.00       | $68974.97          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-07-20      | 0.2052%  | 0.0000% | $16952032.00       | $45935.37          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-07-20      | 0.0886%  | 0.0000% | $11841888.00       | $14650.69          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-08-20      | 2.2257%  | 0.0000% | $130398720.00      | $9832474.76        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-10-20      | 3.0000%  | 0.0000% | $5000000.00        | $443190.80         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-07-20      | 3.1525%  | 0.0000% | $25439080.00       | $932326.14         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-09-20      | N/A      | 0.0000% | $93492320.00       | $872968.64         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-10-20      | N/A      | 0.0000% | $33333312.00       | $463012.28         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-10-20      | N/A      | 0.0000% | $26781600.00       | $440331.18         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-11-20      | N/A      | 0.0000% | $52620032.00       | $1032217.29        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-12-20      | N/A      | 0.0000% | $22500000.00       | $428025.11         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2048-03-15      | 4.0000%  | 0.0000% | $5082000.00        | $4455411.93        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2048-10-25      | 2.7845%  | 0.0000% | $10819696.00       | $1198266.97        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-11-25      | 2.5000%  | 0.0000% | $75000000.00       | $8852048.62        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2046-09-25      | 2.3120%  | 0.0000% | $14690000.00       | $860513.27         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2046-11-25      | 2.3697%  | 0.0000% | $16102460.00       | $1032606.54        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2036-01-15      | 6.0000%  | 0.0000% | $26603424.00       | $1208300.54        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2041-04-15      | 6.0000%  | 0.0000% | $10570000.00       | $633441.31         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2049-03-15      | 1.7935%  | 0.0000% | $15546760.00       | $389904.34         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2039-09-25      | 3.5000%  | 0.0000% | $12464448.00       | $426017.92         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2026-09-25      | 0.8483%  | 0.0000% | $289225000.00      | $1416589.27        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-04-15      | N/A      | 0.0000% | $4340000.00        | $1421306.16        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2048-02-25      | 0.2834%  | 0.0000% | $63927424.00       | $89970.42          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2043-08-15      | 0.0800%  | 0.0000% | $459177984.00      | $296189.15         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2040-10-15      | 4.5000%  | 0.0000% | $10000000.00       | $2771867.76        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-06-25      | 3.5000%  | 0.0000% | $73432704.00       | $6399237.83        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2043-08-15      | N/A      | 0.0000% | $270278144.00      | $334278.95         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-07-25      | 3.0000%  | 0.0000% | $50000000.00       | $4451749.27        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-10-25      | 3.0000%  | 0.0000% | $5657430.00        | $3931880.09        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2049-01-25      | 2.9764%  | 0.0000% | $2623000.00        | $381000.98         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-04-25      | 2.9736%  | 0.0000% | $7677000.00        | $1158821.78        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-04-25      | 2.8322%  | 0.0000% | $10891000.00       | $968408.56         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-03-25      | 6.0000%  | 0.0000% | $6500000.00        | $4693628.80        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-07-25      | 0.0500%  | 0.0000% | $132077824.00      | $171063.30         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-04-25      | 1.9282%  | 0.0000% | $50000000.00       | $1303909.58        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-06-25      | 5.4218%  | 0.0000% | $6750000.00        | $5471087.09        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-06-25      | 1.6282%  | 0.0000% | $50000000.00       | $1416567.88        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-06-25      | 0.0500%  | 0.0000% | $24993792.00       | $14466.60          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-06-25      | 0.0500%  | 0.0000% | $24993792.00       | $14781.22          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-07-25      | 1.8282%  | 0.0000% | $50000000.00       | $1735361.26        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-07-25      | 1.8282%  | 0.0000% | $55000000.00       | $1738944.75        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-07-25      | 1.6782%  | 0.0000% | $30000000.00       | $895685.91         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-08-25      | 2.3782%  | 0.0000% | $50000000.00       | $2106483.72        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-08-25      | 1.0782%  | 0.0000% | $40000000.00       | $1207732.27        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-07-25      | 1.0282%  | 0.0000% | $25000000.00       | $474685.44         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-07-25      | 0.1500%  | 0.0000% | $23000000.00       | $41596.40          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-11-25      | 1.1282%  | 0.0000% | $82000000.00       | $2758278.26        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-11-25      | 1.3282%  | 0.0000% | $110047488.00      | $4135535.27        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-12-25      | 0.1000%  | 0.0000% | $55000000.00       | $183765.11         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-11-25      | 1.0782%  | 0.0000% | $94243840.00       | $2251371.25        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-06-25      | 0.0100%  | 0.0000% | $1094238208.00     | $183851.67         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-08-25      | 0.2282%  | 0.0000% | $150000000.00      | $3326257.71        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-10-25      | 0.6282%  | 0.0000% | $96072064.00       | $3070401.60        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2040-03-25      | 5.0000%  | 0.0000% | $1164604.00        | $206608.52         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2040-06-25      | 2.4437%  | 0.0000% | $102262912.00      | $320309.20         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2040-03-25      | 0.3137%  | 0.0000% | $53751808.00       | $47001.78          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2037-03-25      | 1.8137%  | 0.0000% | $13910016.00       | $9868.37           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2060-04-26      | 6.5000%  | 0.0000% | $14051456.00       | $11968805.40       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-02-16      | N/A      | 0.0000% | $170168320.00      | $141159.95         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-11-16      | 0.7320%  | 0.0000% | $143884285.00      | $19710.65          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-02-16      | 1.2990%  | 0.0000% | $470220800.00      | $62307.55          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2035-06-20      | 2.0757%  | 0.0000% | $33566720.00       | $31714.86          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-02-16      | 1.2500%  | 0.0000% | $166658046.00      | $7349.65           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-01-20      | 5.0000%  | 0.0000% | $50000000.00       | $762027.46         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2042-08-16      | 3.5000%  | 0.0000% | $5042000.00        | $191039.62         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2039-10-16      | 2.2266%  | 0.0000% | $42024960.00       | $17861.87          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2039-10-16      | 5.5000%  | 0.0000% | $46553040.00       | $7184841.64        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2039-08-16      | 5.5000%  | 0.0000% | $60320064.00       | $5322613.83        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-02-16      | N/A      | 0.0000% | $4166664.00        | $201052.64         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-09-16      | 2.5266%  | 0.0000% | $54710960.00       | $461411.33         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-09-16      | 4.5000%  | 0.0000% | $33566720.00       | $3955003.83        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-09-16      | 4.5000%  | 0.0000% | $25617792.00       | $9764970.51        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2041-02-16      | 4.5000%  | 0.0000% | $20000000.00       | $5178824.89        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-16      | 2.9231%  | 0.0000% | $1700000.00        | $1776861.00        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-16      | 0.2564%  | 0.0000% | $114393088.00      | $103420.43         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-01-20      | 3.5000%  | 0.0000% | $32761408.00       | $364880.85         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2042-09-20      | 4.0000%  | 0.0000% | $93001472.00       | $1384895.96        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2042-06-16      | 2.5000%  | 0.0000% | $29338944.00       | $5309847.33        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-02-16      | 1.4766%  | 0.0000% | $35091584.00       | $184337.26         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-02-16      | 2.0766%  | 0.0000% | $22530784.00       | $120699.89         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-16      | 0.3447%  | 0.0000% | $198667008.00      | $680313.50         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-04-16      | 0.3783%  | 0.0000% | $116967680.00      | $310473.05         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-04-16      | 0.3994%  | 0.0000% | $157089792.00      | $125807.18         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-11-16      | 1.4766%  | 0.0000% | $66782592.00       | $517496.14         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-03-20      | 1.5257%  | 0.0000% | $46718592.00       | $239984.44         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-02-20      | 3.0000%  | 0.0000% | $7492200.00        | $9792828.79        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-04-20      | 1.4757%  | 0.0000% | $18889000.00       | $146528.89         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-07-16      | 0.6671%  | 0.0000% | $110895104.00      | $395311.05         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2057-07-16      | 0.4634%  | 0.0000% | $97075840.00       | $760919.11         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2057-07-16      | 0.3192%  | 0.0000% | $104944000.00      | $213566.14         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-10-16      | 0.2804%  | 0.0000% | $100000000.00      | $482921.20         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-08-20      | 5.5000%  | 0.0000% | $5471470.00        | $6616.92           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-08-20      | 3.5000%  | 0.0000% | $54000000.00       | $454303.28         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-07-20      | 3.5000%  | 0.0000% | $1000000.00        | $925904.48         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2059-10-16      | 0.7746%  | 0.0000% | $139356672.00      | $1857124.15        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2059-05-16      | 0.5976%  | 0.0000% | $114434080.00      | $1177697.06        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2058-05-16      | 0.8790%  | 0.0000% | $151204000.00      | $1669092.59        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2058-05-16      | 0.8396%  | 0.0000% | $92647680.00       | $1068558.75        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-11-20      | 2.0257%  | 0.0000% | $23156720.00       | $858656.80         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-07-16      | 2.1766%  | 0.0000% | $52958656.00       | $1227835.24        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2059-07-16      | 0.5375%  | 0.0000% | $118446336.00      | $1520757.98        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-01-16      | 0.4254%  | 0.0000% | $100152704.00      | $1403461.46        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2059-10-16      | 0.5677%  | 0.0000% | $134004992.00      | $1892491.61        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-01-16      | 0.2641%  | 0.0000% | $161174528.00      | $1037591.56        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-04-16      | 0.7279%  | 0.0000% | $110000000.00      | $1791469.12        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-12-16      | 0.7458%  | 0.0000% | $50049280.00       | $649529.86         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-04-16      | 0.6569%  | 0.0000% | $90340096.00       | $1011808.51        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-07-16      | 0.6569%  | 0.0000% | $92958464.00       | $919012.71         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-12-16      | 0.7194%  | 0.0000% | $145655552.00      | $3066926.75        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-06-16      | 0.7692%  | 0.0000% | $100514048.00      | $1796702.89        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-09-16      | 0.8478%  | 0.0000% | $12200000.00       | $589920.81         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-02-16      | 0.7878%  | 0.0000% | $44516000.00       | $1268480.75        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2030-03-16      | 0.5000%  | 0.0000% | $244516000.00      | $1351558.87        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-12-20      | 0.9511%  | 0.0000% | $40000000.00       | $1459243.35        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-12-20      | 2.5511%  | 0.0000% | $45988544.00       | $1649519.47        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 1.9811%  | 0.0000% | $100000000.00      | $3282771.20        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-12-20      | 1.3511%  | 0.0000% | $65611008.00       | $1616689.87        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-12-20      | 2.4511%  | 0.0000% | $114668288.00      | $6311364.62        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 1.1511%  | 0.0000% | $40000000.00       | $892731.92         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 1.9011%  | 0.0000% | $30000000.00       | $864862.20         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-07-20      | 0.0500%  | 0.0000% | $99999744.00       | $49391.00          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-07-20      | 1.8511%  | 0.0000% | $56367120.00       | $2078329.32        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 0.1511%  | 0.0000% | $500000000.00      | $4967910.57        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-20      | 5.0000%  | 0.0000% | $1427110.00        | $635525.27         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2032-12-15      | 3.0000%  | 0.0000% | $68758656.00       | $483673.77         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2043-08-15      | 3.0000%  | 0.0000% | $200000.00         | $118143.01         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2043-09-15      | 1.7435%  | 0.0000% | $49000000.00       | $391257.43         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2043-08-15      | 3.5000%  | 0.0000% | $200000.00         | $189327.77         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2045-03-15      | 3.5000%  | 0.0000% | $611000.00         | $807257.94         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2045-09-15      | 1.8435%  | 0.0000% | $185693952.00      | $2318640.43        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2045-09-15      | 3.0000%  | 0.0000% | $31890000.00       | $14402108.92       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2034-04-25      | 4.4107%  | 0.0000% | $7312000.00        | $1438692.98        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2044-11-25      | 1.9748%  | 0.0000% | $14981000.00       | $252925.70         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2047-03-15      | 3.5000%  | 0.0000% | $2700000.00        | $1946996.07        | Agency Collateralized Mortgage Obligation |

### Security 161: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 4.150000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP169L37, C.3 - LEI: R0MUWSFPU8MP, C.5 - Other ID: ARP169L37_4.15_1205
- **C.18 - Value (incl. sponsor support):** $600000000.00
- **C.18.a - Value (excl. sponsor support):** $600000000.00
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2026-02-05
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name         | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note  | 2033-08-15      | 3.8750%  | 0.0000% | $4924800.00        | $4997718.49        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2025-11-30      | 4.8750%  | 0.0000% | $200.00            | $204.82            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-12-31      | 3.7500%  | 0.0000% | $200.00            | $204.64            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2034-01-15      | 1.7500%  | 0.0000% | $16322200.00       | $17476512.83       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2035-01-15      | 2.1250%  | 0.0000% | $49648500.00       | $53093564.09       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2035-08-15      | 4.2500%  | 0.0000% | $13400.00          | $13849.38          | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-11-15      | 3.5000%  | 0.0000% | $177313600.00      | $177660586.04      | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2034-08-15      | N/A      | 0.0000% | $74.03             | $52.02             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2035-02-15      | N/A      | 0.0000% | $35.67             | $24.43             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2036-02-15      | N/A      | 0.0000% | $50.91             | $33.14             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2036-08-15      | N/A      | 0.0000% | $32.27             | $20.45             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2031-05-15      | N/A      | 0.0000% | $204.62            | $166.96            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2033-11-15      | N/A      | 0.0000% | $1.50              | $1.09              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2034-05-15      | N/A      | 0.0000% | $1.64              | $1.17              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2026-02-15      | N/A      | 0.0000% | $40.96             | $40.63             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2026-11-15      | N/A      | 0.0000% | $251.55            | $242.98            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2028-08-15      | N/A      | 0.0000% | $23.42             | $21.28             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2035-05-15      | N/A      | 0.0000% | $104.34            | $70.57             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2029-02-15      | N/A      | 0.0000% | $33638401.15       | $30006227.51       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2029-08-15      | N/A      | 0.0000% | $39.02             | $34.15             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2029-05-15      | N/A      | 0.0000% | $2.37              | $2.09              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2030-05-15      | N/A      | 0.0000% | $33911966.30       | $28822661.87       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2030-02-15      | N/A      | 0.0000% | $31127910.40       | $26712136.16       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2030-08-15      | N/A      | 0.0000% | $35687055.36       | $30023020.06       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2031-02-15      | N/A      | 0.0000% | $4.87              | $4.01              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2036-05-15      | N/A      | 0.0000% | $3.25              | $2.09              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2037-05-15      | N/A      | 0.0000% | $12.46             | $7.59              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2037-08-15      | N/A      | 0.0000% | $5.29              | $3.18              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2038-02-15      | N/A      | 0.0000% | $1.74              | $1.02              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2037-11-15      | N/A      | 0.0000% | $0.01              | $0.01              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2052-02-15      | N/A      | 0.0000% | $181.40            | $50.69             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2052-05-15      | N/A      | 0.0000% | $12.71             | $3.51              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2052-08-15      | N/A      | 0.0000% | $77.59             | $21.24             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2039-08-15      | N/A      | 0.0000% | $37.33             | $20.03             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2053-08-15      | N/A      | 0.0000% | $80.41             | $21.20             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2053-11-15      | N/A      | 0.0000% | $7.34              | $1.92              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2040-08-15      | N/A      | 0.0000% | $42.34             | $21.40             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2040-11-15      | N/A      | 0.0000% | $9.20              | $4.58              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2041-02-15      | N/A      | 0.0000% | $65.78             | $32.32             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2054-02-15      | N/A      | 0.0000% | $3.94              | $1.02              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-05-15      | N/A      | 0.0000% | $0.02              | $0.01              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2041-08-15      | N/A      | 0.0000% | $2.16              | $1.03              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2042-02-15      | N/A      | 0.0000% | $0.64              | $0.30              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2042-05-15      | N/A      | 0.0000% | $163.44            | $74.84             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2042-08-15      | N/A      | 0.0000% | $136.97            | $61.69             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-08-15      | N/A      | 0.0000% | $11.59             | $4.44              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2046-02-15      | N/A      | 0.0000% | $212.83            | $79.47             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2046-05-15      | N/A      | 0.0000% | $20.48             | $7.56              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2046-08-15      | N/A      | 0.0000% | $109.91            | $40.05             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2046-11-15      | N/A      | 0.0000% | $86.34             | $31.16             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2047-02-15      | N/A      | 0.0000% | $40.86             | $14.56             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2047-05-15      | N/A      | 0.0000% | $328.74            | $115.80            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2047-11-15      | N/A      | 0.0000% | $6.21              | $2.13              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2048-02-15      | N/A      | 0.0000% | $3.02              | $1.02              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2048-08-15      | N/A      | 0.0000% | $25.15             | $8.32              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2048-11-15      | N/A      | 0.0000% | $22.50             | $7.35              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2049-02-15      | N/A      | 0.0000% | $189.09            | $61.01             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2049-08-15      | N/A      | 0.0000% | $26.52             | $8.35              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2050-08-15      | N/A      | 0.0000% | $6.81              | $2.04              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2051-05-15      | N/A      | 0.0000% | $6.08              | $1.76              | U.S. Treasuries (including strips) |
| U.S. Treasury Bill  | 2025-12-26      | N/A      | 0.0000% | $19896400.00       | $19835318.05       | U.S. Treasuries (including strips) |
| U.S. Treasury Bill  | 2025-12-11      | N/A      | 0.0000% | $55467800.00       | $55388481.05       | U.S. Treasuries (including strips) |
| U.S. Treasury Bill  | 2026-01-15      | N/A      | 0.0000% | $17177200.00       | $17089939.82       | U.S. Treasuries (including strips) |
| U.S. Treasury Bill  | 2026-01-29      | N/A      | 0.0000% | $1600.00           | $1589.50           | U.S. Treasuries (including strips) |
| U.S. Treasury Bill  | 2025-12-02      | N/A      | 0.0000% | $8444400.00        | $8440684.46        | U.S. Treasuries (including strips) |
| U.S. Treasury Bill  | 2025-12-30      | N/A      | 0.0000% | $100.00            | $99.66             | U.S. Treasuries (including strips) |
| U.S. Treasury Bill  | 2026-04-23      | N/A      | 0.0000% | $900.00            | $886.57            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-02-15      | N/A      | 0.0000% | $200.00            | $80.77             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2046-02-15      | N/A      | 0.0000% | $800.00            | $306.79            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2046-05-15      | N/A      | 0.0000% | $100.00            | $37.90             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2047-05-15      | N/A      | 0.0000% | $200.00            | $72.07             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2047-08-15      | N/A      | 0.0000% | $400.00            | $142.12            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2050-08-15      | N/A      | 0.0000% | $300.00            | $92.24             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2050-11-15      | N/A      | 0.0000% | $100.00            | $30.33             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2051-08-15      | N/A      | 0.0000% | $700.00            | $204.82            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2052-02-15      | N/A      | 0.0000% | $100.00            | $28.60             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2052-11-15      | N/A      | 0.0000% | $400.00            | $111.51            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2053-02-15      | N/A      | 0.0000% | $100.00            | $27.51             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2053-05-15      | N/A      | 0.0000% | $100.00            | $27.16             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2054-02-15      | N/A      | 0.0000% | $200.00            | $52.88             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2054-05-15      | N/A      | 0.0000% | $300.00            | $78.70             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2055-02-15      | N/A      | 0.0000% | $100.00            | $25.42             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2039-02-15      | 3.5000%  | 0.0000% | $100.00            | $93.73             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2040-02-15      | 2.1250%  | 0.0000% | $22026400.00       | $33591016.22       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2040-05-15      | 4.3750%  | 0.0000% | $1400.00           | $1403.16           | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2041-08-15      | 3.7500%  | 0.0000% | $100.00            | $93.09             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2042-02-15      | 3.1250%  | 0.0000% | $100.00            | $85.03             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2045-08-15      | 2.8750%  | 0.0000% | $100.00            | $77.91             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2047-02-15      | 0.8750%  | 0.0000% | $300.00            | $301.10            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2048-08-15      | 3.0000%  | 0.0000% | $100.00            | $77.16             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2049-08-15      | 2.2500%  | 0.0000% | $100.00            | $65.46             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2050-08-15      | 1.3750%  | 0.0000% | $200.00            | $103.00            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2051-02-15      | 1.8750%  | 0.0000% | $3795000.00        | $2221250.93        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2041-02-15      | 1.8750%  | 0.0000% | $100.00            | $72.01             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2041-11-15      | 2.0000%  | 0.0000% | $100.00            | $71.51             | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-05-15      | 2.8750%  | 0.0000% | $23356700.00       | $23047888.42       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2025-11-30      | 2.8750%  | 0.0000% | $1000.00           | $1014.16           | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2029-02-15      | 2.6250%  | 0.0000% | $166900.00         | $163729.54         | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-07-15      | 0.7500%  | 0.0000% | $10194800.00       | $13109041.34       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-04-30      | 1.2500%  | 0.0000% | $1000.00           | $949.62            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2026-10-15      | 0.1250%  | 0.0000% | $57028800.00       | $67160057.12       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-11-30      | 1.5000%  | 0.0000% | $3297000.00        | $3135974.62        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2029-04-30      | 2.8750%  | 0.0000% | $100.00            | $98.19             | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2029-11-30      | 3.8750%  | 0.0000% | $100.00            | $103.18            | U.S. Treasuries (including strips) |

### Security 162: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 4.150000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP16DDA1, C.3 - LEI: R0MUWSFPU8MP, C.5 - Other ID: ARP16DDA1_4.15_1205
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2026-02-10
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name         | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bill  | 2026-11-27      | N/A      | 0.0000% | $221476800.00      | $213720682.50      | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2039-11-15      | N/A      | 0.0000% | $100.00            | $54.21             | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2029-01-15      | 0.8750%  | 0.0000% | $66800.00          | $85205.02          | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2029-02-15      | 2.6250%  | 0.0000% | $74000.00          | $72594.29          | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-05-15      | 2.3750%  | 0.0000% | $100.00            | $98.42             | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2029-01-31      | 1.7500%  | 0.0000% | $2400.00           | $2288.65           | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-01-15      | 4.0000%  | 0.0000% | $100.00            | $101.91            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-05-15      | 4.5000%  | 0.0000% | $4800.00           | $4872.22           | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2034-11-15      | N/A      | 0.0000% | $1242000.00        | $861438.78         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2044-05-15      | N/A      | 0.0000% | $166207.16         | $67880.83          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2044-05-15      | N/A      | 0.0000% | $3056900.00        | $1283583.14        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2044-11-15      | N/A      | 0.0000% | $96900.00          | $39597.51          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-02-15      | N/A      | 0.0000% | $2084200.00        | $841754.19         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-05-15      | N/A      | 0.0000% | $49355400.00       | $19705192.81       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-11-15      | N/A      | 0.0000% | $8383100.00        | $3263373.17        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2047-08-15      | N/A      | 0.0000% | $300.00            | $106.59            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2040-08-15      | N/A      | 0.0000% | $100.00            | $51.93             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2054-02-15      | N/A      | 0.0000% | $56929600.00       | $15051047.65       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2055-02-15      | N/A      | 0.0000% | $300.00            | $76.25             | U.S. Treasuries (including strips) |

### Security 163: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 4.150000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP16H271, C.3 - LEI: R0MUWSFPU8MP, C.5 - Other ID: ARP16H271_4.15_1205
- **C.18 - Value (incl. sponsor support):** $700000000.00
- **C.18.a - Value (excl. sponsor support):** $700000000.00
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2026-02-13
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name         | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bill  | 2025-12-26      | N/A      | 0.0000% | $20597100.00       | $20533866.90       | U.S. Treasuries (including strips) |
| U.S. Treasury Bill  | 2026-02-26      | N/A      | 0.0000% | $200.00            | $198.12            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-11-15      | N/A      | 0.0000% | $5633600.00        | $2193047.81        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2055-02-15      | N/A      | 0.0000% | $600.00            | $152.50            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2055-08-15      | N/A      | 0.0000% | $100.00            | $24.91             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2026-08-15      | 6.7500%  | 0.0000% | $53900.00          | $56074.84          | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2040-02-15      | 4.6250%  | 0.0000% | $39659800.00       | $41338096.91       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2030-02-15      | 1.5000%  | 0.0000% | $45194400.00       | $41814441.50       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2032-08-15      | 2.7500%  | 0.0000% | $23200.00          | $22022.75          | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2026-04-30      | 4.8750%  | 0.0000% | $94300.00          | $95075.78          | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2029-11-30      | 4.1250%  | 0.0000% | $583308300.00      | $607947003.56      | U.S. Treasuries (including strips) |

### Security 164: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 4.150000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP16NZY3, C.3 - LEI: R0MUWSFPU8MP, C.5 - Other ID: ARP16NZY3_4.15_1205
- **C.18 - Value (incl. sponsor support):** $900000000.00
- **C.18.a - Value (excl. sponsor support):** $900000000.00
- **C.19 - Percentage of Net Assets:** 0.4600%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2026-02-20
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name         | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bill  | 2026-05-07      | N/A      | 0.0000% | $4178200.00        | $4109969.99        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2039-11-15      | N/A      | 0.0000% | $3500000.00        | $1897346.50        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2040-02-15      | N/A      | 0.0000% | $33861300.00       | $18108142.85       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2041-08-15      | N/A      | 0.0000% | $24100.00          | $11842.38          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2044-05-15      | N/A      | 0.0000% | $100.00            | $41.99             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-02-15      | N/A      | 0.0000% | $7857000.00        | $3173238.02        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-05-15      | N/A      | 0.0000% | $600.00            | $239.55            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-11-15      | N/A      | 0.0000% | $15300.00          | $5955.98           | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2046-02-15      | N/A      | 0.0000% | $1300.00           | $498.53            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2047-05-15      | N/A      | 0.0000% | $200.00            | $72.07             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2047-08-15      | N/A      | 0.0000% | $300.00            | $106.59            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2040-08-15      | N/A      | 0.0000% | $300.00            | $155.78            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2050-11-15      | N/A      | 0.0000% | $100.00            | $30.33             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2051-11-15      | N/A      | 0.0000% | $7460800.00        | $2159424.11        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2052-11-15      | N/A      | 0.0000% | $600.00            | $167.26            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2053-08-15      | N/A      | 0.0000% | $1700.00           | $458.83            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2055-02-15      | N/A      | 0.0000% | $3600800.00        | $915215.34         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2055-08-15      | N/A      | 0.0000% | $200.00            | $49.81             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2028-04-15      | 3.6250%  | 0.0000% | $33006400.00       | $70171804.12       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2031-02-15      | 5.3750%  | 0.0000% | $100.00            | $109.84            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2043-08-15      | 3.6250%  | 0.0000% | $100.00            | $89.43             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2051-02-15      | 0.1250%  | 0.0000% | $8427500.00        | $5902680.51        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2051-11-15      | 1.8750%  | 0.0000% | $700.00            | $402.37            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2042-08-15      | 3.3750%  | 0.0000% | $122039600.00      | $106741540.20      | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2055-11-15      | 4.6250%  | 0.0000% | $36451500.00       | $36400938.55       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-07-15      | 0.7500%  | 0.0000% | $10418000.00       | $13396044.33       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2026-07-31      | 1.8750%  | 0.0000% | $33244300.00       | $33039851.89       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-03-31      | 1.2500%  | 0.0000% | $24686200.00       | $23509682.83       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2032-07-15      | 0.6250%  | 0.0000% | $100.00            | $106.33            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2029-11-30      | 3.8750%  | 0.0000% | $100.00            | $103.18            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2030-05-31      | 3.7500%  | 0.0000% | $27963700.00       | $28702167.68       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2030-07-31      | 4.0000%  | 0.0000% | $11000.00          | $11346.47          | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2026-08-15      | 4.3750%  | 0.0000% | $9999900.00        | $10170728.45       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-10-15      | 2.3750%  | 0.0000% | $239900.00         | $264017.06         | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2025-11-30      | 4.8750%  | 0.0000% | $2400.00           | $2457.85           | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2034-11-15      | 4.2500%  | 0.0000% | $1301000.00        | $1334599.94        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-05-15      | 3.7500%  | 0.0000% | $332883200.00      | $335488571.94      | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-07-15      | 3.8750%  | 0.0000% | $39700.00          | $40665.53          | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-10-15      | 3.5000%  | 0.0000% | $22821300.00       | $22930403.36       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2030-10-15      | 1.1250%  | 0.0000% | $45234000.00       | $45175262.01       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2033-02-15      | N/A      | 0.0000% | $6351514.85        | $4791735.24        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2034-02-15      | N/A      | 0.0000% | $16965301.03       | $12219580.41       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2034-08-15      | N/A      | 0.0000% | $155903069.30      | $109544979.80      | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2036-08-15      | N/A      | 0.0000% | $24836745.70       | $15740113.73       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2031-05-15      | N/A      | 0.0000% | $13092997.01       | $10683191.63       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2034-05-15      | N/A      | 0.0000% | $52.93             | $37.66             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2026-11-15      | N/A      | 0.0000% | $25.04             | $24.19             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2027-08-15      | N/A      | 0.0000% | $2.27              | $2.14              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2035-05-15      | N/A      | 0.0000% | $136.90            | $92.59             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2029-08-15      | N/A      | 0.0000% | $251.31            | $219.96            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2030-02-15      | N/A      | 0.0000% | $300.00            | $257.44            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2037-05-15      | N/A      | 0.0000% | $70.33             | $42.85             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2037-11-15      | N/A      | 0.0000% | $262.31            | $155.87            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2039-08-15      | N/A      | 0.0000% | $163.60            | $87.77             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2039-11-15      | N/A      | 0.0000% | $21.44             | $11.33             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2040-11-15      | N/A      | 0.0000% | $2715384.91        | $1352821.05        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2041-02-15      | N/A      | 0.0000% | $39.08             | $19.20             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2042-08-15      | N/A      | 0.0000% | $106.69            | $48.05             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-11-15      | N/A      | 0.0000% | $87.68             | $33.19             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2047-11-15      | N/A      | 0.0000% | $43.83             | $15.05             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2048-08-15      | N/A      | 0.0000% | $3.11              | $1.03              | U.S. Treasuries (including strips) |

### Security 165: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 4.150000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP16T6P1, C.3 - LEI: R0MUWSFPU8MP, C.5 - Other ID: ARP16T6P1_4.15_1205
- **C.18 - Value (incl. sponsor support):** $425000000.00
- **C.18.a - Value (excl. sponsor support):** $425000000.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2026-02-27
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name         | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bill  | 2026-06-11      | N/A      | 0.0000% | $6000.00           | $5884.02           | U.S. Treasuries (including strips) |
| U.S. Treasury Bill  | 2026-07-09      | N/A      | 0.0000% | $100.00            | $97.83             | U.S. Treasuries (including strips) |
| U.S. Treasury Bill  | 2025-12-23      | N/A      | 0.0000% | $23830000.00       | $23764705.80       | U.S. Treasuries (including strips) |
| U.S. Treasury Bill  | 2026-04-23      | N/A      | 0.0000% | $400.00            | $394.03            | U.S. Treasuries (including strips) |
| U.S. Treasury Bill  | 2026-11-27      | N/A      | 0.0000% | $85155200.00       | $82173064.90       | U.S. Treasuries (including strips) |
| U.S. Treasury Bill  | 2026-05-28      | N/A      | 0.0000% | $28942000.00       | $28408020.10       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2040-02-15      | N/A      | 0.0000% | $15611700.00       | $8348731.26        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-02-15      | N/A      | 0.0000% | $500.00            | $201.94            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2040-08-15      | N/A      | 0.0000% | $21254700.00       | $11036885.56       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2052-11-15      | N/A      | 0.0000% | $500.00            | $139.38            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2054-05-15      | N/A      | 0.0000% | $100.00            | $26.23             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2041-02-15      | N/A      | 0.0000% | $5427335.09        | $2666504.00        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-05-15      | N/A      | 0.0000% | $195.86            | $76.10             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2041-08-15      | N/A      | 0.0000% | $2.24              | $1.07              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2042-02-15      | N/A      | 0.0000% | $4.79              | $2.22              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2042-08-15      | N/A      | 0.0000% | $17.82             | $8.03              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2042-11-15      | N/A      | 0.0000% | $16590924.10       | $7388220.55        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2044-08-15      | N/A      | 0.0000% | $1341919.47        | $540588.23         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-08-15      | N/A      | 0.0000% | $25.46             | $9.75              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2046-11-15      | N/A      | 0.0000% | $33.89             | $12.23             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2049-02-15      | N/A      | 0.0000% | $50.21             | $16.20             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2049-08-15      | N/A      | 0.0000% | $118.17            | $37.20             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2034-08-15      | N/A      | 0.0000% | $68.13             | $47.87             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2035-08-15      | N/A      | 0.0000% | $538678.32         | $359850.58         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2036-02-15      | N/A      | 0.0000% | $2842865.18        | $1850659.75        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2031-05-15      | N/A      | 0.0000% | $638270.10         | $520794.57         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2034-05-15      | N/A      | 0.0000% | $9225994.24        | $6564894.59        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2026-11-15      | N/A      | 0.0000% | $1766.52           | $1706.34           | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2027-08-15      | N/A      | 0.0000% | $1538.56           | $1447.55           | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2028-02-15      | N/A      | 0.0000% | $1388044.80        | $1283851.22        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2035-05-15      | N/A      | 0.0000% | $27537297.84       | $18623777.44       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2029-11-15      | N/A      | 0.0000% | $9082997.93        | $7872524.96        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2030-02-15      | N/A      | 0.0000% | $60.67             | $52.06             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2030-08-15      | N/A      | 0.0000% | $5.86              | $4.93              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2031-02-15      | N/A      | 0.0000% | $99.33             | $81.87             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2028-01-15      | 1.7500%  | 0.0000% | $400.00            | $630.50            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2054-05-15      | 4.6250%  | 0.0000% | $2227800.00        | $2221586.47        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2026-07-31      | 1.8750%  | 0.0000% | $118754700.00      | $118024374.13      | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-01-31      | 1.5000%  | 0.0000% | $7500.00           | $7355.60           | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-01-31      | 0.7500%  | 0.0000% | $200.00            | $189.10            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2031-05-15      | 1.6250%  | 0.0000% | $100.00            | $90.22             | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2026-10-31      | 1.1250%  | 0.0000% | $1712400.00        | $1674713.78        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2032-08-15      | 2.7500%  | 0.0000% | $588800.00         | $558922.21         | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2030-01-31      | 3.5000%  | 0.0000% | $4000000.00        | $4038592.17        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2033-02-15      | 3.5000%  | 0.0000% | $5027600.00        | $4989221.38        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2030-05-31      | 3.7500%  | 0.0000% | $100.00            | $102.64            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2026-06-15      | 4.1250%  | 0.0000% | $900.00            | $918.83            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-12-31      | 3.7500%  | 0.0000% | $40524600.00       | $41464658.40       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-03-15      | 4.2500%  | 0.0000% | $100.00            | $101.69            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2026-03-31      | 4.5000%  | 0.0000% | $100.00            | $100.94            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2026-04-30      | 4.8750%  | 0.0000% | $5800.00           | $5847.71           | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2034-07-15      | 1.8750%  | 0.0000% | $38653500.00       | $40970234.88       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2034-11-15      | 4.2500%  | 0.0000% | $4720800.00        | $4842720.53        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2032-04-30      | 4.0000%  | 0.0000% | $1000.00           | $1019.38           | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2030-05-31      | 4.0000%  | 0.0000% | $3883000.00        | $4031413.78        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-06-30      | 3.7500%  | 0.0000% | $4000.00           | $4074.51           | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-10-15      | 3.5000%  | 0.0000% | $9205800.00        | $9249810.81        | U.S. Treasuries (including strips) |

### Security 166: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 4.140000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP17B5Z8, C.3 - LEI: R0MUWSFPU8MP, C.5 - Other ID: ARP17B5Z8_4.14_1205
- **C.18 - Value (incl. sponsor support):** $850000000.00
- **C.18.a - Value (excl. sponsor support):** $850000000.00
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2026-03-18
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bill               | 2026-05-21      | N/A      | 0.0000% | $157587100.00      | $154789929.00      | U.S. Treasuries (including strips) |
| U.S. Treasury Bill               | 2026-03-10      | N/A      | 0.0000% | $85167800.00       | $84268428.03       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2036-02-15      | N/A      | 0.0000% | $397000.00         | $266122.99         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2040-02-15      | N/A      | 0.0000% | $9313800.00        | $4980778.08        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2040-05-15      | N/A      | 0.0000% | $21865500.00       | $11530793.29       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2041-08-15      | N/A      | 0.0000% | $200.00            | $98.28             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2045-02-15      | N/A      | 0.0000% | $18622900.00       | $7521305.11        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2045-05-15      | N/A      | 0.0000% | $37400.00          | $14931.99          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2045-11-15      | N/A      | 0.0000% | $600600.00         | $233801.57         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2047-05-15      | N/A      | 0.0000% | $100.00            | $36.04             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2047-08-15      | N/A      | 0.0000% | $200.00            | $71.06             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2040-08-15      | N/A      | 0.0000% | $300.00            | $155.78            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2050-11-15      | N/A      | 0.0000% | $4398800.00        | $1334248.41        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2054-02-15      | N/A      | 0.0000% | $16700600.00       | $4415304.63        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2040-02-15      | 4.6250%  | 0.0000% | $491100.00         | $511882.04         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2054-05-15      | 4.6250%  | 0.0000% | $25329600.00       | $25258953.51       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2028-05-15      | 2.8750%  | 0.0000% | $27210800.00       | $26851031.28       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2025-12-31      | 2.6250%  | 0.0000% | $1120900.00        | $1131594.57        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2029-07-15      | 0.2500%  | 0.0000% | $125982000.00      | $154957868.28      | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2026-01-31      | 0.3750%  | 0.0000% | $751900.00         | $748293.00         | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2031-08-15      | 1.2500%  | 0.0000% | $7388900.00        | $6505177.03        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2031-11-15      | 1.3750%  | 0.0000% | $300.00            | $263.39            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2028-03-31      | 3.6250%  | 0.0000% | $160000000.00      | $161489549.89      | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2030-04-30      | 3.5000%  | 0.0000% | $100.00            | $100.04            | U.S. Treasuries (including strips) |
| U.S. Treasury Floating Rate Note | 2026-04-30      | 3.9304%  | 0.0000% | $300.00            | $300.87            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2034-07-15      | 1.8750%  | 0.0000% | $6468000.00        | $6855665.83        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2031-11-30      | 4.1250%  | 0.0000% | $50000000.00       | $52224979.51       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-05-31      | 3.8750%  | 0.0000% | $22498500.00       | $23036962.25       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-09-30      | 3.5000%  | 0.0000% | $79990000.00       | $80430991.02       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2026-11-15      | N/A      | 0.0000% | $4779.60           | $4616.78           | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2027-08-15      | N/A      | 0.0000% | $2280.32           | $2145.43           | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2037-11-15      | N/A      | 0.0000% | $46945396.40       | $27896128.18       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2047-02-15      | N/A      | 0.0000% | $83476007.25       | $29737492.82       | U.S. Treasuries (including strips) |

### Security 167: Bank of America Securities, Inc.

- **C.1 - Title:** Bank of America Securities, Inc. 4.110000%
- **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: ARP17YQY8, C.3 - LEI: 549300HN4UKV, C.5 - Other ID: ARP17YQY8_4.11_1205
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 4.1100%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2026-01-22
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2054-07-20      | 5.5000%  | 0.0000% | $867037184.00      | $738857089.90      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-10-20      | 5.0000%  | 0.0000% | $5664184.00        | $5048617.99        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-02-20      | 6.0000%  | 0.0000% | $2099996.00        | $1399807.33        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-11-20      | 3.0000%  | 0.0000% | $59421.00          | $29512.14          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2043-06-15      | 3.0000%  | 0.0000% | $461785.00         | $73479.79          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-01-20      | 3.0000%  | 0.0000% | $43342.00          | $24461.57          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 5.5000%  | 0.0000% | $1279344.00        | $1304180.25        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $306557.00         | $319726.80         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 5.5000%  | 0.0000% | $1227236.00        | $1244640.41        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 5.5000%  | 0.0000% | $2373556.00        | $2398436.76        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.0000%  | 0.0000% | $1028524.00        | $1061767.37        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2075-10-20      | 5.3400%  | 0.0000% | $12230576.00       | $13161567.45       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 5.5000%  | 0.0000% | $5837256.00        | $5899564.67        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $3141788.00        | $3285855.43        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $2319860.00        | $2430770.19        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.0000%  | 0.0000% | $3574156.00        | $3637876.05        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 5.5000%  | 0.0000% | $2808000.00        | $2840171.26        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.5000%  | 0.0000% | $1312684.00        | $1370340.61        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $4425160.00        | $4612410.64        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 5.5000%  | 0.0000% | $1294660.00        | $1306907.48        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 4.0000%  | 0.0000% | $196316928.00      | $185777208.30      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 5.0000%  | 0.0000% | $45163904.00       | $45950207.57       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-07-20      | 3.0000%  | 0.0000% | $50000.00          | $11833.25          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-08-20      | 5.3310%  | 0.0000% | $1843100.00        | $1245577.65        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 5.5000%  | 0.0000% | $439968.00         | $433228.75         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2034-10-15      | 5.0000%  | 0.0000% | $1420620.00        | $21365.76          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2041-03-15      | 4.0000%  | 0.0000% | $25000000.00       | $6253395.71        | Agency Mortgage-Backed Securities |

### Security 168: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 4.150000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP17ZHK5, C.3 - LEI: R0MUWSFPU8MP, C.5 - Other ID: ARP17ZHK5_4.15_1205
- **C.18 - Value (incl. sponsor support):** $850000000.00
- **C.18.a - Value (excl. sponsor support):** $850000000.00
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2026-04-23
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name         | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bill  | 2025-12-26      | N/A      | 0.0000% | $7158100.00        | $7136124.63        | U.S. Treasuries (including strips) |
| U.S. Treasury Bill  | 2026-02-17      | N/A      | 0.0000% | $121500.00         | $120480.62         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-11-15      | N/A      | 0.0000% | $563200.00         | $219242.50         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2054-05-15      | N/A      | 0.0000% | $973200.00         | $255289.82         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2055-08-15      | N/A      | 0.0000% | $300.00            | $74.72             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2027-01-15      | 2.3750%  | 0.0000% | $25706000.00       | $42187913.52       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2041-02-15      | 4.7500%  | 0.0000% | $8400.00           | $8828.19           | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-05-15      | 2.3750%  | 0.0000% | $100.00            | $98.42             | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2026-10-15      | 0.1250%  | 0.0000% | $76422400.00       | $89998961.04       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2026-12-31      | 1.2500%  | 0.0000% | $300.00            | $293.96            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2029-02-28      | 1.8750%  | 0.0000% | $100.00            | $95.49             | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-10-15      | 1.6250%  | 0.0000% | $100.00            | $110.93            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2029-10-31      | 4.0000%  | 0.0000% | $2714000.00        | $2768616.33        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2026-05-15      | 3.6250%  | 0.0000% | $512300.00         | $512546.82         | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2030-05-31      | 3.7500%  | 0.0000% | $15382000.00       | $15788209.12       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2030-11-30      | 4.3750%  | 0.0000% | $100.00            | $105.73            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2026-12-15      | 4.3750%  | 0.0000% | $100.00            | $102.73            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2026-01-31      | 4.2500%  | 0.0000% | $100100.00         | $101548.32         | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2029-01-31      | 4.0000%  | 0.0000% | $87544000.00       | $89999651.07       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2026-05-31      | 4.8750%  | 0.0000% | $7762900.00        | $7991141.73        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2034-07-15      | 1.8750%  | 0.0000% | $82179700.00       | $87105219.76       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-08-15      | 3.7500%  | 0.0000% | $1000.00           | $1014.41           | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2032-01-31      | 4.3750%  | 0.0000% | $4188000.00        | $4404294.72        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-03-31      | 3.8750%  | 0.0000% | $600.00            | $606.07            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2032-04-30      | 4.0000%  | 0.0000% | $3161000.00        | $3222272.58        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-05-15      | 3.7500%  | 0.0000% | $89300800.00       | $89999729.24       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2030-07-31      | 3.8750%  | 0.0000% | $15124000.00       | $15513683.01       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2027-09-30      | 3.5000%  | 0.0000% | $89506000.00       | $89999453.46       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-10-15      | 3.5000%  | 0.0000% | $77581000.00       | $77951896.86       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2032-02-15      | N/A      | 0.0000% | $1933463.70        | $1526158.30        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2033-02-15      | N/A      | 0.0000% | $11919.36          | $8992.25           | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2035-08-15      | N/A      | 0.0000% | $16255383.15       | $10859002.33       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2035-05-15      | N/A      | 0.0000% | $144094299.10      | $97452559.54       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2035-11-15      | N/A      | 0.0000% | $199982776.30      | $131865643.00      | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2039-02-15      | N/A      | 0.0000% | $17.99             | $9.93              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2050-08-15      | N/A      | 0.0000% | $96.60             | $28.93             | U.S. Treasuries (including strips) |

### Security 169: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 4.150000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP18D8S6, C.3 - LEI: R0MUWSFPU8MP, C.5 - Other ID: ARP18D8S6_4.15_1205
- **C.18 - Value (incl. sponsor support):** $1950000000.00
- **C.18.a - Value (excl. sponsor support):** $1950000000.00
- **C.19 - Percentage of Net Assets:** 0.9900%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2026-05-13
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bill               | 2026-08-06      | N/A      | 0.0000% | $300.00            | $292.63            | U.S. Treasuries (including strips) |
| U.S. Treasury Bill               | 2026-01-08      | N/A      | 0.0000% | $922300.00         | $918251.10         | U.S. Treasuries (including strips) |
| U.S. Treasury Bill               | 2026-09-03      | N/A      | 0.0000% | $1142000.00        | $1111245.94        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2036-02-15      | N/A      | 0.0000% | $9036900.00        | $6057750.36        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2039-11-15      | N/A      | 0.0000% | $3718800.00        | $2015957.76        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2040-02-15      | N/A      | 0.0000% | $28542300.00       | $15263679.94       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2040-05-15      | N/A      | 0.0000% | $30256000.00       | $15955531.86       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2041-08-15      | N/A      | 0.0000% | $100.00            | $49.14             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2043-02-15      | N/A      | 0.0000% | $10915600.00       | $4904826.62        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2045-02-15      | N/A      | 0.0000% | $28768400.00       | $11618808.78       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2045-05-15      | N/A      | 0.0000% | $1042100.00        | $416059.47         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2045-11-15      | N/A      | 0.0000% | $2924500.00        | $1138449.36        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2046-02-15      | N/A      | 0.0000% | $807500.00         | $309665.75         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2047-05-15      | N/A      | 0.0000% | $8936200.00        | $3220338.39        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2047-08-15      | N/A      | 0.0000% | $4363900.00        | $1550546.04        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2050-08-15      | N/A      | 0.0000% | $757900.00         | $233038.33         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2040-08-15      | N/A      | 0.0000% | $4319200.00        | $2242822.35        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2050-11-15      | N/A      | 0.0000% | $13257700.00       | $4021338.82        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2051-02-15      | N/A      | 0.0000% | $297100400.00      | $88973250.99       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2051-08-15      | N/A      | 0.0000% | $200.00            | $58.52             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2052-11-15      | N/A      | 0.0000% | $600.00            | $167.26            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2053-05-15      | N/A      | 0.0000% | $108305200.00      | $29419266.39       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2053-11-15      | N/A      | 0.0000% | $306517300.00      | $82220200.55       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2054-02-15      | N/A      | 0.0000% | $9161600.00        | $2422143.81        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2026-08-15      | 6.7500%  | 0.0000% | $200.00            | $208.07            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2028-11-15      | 5.2500%  | 0.0000% | $403000.00         | $423563.22         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2043-02-15      | 3.1250%  | 0.0000% | $64000100.00       | $53566959.88       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2048-02-15      | 1.0000%  | 0.0000% | $49999900.00       | $49837950.74       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2055-02-15      | 4.6250%  | 0.0000% | $86257200.00       | $87038373.80       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2026-07-15      | 0.1250%  | 0.0000% | $100.00            | $134.69            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2026-11-15      | 2.0000%  | 0.0000% | $386900.00         | $381114.00         | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2026-09-30      | 1.6250%  | 0.0000% | $800.00            | $788.67            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2030-08-15      | 0.6250%  | 0.0000% | $32199900.00       | $28171862.79       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2031-01-15      | 0.1250%  | 0.0000% | $243526200.00      | $285688937.72      | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2031-07-15      | 0.1250%  | 0.0000% | $92607300.00       | $104983123.26      | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2026-08-31      | 0.7500%  | 0.0000% | $5132300.00        | $5029094.18        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2026-10-15      | 0.1250%  | 0.0000% | $740011600.00      | $871475838.97      | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2026-12-31      | 1.2500%  | 0.0000% | $100.00            | $97.98             | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2029-04-30      | 2.8750%  | 0.0000% | $100.00            | $98.19             | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-09-30      | 4.1250%  | 0.0000% | $400.00            | $407.01            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2033-01-15      | 1.1250%  | 0.0000% | $100.00            | $106.35            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2030-03-31      | 3.6250%  | 0.0000% | $890000.00         | $897798.79         | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2025-12-31      | 4.2500%  | 0.0000% | $128000.00         | $130274.41         | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2026-05-31      | 4.8750%  | 0.0000% | $100.00            | $102.94            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2026-06-30      | 4.6250%  | 0.0000% | $200.00            | $204.80            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2034-07-15      | 1.8750%  | 0.0000% | $12890000.00       | $13662574.61       | U.S. Treasuries (including strips) |
| U.S. Treasury Floating Rate Note | 2026-10-31      | 3.9854%  | 0.0000% | $300.00            | $301.03            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2028-07-15      | 3.8750%  | 0.0000% | $14288700.00       | $14636210.50       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2028-10-15      | 3.5000%  | 0.0000% | $119844900.00      | $120417850.82      | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2034-02-15      | N/A      | 0.0000% | $4375075.31        | $3151231.12        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2034-08-15      | N/A      | 0.0000% | $49.63             | $34.87             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2035-08-15      | N/A      | 0.0000% | $19340153.17       | $12919705.82       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2031-05-15      | N/A      | 0.0000% | $12991003.33       | $10599970.19       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2031-11-15      | N/A      | 0.0000% | $175000.00         | $139727.52         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2033-11-15      | N/A      | 0.0000% | $6252822.11        | $4557244.34        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2046-08-15      | N/A      | 0.0000% | $47.18             | $17.19             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2047-11-15      | N/A      | 0.0000% | $87938.77          | $30190.87          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2049-02-15      | N/A      | 0.0000% | $302.38            | $97.56             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2049-05-15      | N/A      | 0.0000% | $77.17             | $24.61             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2034-05-15      | N/A      | 0.0000% | $14841085.48       | $10560396.99       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2026-11-15      | N/A      | 0.0000% | $403.96            | $390.20            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2027-08-15      | N/A      | 0.0000% | $172.16            | $161.98            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2035-05-15      | N/A      | 0.0000% | $7875990.00        | $5326618.67        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2029-08-15      | N/A      | 0.0000% | $22.66             | $19.83             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2029-11-15      | N/A      | 0.0000% | $3784970.40        | $3280554.96        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2030-02-15      | N/A      | 0.0000% | $2988155.79        | $2564259.00        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2037-05-15      | N/A      | 0.0000% | $16464042.27       | $10030256.76       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2052-08-15      | N/A      | 0.0000% | $599915.47         | $164232.86         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2039-08-15      | N/A      | 0.0000% | $8951150.33        | $4802202.64        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2040-11-15      | N/A      | 0.0000% | $12906284.95       | $6429988.60        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2041-02-15      | N/A      | 0.0000% | $23048.00          | $11323.71          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2045-05-15      | N/A      | 0.0000% | $10485000.00       | $4073632.20        | U.S. Treasuries (including strips) |

### Security 170: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 4.370000%
- **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: ARP18UHM1, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP18UHM1_4.37_1209
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.3700%
- **C.11 - Maturity Date (WAM):** 2025-12-09
- **C.12 - Maturity Date (WAL):** 2025-12-09
- **C.13 - Final Legal Maturity Date:** 2025-12-09
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp. | 2038-11-15      | N/A      | 0.0000% | $18000.00          | $10134.70          | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank         | 2029-04-10      | 4.3750%  | 0.0000% | $18000.00          | $18592.62          | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank         | 2028-06-07      | 4.5000%  | 0.0000% | $15000.00          | $15676.72          | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank         | 2026-11-13      | 4.1600%  | 0.0000% | $192500000.00      | $193009857.67      | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank         | 2028-11-28      | 3.9700%  | 0.0000% | $39865000.00       | $39825214.73       | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank         | 2028-05-12      | 3.9100%  | 0.0000% | $22093000.00       | $22114403.20       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp. | 2028-10-20      | 4.1250%  | 0.0000% | $7000.00           | $7024.11           | Agency Mortgage-Backed Securities |

### Security 171: Bank of America NA

- **C.1 - Title:** Bank of America NA 4.350000%
- **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: ARP18YH76, C.3 - LEI: B4TYDEB6GKMZ, C.5 - Other ID: ARP18YH76_4.35_1212
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **C.11 - Maturity Date (WAM):** 2025-12-12
- **C.12 - Maturity Date (WAL):** 2025-12-12
- **C.13 - Final Legal Maturity Date:** 2025-12-12
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association | 2045-06-01      | 3.0000%  | 0.0000% | $278487552.00      | $35870876.72       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-11-01      | 3.0000%  | 0.0000% | $144024035.00      | $36144817.48       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-11-01      | 3.0000%  | 0.0000% | $130554437.00      | $32751792.76       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-10-01      | 3.0000%  | 0.0000% | $28542794.00       | $5247195.19        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-10-01      | 3.0000%  | 0.0000% | $169215921.00      | $33877704.54       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-09-01      | 3.5000%  | 0.0000% | $282239029.00      | $32773737.72       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-11-01      | 3.0000%  | 0.0000% | $245695051.00      | $34447872.95       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-09-01      | 3.0000%  | 0.0000% | $250309916.00      | $33072103.44       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-02-01      | 3.5000%  | 0.0000% | $208325360.00      | $30200901.73       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-07-01      | 3.5000%  | 0.0000% | $200000000.00      | $33814195.66       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-12-01      | 3.0000%  | 0.0000% | $182000607.00      | $34300650.53       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-04-01      | 3.0000%  | 0.0000% | $145669138.00      | $33404774.80       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-06-01      | 3.5000%  | 0.0000% | $339827805.00      | $36093376.56       | Agency Mortgage-Backed Securities |

### Security 172: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 4.150000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1993J9, C.3 - LEI: R0MUWSFPU8MP, C.5 - Other ID: ARP1993J9_4.15_1205
- **C.18 - Value (incl. sponsor support):** $750000000.00
- **C.18.a - Value (excl. sponsor support):** $750000000.00
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 4.1500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2026-06-25
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp.         | 2052-11-01      | 4.0000%  | 0.0000% | $10213000.00       | $7893390.88        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-01-01      | 5.5000%  | 0.0000% | $98000.00          | $79143.84          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-12-01      | 3.5000%  | 0.0000% | $14000.00          | $10840.15          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-07-01      | 3.5000%  | 0.0000% | $20000.00          | $15453.81          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-01-01      | 3.0000%  | 0.0000% | $22000.00          | $15954.14          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-02-01      | 5.5000%  | 0.0000% | $729258.00         | $542204.14         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-05-01      | 5.5000%  | 0.0000% | $55900.00          | $45407.81          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-11-01      | 5.5000%  | 0.0000% | $37829.00          | $29966.53          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-12-01      | 5.5000%  | 0.0000% | $41000.00          | $33196.90          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-07-01      | 2.5000%  | 0.0000% | $62996.00          | $48635.60          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-06-01      | 3.5000%  | 0.0000% | $51200.00          | $40572.33          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-06-01      | 5.0000%  | 0.0000% | $4702033.00        | $4206399.47        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-02-01      | 3.0000%  | 0.0000% | $1229000.00        | $227033.50         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-02-01      | 2.5000%  | 0.0000% | $2951584.00        | $1576756.95        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-04-01      | 2.0000%  | 0.0000% | $2367000.00        | $1324768.11        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-05-01      | 2.0000%  | 0.0000% | $786147.00         | $457703.93         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-08-01      | 3.0000%  | 0.0000% | $2082830.00        | $1436598.64        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-04-01      | 2.0000%  | 0.0000% | $19924867.00       | $11597536.98       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-05-01      | 2.0000%  | 0.0000% | $505944.00         | $297670.83         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-07-01      | 2.5000%  | 0.0000% | $356000.00         | $210944.01         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-06-01      | 5.0000%  | 0.0000% | $2472538.00        | $2075888.95        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 4.5000%  | 0.0000% | $340000.00         | $316357.72         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-10-01      | 5.5000%  | 0.0000% | $8711408.00        | $6975120.46        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-11-01      | 5.5000%  | 0.0000% | $33782016.00       | $28732539.10       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2044-03-01      | 3.8300%  | 0.0000% | $319601.00         | $246900.40         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2030-01-01      | 4.7200%  | 0.0000% | $2912461.00        | $2971611.02        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2040-03-01      | 2.7700%  | 0.0000% | $1001.00           | $800.76            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2038-06-01      | 4.2700%  | 0.0000% | $1235852.00        | $1199582.84        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-02-01      | 2.0000%  | 0.0000% | $1342732.00        | $765105.14         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-05-01      | 2.0000%  | 0.0000% | $1001980.00        | $592632.10         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-06-01      | 3.5000%  | 0.0000% | $150000.00         | $103913.88         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-11-01      | 4.5000%  | 0.0000% | $2609277.00        | $2061608.91        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-05-01      | 6.5000%  | 0.0000% | $1381320.00        | $1411437.65        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-11-01      | 2.0000%  | 0.0000% | $896945.00         | $491105.92         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-12-01      | 2.5000%  | 0.0000% | $587998.00         | $306217.87         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-04-01      | 4.0000%  | 0.0000% | $191946.00         | $136331.17         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-07-01      | 4.5000%  | 0.0000% | $11004.00          | $8767.64           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-04-01      | 5.0000%  | 0.0000% | $9407380.00        | $7615758.47        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-08-01      | 5.5000%  | 0.0000% | $1714000.00        | $1526790.79        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2045-11-01      | 5.5000%  | 0.0000% | $6907264.00        | $7059272.15        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2049-11-01      | 2.5000%  | 0.0000% | $1733240.00        | $269766.24         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-03-01      | 5.5000%  | 0.0000% | $4579880.00        | $4253691.08        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-06-01      | 6.5000%  | 0.0000% | $56221.00          | $26490.17          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2033-03-01      | 6.2850%  | 0.0000% | $993464.00         | $5675.78           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2030-09-01      | 3.7300%  | 0.0000% | $12883032.00       | $12701168.68       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2041-07-01      | 5.4200%  | 0.0000% | $2840237.00        | $2224194.87        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2030-08-01      | 6.5000%  | 0.0000% | $19997708.00       | $13304.02          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2034-08-01      | 4.2190%  | 0.0000% | $194621402.00      | $10087.14          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2039-12-01      | 6.4230%  | 0.0000% | $1346.00           | $27.10             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2036-02-01      | 6.2820%  | 0.0000% | $16533043.00       | $758564.41         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2036-01-01      | 6.3380%  | 0.0000% | $4721936.00        | $434050.16         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2042-10-01      | 4.5000%  | 0.0000% | $2295600.00        | $430185.00         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2037-07-01      | 3.2100%  | 0.0000% | $20000000.00       | $17628550.00       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2033-06-01      | 6.4650%  | 0.0000% | $4875000.00        | $6300.84           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2035-05-01      | 5.5000%  | 0.0000% | $3311420.00        | $31019.82          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2042-08-01      | 5.3080%  | 0.0000% | $2387995.00        | $27143.38          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2034-06-01      | 6.3250%  | 0.0000% | $12627.00          | $29.39             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-09-01      | 5.5000%  | 0.0000% | $999900.00         | $798604.39         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-09-01      | 6.0000%  | 0.0000% | $98727.00          | $93051.58          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-08-01      | 7.0000%  | 0.0000% | $1468965.00        | $1570613.36        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-07-01      | 6.5000%  | 0.0000% | $500800.00         | $257795.67         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-12-01      | 5.0000%  | 0.0000% | $9126.00           | $7831.11           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-01-01      | 6.0000%  | 0.0000% | $148221.00         | $149059.50         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-02-01      | 6.0000%  | 0.0000% | $9292592.00        | $8378384.28        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-03-01      | 7.0000%  | 0.0000% | $370027.00         | $393100.20         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-04-01      | 5.5000%  | 0.0000% | $528164.00         | $534451.13         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-07-01      | 6.0000%  | 0.0000% | $14180832.00       | $14386612.66       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-09-01      | 5.5000%  | 0.0000% | $8000.00           | $6326.68           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-08-01      | 5.0000%  | 0.0000% | $1513100.00        | $1518300.53        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-08-01      | 6.5000%  | 0.0000% | $4924727.00        | $5144509.62        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-09-01      | 6.5000%  | 0.0000% | $1575694.00        | $1650199.08        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-09-01      | 6.5000%  | 0.0000% | $3864492.00        | $3843729.58        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-08-01      | 5.5000%  | 0.0000% | $1446029.00        | $1470314.16        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-08-01      | 5.5000%  | 0.0000% | $3298711.00        | $3352809.55        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-09-01      | 6.0000%  | 0.0000% | $6044.00           | $6260.12           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-11-01      | 5.0000%  | 0.0000% | $8255640.00        | $8303254.75        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-11-01      | 5.0000%  | 0.0000% | $5292230.00        | $5321564.83        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2046-10-01      | 3.0000%  | 0.0000% | $448998.00         | $104309.41         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2046-11-01      | 3.0000%  | 0.0000% | $1106000.00        | $219096.18         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-12-01      | 4.2800%  | 0.0000% | $365476.00         | $319350.54         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2034-06-01      | 3.3700%  | 0.0000% | $8688.00           | $8202.36           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2041-12-01      | 4.5000%  | 0.0000% | $1080000.00        | $227967.79         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-02-01      | 4.0000%  | 0.0000% | $3574000.00        | $608526.84         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2031-04-01      | 1.7307%  | 0.0000% | $149290.00         | $107189.56         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-09-01      | 1.9690%  | 0.0000% | $15861039.00       | $12451100.66       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-02-01      | 5.1180%  | 0.0000% | $23044410.00       | $23124245.69       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-01-01      | 6.0700%  | 0.0000% | $8544693.00        | $8729574.92        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-11-01      | 5.1110%  | 0.0000% | $29732614.00       | $30114888.98       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-01-01      | 4.5000%  | 0.0000% | $10000000.00       | $961834.33         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2034-11-01      | 4.9400%  | 0.0000% | $3058485.00        | $3187736.58        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2033-03-01      | 4.4700%  | 0.0000% | $96385.00          | $98399.01          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2036-01-01      | 5.6300%  | 0.0000% | $14300256.00       | $15543041.20       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2038-07-01      | 5.1700%  | 0.0000% | $392300.00         | $402612.80         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-05-01      | 4.0000%  | 0.0000% | $4279340.00        | $2902282.10        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-04-01      | 6.0000%  | 0.0000% | $5411394.00        | $3474429.32        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-05-01      | 6.0000%  | 0.0000% | $8001.00           | $5829.19           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-06-01      | 7.0000%  | 0.0000% | $1462316.00        | $1348635.11        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2029-06-01      | 5.1300%  | 0.0000% | $1000.00           | $1042.48           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2032-12-01      | 4.9900%  | 0.0000% | $102727.00         | $106629.86         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2030-01-01      | 4.2550%  | 0.0000% | $10000.00          | $10159.97          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2030-07-01      | 4.5450%  | 0.0000% | $5012982.00        | $5137342.80        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-04-01      | 4.0000%  | 0.0000% | $800000.00         | $569711.63         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-11-01      | 4.5000%  | 0.0000% | $13000.00          | $10276.87          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-04-01      | 3.5000%  | 0.0000% | $253208.00         | $176831.39         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-06-01      | 3.0000%  | 0.0000% | $9994000.00        | $7035345.30        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-11-01      | 5.0000%  | 0.0000% | $971053.00         | $745315.65         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-06-01      | 3.5000%  | 0.0000% | $56745.00          | $42748.46          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2038-02-01      | 3.0000%  | 0.0000% | $325156.00         | $47935.98          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2048-07-01      | 4.5000%  | 0.0000% | $53533560.00       | $11836744.91       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2048-08-01      | 4.5000%  | 0.0000% | $2092000.00        | $183205.49         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2048-11-01      | 4.5000%  | 0.0000% | $120000.00         | $10797.55          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2039-05-01      | 3.5000%  | 0.0000% | $2039716.00        | $208843.48         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2031-06-01      | 5.5000%  | 0.0000% | $14920688.00       | $22081.18          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2032-04-01      | 7.0000%  | 0.0000% | $382351.00         | $297.94            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2037-07-01      | 6.5000%  | 0.0000% | $3061766.00        | $72134.55          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2036-05-01      | 6.5000%  | 0.0000% | $565112.00         | $9821.66           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2040-10-01      | 4.0000%  | 0.0000% | $707769.00         | $48892.02          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2044-04-01      | 4.5000%  | 0.0000% | $885716.00         | $51786.34          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2046-10-01      | 3.0000%  | 0.0000% | $4242992.00        | $672867.77         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2048-07-01      | 4.5000%  | 0.0000% | $160001.00         | $14256.10          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2044-04-01      | 4.0000%  | 0.0000% | $10689997.00       | $2246221.08        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2041-05-01      | 5.0000%  | 0.0000% | $47000.00          | $9605.18           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2048-08-01      | 4.5000%  | 0.0000% | $1230000.00        | $92459.33          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2048-10-01      | 5.0000%  | 0.0000% | $3043999.00        | $284786.92         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2034-02-01      | 3.5000%  | 0.0000% | $530000.00         | $33374.76          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2049-06-01      | 3.0000%  | 0.0000% | $1503000.00        | $156354.93         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2048-11-01      | 4.5000%  | 0.0000% | $3252427.00        | $786780.20         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2049-06-01      | 3.5000%  | 0.0000% | $99000.00          | $41369.91          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2035-04-01      | 3.5000%  | 0.0000% | $18000.00          | $5364.46           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-01-01      | 3.0000%  | 0.0000% | $5767744.00        | $3653630.15        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-02-01      | 2.5000%  | 0.0000% | $1206377.00        | $831433.81         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-11-01      | 3.5000%  | 0.0000% | $174387.00         | $73705.18          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-10-01      | 3.5000%  | 0.0000% | $12000.00          | $6393.58           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-10-01      | 4.5000%  | 0.0000% | $16780.00          | $13215.96          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-10-01      | 4.5000%  | 0.0000% | $447201.00         | $351471.26         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-07-01      | 4.0000%  | 0.0000% | $450000.00         | $322562.48         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2036-11-01      | 6.5030%  | 0.0000% | $525000.00         | $13256.26          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2037-08-01      | 5.5000%  | 0.0000% | $5603809.00        | $72247.80          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2040-07-01      | 4.5000%  | 0.0000% | $543000.00         | $11685.37          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-12-01      | 4.5000%  | 0.0000% | $1400004.00        | $103249.55         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-08-01      | 4.0000%  | 0.0000% | $206465542.00      | $15429298.17       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-04-01      | 2.5000%  | 0.0000% | $6763000.00        | $1492655.29        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-08-01      | 3.0000%  | 0.0000% | $2327000.00        | $689026.14         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2042-04-01      | 2.0000%  | 0.0000% | $199992.00         | $133988.52         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-08-01      | 4.5000%  | 0.0000% | $241611.00         | $185372.99         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-09-01      | 5.0000%  | 0.0000% | $4351584.00        | $3265744.97        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-03-01      | 5.5000%  | 0.0000% | $110736.00         | $84265.32          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-10-01      | 6.0000%  | 0.0000% | $333856.00         | $271268.74         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-08-01      | 6.5000%  | 0.0000% | $9327296.00        | $9055208.19        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-11-01      | 5.0000%  | 0.0000% | $3331551.00        | $3340739.42        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-12-01      | 4.5000%  | 0.0000% | $1717689.00        | $1664169.92        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-03-01      | 5.5000%  | 0.0000% | $2162876.00        | $2195540.18        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-03-01      | 6.5000%  | 0.0000% | $478682.00         | $402952.31         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 6.5000%  | 0.0000% | $25233080.00       | $23869531.30       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 6.5000%  | 0.0000% | $4917384.00        | $4902991.40        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 5.0000%  | 0.0000% | $3778944.00        | $3770923.82        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 6.5000%  | 0.0000% | $6000.00           | $3934.38           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 6.5000%  | 0.0000% | $2426339.00        | $2515238.61        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 6.5000%  | 0.0000% | $288391.00         | $301957.09         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 6.0000%  | 0.0000% | $14496858.00       | $14688838.62       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 5.5000%  | 0.0000% | $838322.00         | $857134.62         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 6.0000%  | 0.0000% | $939890.00         | $946050.12         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 6.5000%  | 0.0000% | $9593720.00        | $9173755.68        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 6.5000%  | 0.0000% | $1262110.00        | $1318088.37        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-11-01      | 4.5000%  | 0.0000% | $1057257.00        | $1039806.97        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-10-01      | 6.0000%  | 0.0000% | $14230.00          | $14663.21          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-09-01      | 6.5000%  | 0.0000% | $1308282.00        | $1096323.20        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-01-20      | 3.0000%  | 0.0000% | $2209988.00        | $817823.45         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2060-10-15      | 5.9600%  | 0.0000% | $1865.00           | $2008.36           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-08-20      | 7.0000%  | 0.0000% | $64560.00          | $65368.40          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $1098470.00        | $1152411.47        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-09-20      | 7.0000%  | 0.0000% | $1073664.00        | $1129901.43        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-08-20      | 6.0000%  | 0.0000% | $1226948.00        | $1273148.61        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-11-20      | 5.5000%  | 0.0000% | $17863847.00       | $16413570.54       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2032-09-15      | 6.5000%  | 0.0000% | $2700000.00        | $27650.19          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2039-10-15      | 5.0000%  | 0.0000% | $23530.00          | $387.22            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2037-06-20      | 5.5000%  | 0.0000% | $9886927.00        | $684708.50         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2039-12-20      | 5.8750%  | 0.0000% | $1068318.00        | $17081.85          | Agency Mortgage-Backed Securities  |
| U.S. Treasury Bill                       | 2026-10-29      | N/A      | 0.0000% | $700.00            | $677.27            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2055-02-15      | 4.6250%  | 0.0000% | $18600000.00       | $18768447.77       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2026-01-15      | 0.6250%  | 0.0000% | $6842800.00        | $9348323.72        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2027-05-15      | 2.3750%  | 0.0000% | $100.00            | $98.42             | U.S. Treasuries (including strips) |
| Federal National Mortgage Association    | 2053-06-01      | 5.5000%  | 0.0000% | $1411520.00        | $1172560.60        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-06-01      | 5.5000%  | 0.0000% | $218014.00         | $158769.58         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-02-01      | 5.5000%  | 0.0000% | $25218450.00       | $23323372.35       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-12-01      | 6.0000%  | 0.0000% | $30839425.00       | $29118836.43       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-09-01      | 6.0000%  | 0.0000% | $32149120.00       | $32962635.55       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-04-01      | 2.5000%  | 0.0000% | $7437000.00        | $2077609.14        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-03-01      | 4.0000%  | 0.0000% | $73178.00          | $11191.73          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-02-01      | 2.0000%  | 0.0000% | $1554000.00        | $926350.31         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-02-01      | 3.0000%  | 0.0000% | $98499840.00       | $64623699.01       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-01-01      | 2.5000%  | 0.0000% | $4484792.00        | $2852446.64        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-06-01      | 4.0000%  | 0.0000% | $87000.00          | $63820.50          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-02-01      | 2.5000%  | 0.0000% | $137000.00         | $93298.11          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-11-01      | 5.0000%  | 0.0000% | $110000.00         | $85891.39          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-11-01      | 5.0000%  | 0.0000% | $24661216.00       | $19470448.80       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-10-01      | 4.0000%  | 0.0000% | $225000.00         | $171359.28         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2041-07-01      | 6.0000%  | 0.0000% | $244032.00         | $168995.66         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-08-01      | 3.5000%  | 0.0000% | $10000.00          | $8103.04           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-07-01      | 2.5000%  | 0.0000% | $25138800.00       | $18736786.39       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-09-01      | 3.0000%  | 0.0000% | $285518.00         | $225110.61         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-05-01      | 3.0000%  | 0.0000% | $5258121.00        | $4311713.34        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-10-25      | 3.5000%  | 0.0000% | $176401.00         | $144012.57         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-04-01      | 6.5000%  | 0.0000% | $58844096.00       | $55526311.40       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-11-01      | 6.0000%  | 0.0000% | $5532918.00        | $5906599.20        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2035-09-01      | 7.1850%  | 0.0000% | $784000.00         | $7021.51           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2034-11-01      | 6.1270%  | 0.0000% | $3596000.00        | $19969.16          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2038-01-01      | 6.0000%  | 0.0000% | $42116100.00       | $643606.84         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-01-01      | 4.2740%  | 0.0000% | $9538240.00        | $8565821.61        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-06-01      | 6.2750%  | 0.0000% | $9667632.00        | $8918375.85        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2046-11-01      | 6.6350%  | 0.0000% | $5464696.00        | $5367830.63        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2043-10-01      | 6.5600%  | 0.0000% | $1437696.00        | $1412276.98        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2035-04-01      | 6.7400%  | 0.0000% | $4999997.00        | $70179.86          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2032-02-01      | 4.0000%  | 0.0000% | $3441399.00        | $181480.35         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2037-09-01      | 5.8850%  | 0.0000% | $1995350.00        | $64488.54          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2040-01-01      | 6.6620%  | 0.0000% | $2792420.00        | $65384.60          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2037-08-01      | 6.6460%  | 0.0000% | $2680691.00        | $157477.91         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Bank                   | 2033-05-25      | 4.0800%  | 0.0000% | $105000.00         | $102501.00         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2034-04-01      | 6.5000%  | 0.0000% | $194578.00         | $10221.07          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2041-09-01      | 4.0000%  | 0.0000% | $14990900.00       | $1299315.05        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2048-12-01      | 4.5000%  | 0.0000% | $544885.00         | $27952.99          | Agency Mortgage-Backed Securities  |

### Security 173: Barclays Bank PLC

- **C.1 - Title:** Barclays Bank PLC 4.050000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP19BMJ3, C.3 - LEI: G5GSEF7VJP5I, C.5 - Other ID: ARP19BMJ3_4.05_1205
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bond | 2040-08-15      | 3.8750%  | 0.0000% | $5297400.00        | $5040886.05        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2041-11-15      | 3.1250%  | 0.0000% | $227071000.00      | $191485395.11      | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2046-02-15      | 2.5000%  | 0.0000% | $55005300.00       | $39620215.95       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2052-08-15      | 3.0000%  | 0.0000% | $231779800.00      | $173116050.50      | U.S. Treasuries (including strips) |

### Security 174: Barclays Bank PLC

- **C.1 - Title:** Barclays Bank PLC 4.050000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP19DT60, C.3 - LEI: G5GSEF7VJP5I, C.5 - Other ID: ARP19DT60_4.05_1205
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bond | 2040-08-15      | 3.8750%  | 0.0000% | $137793400.00      | $131121083.40      | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2049-02-15      | 3.0000%  | 0.0000% | $175362400.00      | $134139045.72      | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2055-02-15      | 4.6250%  | 0.0000% | $143359700.00      | $144002429.03      | U.S. Treasuries (including strips) |

### Security 175: JP Morgan Securities LLC

- **C.1 - Title:** JP Morgan Securities LLC 4.065000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP19ED40, C.3 - LEI: ZBUT11V806EZ, C.5 - Other ID: ARP19ED40_4.06_1205
- **C.18 - Value (incl. sponsor support):** $2250000000.00
- **C.18.a - Value (excl. sponsor support):** $2250000000.00
- **C.19 - Percentage of Net Assets:** 1.1500%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2025-12-05
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2029-11-30      | 3.8750%  | 0.0000% | $21032400.00       | $21680119.08       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-10-15      | 1.6250%  | 0.0000% | $2061001600.00     | $2165572599.99     | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-02-29      | 4.1250%  | 0.0000% | $111288000.00      | $114875877.75      | U.S. Treasuries (including strips) |

### Security 176: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 4.060000%
- **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: ARP19FYT9, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP19FYT9_4.06_1205
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2026-01-08
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2053-07-20      | 6.5000%  | 0.0000% | $10920014.00       | $4895095.47        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-08-20      | 6.5000%  | 0.0000% | $5855442.00        | $5479268.81        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 7.0000%  | 0.0000% | $4121691.00        | $4306416.95        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 7.5000%  | 0.0000% | $2318136.00        | $2406390.97        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-11-20      | 7.0000%  | 0.0000% | $3966001.00        | $2653803.99        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 7.0000%  | 0.0000% | $5942551.00        | $4735899.29        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-12-20      | 7.0000%  | 0.0000% | $5653246.00        | $4161507.29        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 6.5000%  | 0.0000% | $5070424.00        | $2353590.49        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 7.0000%  | 0.0000% | $5295135.00        | $3799256.78        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 8.0000%  | 0.0000% | $5784391.00        | $4035529.28        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-02-20      | 6.5000%  | 0.0000% | $3814042.00        | $3352900.50        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-02-20      | 8.0000%  | 0.0000% | $4823067.00        | $4618434.53        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-02-20      | 6.0000%  | 0.0000% | $4202142.00        | $2953263.18        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-05-20      | 6.0000%  | 0.0000% | $5505153.00        | $4062672.63        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-04-20      | 7.0000%  | 0.0000% | $5585244.00        | $5913135.53        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-11-20      | 6.5000%  | 0.0000% | $4787027.00        | $5004338.74        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-01-20      | 6.5000%  | 0.0000% | $2988377.00        | $3131214.04        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-01-20      | 6.0000%  | 0.0000% | $4516534.00        | $4411632.97        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-11-20      | 6.0000%  | 0.0000% | $2661189.00        | $2338655.67        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-11-20      | 6.0000%  | 0.0000% | $3826361.00        | $3966239.93        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-03-20      | 7.5000%  | 0.0000% | $4395215.00        | $4712255.88        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-03-20      | 7.0000%  | 0.0000% | $2740998.00        | $2814785.43        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $2334534.00        | $2435321.78        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 7.0000%  | 0.0000% | $3582935.00        | $3804829.71        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $2339242.00        | $2513220.59        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 7.0000%  | 0.0000% | $3605847.00        | $3923846.29        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $2791258.00        | $3023371.19        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.0000%  | 0.0000% | $2846126.00        | $3021434.59        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 7.0000%  | 0.0000% | $3894086.00        | $4268595.83        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 7.0000%  | 0.0000% | $2188170.00        | $2398598.10        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $2935974.00        | $3107325.76        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.0000%  | 0.0000% | $5259123.00        | $5428489.99        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.0000%  | 0.0000% | $3605581.00        | $3721655.67        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $2979900.00        | $3077522.42        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 7.0000%  | 0.0000% | $4540087.00        | $4824134.67        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 7.0000%  | 0.0000% | $4786295.00        | $5083262.47        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 7.0000%  | 0.0000% | $6082826.00        | $6463519.82        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $2838780.00        | $2997286.65        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 5.5000%  | 0.0000% | $4547187.00        | $4634488.12        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 5.0000%  | 0.0000% | $3422706.00        | $3432568.33        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.5000%  | 0.0000% | $2549902.00        | $2666133.45        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 5.5000%  | 0.0000% | $2342942.00        | $2397574.73        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.0000%  | 0.0000% | $5422599.00        | $5590769.30        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 5.5000%  | 0.0000% | $2593532.00        | $2653959.45        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 5.5000%  | 0.0000% | $5471644.00        | $5597057.75        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $2965114.00        | $3144132.54        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.0000%  | 0.0000% | $2594177.00        | $2703500.03        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 5.5000%  | 0.0000% | $4155321.00        | $4194412.62        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 5.5000%  | 0.0000% | $3221954.00        | $3283905.12        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.0000%  | 0.0000% | $2629186.00        | $2751338.42        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 5.0000%  | 0.0000% | $3495213.00        | $3522346.71        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $4377797.00        | $4565232.73        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $5781438.00        | $6083456.61        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $6056132.00        | $6345159.52        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 5.0000%  | 0.0000% | $4472787.00        | $4502395.98        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $2195195.00        | $2291063.50        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.0000%  | 0.0000% | $4268260.00        | $4409046.85        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.5000%  | 0.0000% | $2540774.00        | $2657584.58        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $6085791.00        | $6360443.22        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.0000%  | 0.0000% | $3310774.00        | $3439636.31        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.0000%  | 0.0000% | $4918108.00        | $5095841.37        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.0000%  | 0.0000% | $3963579.00        | $4111677.94        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.5000%  | 0.0000% | $3296023.00        | $3446745.90        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $3942272.00        | $4128331.47        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.0000%  | 0.0000% | $3312698.00        | $3422856.87        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 5.5000%  | 0.0000% | $5330988.00        | $5467379.61        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 7.0000%  | 0.0000% | $2945560.00        | $3173681.93        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 7.0000%  | 0.0000% | $5520506.00        | $5765116.40        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 7.0000%  | 0.0000% | $3338028.00        | $3386732.95        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.0000%  | 0.0000% | $2706492.00        | $2802228.34        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 7.5000%  | 0.0000% | $3562490.00        | $3850663.38        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 5.0000%  | 0.0000% | $2751995.00        | $2747705.91        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 5.5000%  | 0.0000% | $3905233.00        | $3980672.73        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 5.0000%  | 0.0000% | $4104179.00        | $4131024.60        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.0000%  | 0.0000% | $2954645.00        | $3070127.30        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 5.5000%  | 0.0000% | $3857633.00        | $3931978.73        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 5.5000%  | 0.0000% | $6192903.00        | $6311938.05        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 5.5000%  | 0.0000% | $2556479.00        | $2602556.93        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.0000%  | 0.0000% | $2756215.00        | $2918837.90        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $2140661.00        | $2311951.88        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.0000%  | 0.0000% | $5457499.00        | $5759835.98        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.5000%  | 0.0000% | $2776955.00        | $3003704.87        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.0000%  | 0.0000% | $3607140.00        | $3744800.41        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.5000%  | 0.0000% | $3693617.00        | $3913065.86        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $2305802.00        | $2413220.09        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $2488289.00        | $2604208.43        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 7.5000%  | 0.0000% | $2629111.00        | $2839059.55        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 7.5000%  | 0.0000% | $2299729.00        | $2482807.35        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 5.5000%  | 0.0000% | $5046022.00        | $5153446.76        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 5.5000%  | 0.0000% | $2256571.00        | $2318477.77        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 5.5000%  | 0.0000% | $2358281.00        | $2418631.77        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.0000%  | 0.0000% | $2783543.00        | $2900174.95        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 5.0000%  | 0.0000% | $5848156.00        | $5901801.13        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 4.5000%  | 0.0000% | $5668629.00        | $5554355.97        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 5.5000%  | 0.0000% | $4085276.00        | $4132081.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.0000%  | 0.0000% | $4514741.00        | $4713299.30        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 5.5000%  | 0.0000% | $2410850.00        | $2476994.08        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 7.5000%  | 0.0000% | $3483040.00        | $3618276.42        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 7.0000%  | 0.0000% | $2851651.00        | $3048650.71        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.0000%  | 0.0000% | $5544481.00        | $5810068.35        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 7.0000%  | 0.0000% | $2226964.00        | $2378603.39        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.0000%  | 0.0000% | $4229199.00        | $4411202.89        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 5.0000%  | 0.0000% | $2811417.00        | $2844841.03        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 5.5000%  | 0.0000% | $3613359.00        | $3718879.93        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 5.0000%  | 0.0000% | $3470419.00        | $3488364.54        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $4850100.00        | $5036266.24        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $4345025.00        | $4519590.73        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-01-20      | 7.0000%  | 0.0000% | $5317107.00        | $5513960.97        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-12-20      | 6.0000%  | 0.0000% | $5035902.00        | $4304124.08        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-01-20      | 6.0000%  | 0.0000% | $2646760.00        | $2709632.54        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-01-20      | 6.5000%  | 0.0000% | $3316340.00        | $3102051.63        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-01-20      | 6.5000%  | 0.0000% | $3492568.00        | $3625977.21        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-03-20      | 7.0000%  | 0.0000% | $4358075.00        | $4477077.20        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-04-20      | 7.5000%  | 0.0000% | $2902775.00        | $3123216.58        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-04-20      | 7.0000%  | 0.0000% | $2628994.00        | $2799752.79        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.0000%  | 0.0000% | $2560186.00        | $2617183.42        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-04-20      | 6.5000%  | 0.0000% | $2985264.00        | $3138512.65        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-01-20      | 7.5000%  | 0.0000% | $3629457.00        | $3744714.45        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-03-20      | 6.0000%  | 0.0000% | $3796056.00        | $3706186.97        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-03-20      | 6.0000%  | 0.0000% | $4968986.00        | $5109111.48        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-01-20      | 7.0000%  | 0.0000% | $6379337.00        | $6104927.10        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 6.0000%  | 0.0000% | $3344623.00        | $3472284.64        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $3373827.00        | $3550679.27        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-04-20      | 7.0000%  | 0.0000% | $4157819.00        | $4271820.96        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 7.0000%  | 0.0000% | $3095489.00        | $3294593.17        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 7.0000%  | 0.0000% | $3832353.00        | $4079970.53        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 5.5000%  | 0.0000% | $4937801.00        | $4992127.68        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 7.5000%  | 0.0000% | $4345544.00        | $4666208.02        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-04-20      | 6.5000%  | 0.0000% | $4310479.00        | $4484752.80        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-03-20      | 6.5000%  | 0.0000% | $3000000.00        | $3145999.32        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 7.0000%  | 0.0000% | $3665902.00        | $3883014.96        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 7.0000%  | 0.0000% | $3788859.00        | $4013734.01        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 7.0000%  | 0.0000% | $4224366.00        | $4474875.75        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 7.0000%  | 0.0000% | $4058695.00        | $4297628.06        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-04-20      | 5.0000%  | 0.0000% | $2450195.00        | $2458778.57        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 6.5000%  | 0.0000% | $2282468.00        | $2368123.16        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 6.0000%  | 0.0000% | $5363741.00        | $5568295.56        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 6.5000%  | 0.0000% | $3059236.00        | $3239074.96        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 6.0000%  | 0.0000% | $5028266.00        | $5327073.53        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 5.5000%  | 0.0000% | $3639331.00        | $3656520.15        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 6.5000%  | 0.0000% | $3397573.00        | $3342568.28        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $2746610.00        | $2887779.57        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.5000%  | 0.0000% | $4940884.00        | $5294874.75        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.0000%  | 0.0000% | $2238332.00        | $2330611.71        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.0000%  | 0.0000% | $2447564.00        | $2543229.49        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $2250645.00        | $2366487.94        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 6.5000%  | 0.0000% | $2327002.00        | $2425176.41        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 6.5000%  | 0.0000% | $2284426.00        | $2380287.27        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 5.5000%  | 0.0000% | $2303007.00        | $2347349.24        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $2822133.00        | $2946510.06        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 7.0000%  | 0.0000% | $5061420.00        | $5364427.96        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 7.0000%  | 0.0000% | $5271025.00        | $5585431.17        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 7.0000%  | 0.0000% | $3434700.00        | $3638937.86        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-07-20      | 6.5000%  | 0.0000% | $2236810.00        | $2346570.55        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 5.5000%  | 0.0000% | $3983478.00        | $4068286.25        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 5.5000%  | 0.0000% | $2451139.00        | $2500644.22        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 6.0000%  | 0.0000% | $3017470.00        | $3141478.12        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $4592967.00        | $4743328.66        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $2942730.00        | $3047251.20        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $3117403.00        | $3181645.12        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 5.5000%  | 0.0000% | $2644408.00        | $2689732.46        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $3137911.00        | $3233074.18        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 7.0000%  | 0.0000% | $2377950.00        | $2521342.29        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $2826106.00        | $2952013.08        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 5.5000%  | 0.0000% | $3198215.00        | $3283732.26        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 5.5000%  | 0.0000% | $5266966.00        | $5396460.85        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $3092698.00        | $3193407.20        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $5606974.00        | $5858078.15        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 7.0000%  | 0.0000% | $3767512.00        | $4127628.49        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 7.5000%  | 0.0000% | $3977620.00        | $4270341.01        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $4053534.00        | $4235701.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 7.5000%  | 0.0000% | $3426457.00        | $3672736.30        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.5000%  | 0.0000% | $3664195.00        | $3831524.40        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 5.5000%  | 0.0000% | $5352463.00        | $5413780.82        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 5.5000%  | 0.0000% | $5284881.00        | $5449357.06        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 5.0000%  | 0.0000% | $4269627.00        | $4312733.15        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 5.5000%  | 0.0000% | $3982403.00        | $4067184.38        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 5.0000%  | 0.0000% | $5068569.00        | $5095168.85        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.0000%  | 0.0000% | $5157589.00        | $5276198.07        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $2838465.00        | $2987166.51        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $5524852.00        | $5799105.65        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $3402604.00        | $3554894.34        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $4640804.00        | $4864087.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 5.0000%  | 0.0000% | $3208578.00        | $3238007.08        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 5.0000%  | 0.0000% | $4889481.00        | $4919468.18        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 7.5000%  | 0.0000% | $2769254.00        | $2993270.03        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $3500760.00        | $3663856.91        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 5.0000%  | 0.0000% | $4499643.00        | $4531392.48        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 5.0000%  | 0.0000% | $3711160.00        | $3736061.88        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 5.0000%  | 0.0000% | $4623905.00        | $4652263.41        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 5.0000%  | 0.0000% | $2723682.00        | $2745265.76        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 5.0000%  | 0.0000% | $4459579.00        | $4481865.24        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.0000%  | 0.0000% | $5944418.00        | $6274554.35        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.0000%  | 0.0000% | $4466899.00        | $4712048.16        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.0000%  | 0.0000% | $2432358.00        | $2567297.51        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.5000%  | 0.0000% | $4556204.00        | $4918828.16        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.5000%  | 0.0000% | $5083333.00        | $5421315.23        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.5000%  | 0.0000% | $3712356.00        | $4011365.41        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 5.5000%  | 0.0000% | $2626114.00        | $2702504.67        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.5000%  | 0.0000% | $2324318.00        | $2501248.90        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.0000%  | 0.0000% | $2679703.00        | $2800679.57        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $2543081.00        | $2657476.41        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $2951669.00        | $3086468.78        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.0000%  | 0.0000% | $3184543.00        | $3331509.66        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $2514869.00        | $2644311.83        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $2973160.00        | $3126191.52        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $6194781.00        | $6574149.39        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.0000%  | 0.0000% | $5263891.00        | $5492980.80        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 5.5000%  | 0.0000% | $4159035.00        | $4300937.12        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 5.5000%  | 0.0000% | $3106371.00        | $3182529.90        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.5000%  | 0.0000% | $3280937.00        | $3430763.35        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.0000%  | 0.0000% | $2635457.00        | $2722463.80        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $3524043.00        | $3726939.78        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $2878324.00        | $3044049.26        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 7.0000%  | 0.0000% | $3707517.00        | $3946021.56        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 7.0000%  | 0.0000% | $2570258.00        | $2735607.83        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 7.0000%  | 0.0000% | $4679489.00        | $4980539.25        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $2983470.00        | $3155240.31        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 7.0000%  | 0.0000% | $2976862.00        | $3168363.54        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 7.0000%  | 0.0000% | $2729418.00        | $2905006.91        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 7.5000%  | 0.0000% | $2387685.00        | $2575020.38        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $2636130.00        | $2681695.50        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $2477600.00        | $2593026.43        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $2240775.00        | $2364311.17        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $2719691.00        | $2853032.01        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 5.5000%  | 0.0000% | $3114140.00        | $3180159.28        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.5000%  | 0.0000% | $2462220.00        | $2573233.86        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 5.0000%  | 0.0000% | $2920946.00        | $2944395.23        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 5.0000%  | 0.0000% | $3653862.00        | $3675655.75        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 5.0000%  | 0.0000% | $2353073.00        | $2383924.14        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 5.0000%  | 0.0000% | $3292545.00        | $3322948.36        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.0000%  | 0.0000% | $4695331.00        | $4855869.06        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 5.5000%  | 0.0000% | $5461559.00        | $5524132.08        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 5.5000%  | 0.0000% | $2245271.00        | $2313253.31        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 7.5000%  | 0.0000% | $2549134.00        | $2736727.32        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.5000%  | 0.0000% | $3374788.00        | $3532019.37        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.0000%  | 0.0000% | $2416386.00        | $2470184.42        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-04-20      | 5.0000%  | 0.0000% | $3134023.00        | $3002154.78        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-12-20      | 3.0000%  | 0.0000% | $804994.00         | $714162.08         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-01-20      | 6.0000%  | 0.0000% | $2944947.00        | $2991738.22        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-05-20      | 6.5000%  | 0.0000% | $4344536.00        | $4501156.52        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-04-20      | 7.5000%  | 0.0000% | $2349921.00        | $2495099.30        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $3437608.00        | $3621974.62        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 7.0000%  | 0.0000% | $2319051.00        | $2423006.56        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $5490707.00        | $5725519.26        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $3747223.00        | $3907467.14        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $4856601.00        | $4767538.41        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-04-20      | 7.0000%  | 0.0000% | $3239310.00        | $3391649.34        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-04-20      | 7.0000%  | 0.0000% | $4028311.00        | $4227072.56        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $4632955.00        | $4899073.03        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $3616034.00        | $3826114.55        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $3729050.00        | $3946160.58        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $5482475.00        | $5794495.43        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $2778609.00        | $2930554.63        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 6.5000%  | 0.0000% | $2530914.00        | $2650015.92        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 6.5000%  | 0.0000% | $4542953.00        | $4771302.59        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-03-20      | 7.0000%  | 0.0000% | $4548984.00        | $4724093.52        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-03-20      | 7.5000%  | 0.0000% | $3782330.00        | $4021190.08        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-03-20      | 7.0000%  | 0.0000% | $3308995.00        | $3498383.11        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-03-20      | 6.0000%  | 0.0000% | $5959280.00        | $6042335.50        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-03-20      | 6.5000%  | 0.0000% | $2300731.00        | $2362260.88        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-03-20      | 5.0000%  | 0.0000% | $2421878.00        | $2419591.11        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 6.5000%  | 0.0000% | $3639088.00        | $3787796.16        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 5.5000%  | 0.0000% | $5301696.00        | $5414563.81        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 5.5000%  | 0.0000% | $4938138.00        | $5043266.02        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 5.0000%  | 0.0000% | $2580798.00        | $2594143.30        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 5.5000%  | 0.0000% | $2242329.00        | $2290068.19        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 5.0000%  | 0.0000% | $2586804.00        | $2577090.55        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 5.5000%  | 0.0000% | $4476037.00        | $4587830.50        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 5.5000%  | 0.0000% | $3291729.00        | $3366052.95        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 5.5000%  | 0.0000% | $6347079.00        | $6482208.31        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 5.0000%  | 0.0000% | $2803275.00        | $2832440.27        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 5.0000%  | 0.0000% | $2517007.00        | $2530022.45        | Agency Mortgage-Backed Securities |

### Security 177: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 4.350000%
- **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: ARP19GEH5, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP19GEH5_4.35_1208
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.3500%
- **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:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2034-05-15      | 4.3750%  | 0.0000% | $196677500.00      | $204000026.13      | U.S. Treasuries (including strips) |

### Security 178: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada 4.200000%
- **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: ARP19GMM5, C.3 - LEI: ES7IP3U3RHIG, C.5 - Other ID: ARP19GMM5_4.20_1205
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.2000%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp.      | 2035-01-01      | 5.0000%  | 0.0000% | $26065.00          | $930.10            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2037-08-01      | 6.0000%  | 0.0000% | $7335440.00        | $339464.82         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2033-03-01      | 5.5000%  | 0.0000% | $9173206.00        | $107757.51         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2044-01-01      | 3.5000%  | 0.0000% | $2008160.00        | $387494.48         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2047-03-01      | 4.0000%  | 0.0000% | $89253874.00       | $17196022.13       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-05-01      | 5.0000%  | 0.0000% | $640968.00         | $533143.83         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-02-01      | 4.0000%  | 0.0000% | $3655700.00        | $2738432.95        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-02-01      | 5.5000%  | 0.0000% | $58855000.00       | $50927327.65       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-08-01      | 6.0000%  | 0.0000% | $75341104.00       | $60700132.60       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-07-01      | 3.5000%  | 0.0000% | $9449611.00        | $1306000.18        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-04-01      | 3.5000%  | 0.0000% | $4614175.00        | $1294907.38        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-08-01      | 4.5000%  | 0.0000% | $2675228.00        | $2065085.53        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-02-01      | 5.5000%  | 0.0000% | $8959041.00        | $7696435.95        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-07-01      | 6.0000%  | 0.0000% | $13292665.00       | $11090386.99       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-08-01      | 3.5000%  | 0.0000% | $13882640.00       | $1674072.74        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-04-01      | 3.5000%  | 0.0000% | $199933184.00      | $18819076.11       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-12-01      | 3.0000%  | 0.0000% | $45716041.00       | $12357431.61       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-05-01      | 3.5000%  | 0.0000% | $10008920.00       | $1662400.03        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-06-01      | 6.0000%  | 0.0000% | $1000.00           | $875.00            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-05-01      | 6.0000%  | 0.0000% | $287111.00         | $291583.24         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-06-01      | 6.0000%  | 0.0000% | $328333.00         | $333909.21         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-11-01      | 5.5000%  | 0.0000% | $1365399.00        | $1380430.34        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-06-01      | 5.5000%  | 0.0000% | $2320384.00        | $2203974.01        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-05-01      | 5.5000%  | 0.0000% | $2499342.00        | $2394815.29        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-01-01      | 3.5000%  | 0.0000% | $83258571.00       | $23188310.19       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-04-01      | 4.0000%  | 0.0000% | $773885.00         | $167701.72         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-08-01      | 3.5000%  | 0.0000% | $5638475.00        | $1554499.24        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-04-01      | 3.5000%  | 0.0000% | $2524618.00        | $1472357.40        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-02-01      | 4.0000%  | 0.0000% | $3538922.00        | $1043495.61        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-04-01      | 4.0000%  | 0.0000% | $2380407.00        | $808637.98         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-06-01      | 4.5000%  | 0.0000% | $1058448.00        | $382657.33         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2030-01-01      | 2.2600%  | 0.0000% | $1536894.00        | $1444104.03        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-11-01      | 4.5000%  | 0.0000% | $8580.00           | $2292.32           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-10-01      | 4.0000%  | 0.0000% | $1731193.00        | $362611.95         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-10-01      | 4.0000%  | 0.0000% | $4549652.00        | $1122190.72        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2031-07-01      | 1.9000%  | 0.0000% | $21179363.00       | $18793253.60       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-01      | 5.0000%  | 0.0000% | $54512.00          | $35361.69          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-05-01      | 3.0000%  | 0.0000% | $1793479.00        | $1048089.95        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-08-01      | 5.0000%  | 0.0000% | $20426773.00       | $14742852.99       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-05-01      | 4.0000%  | 0.0000% | $388483.00         | $297097.44         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-07-01      | 3.5000%  | 0.0000% | $380476.00         | $289447.20         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-05-01      | 5.0000%  | 0.0000% | $3805481.00        | $3119713.04        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-05-01      | 6.0000%  | 0.0000% | $22747110.00       | $17419183.97       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-07-01      | 6.0000%  | 0.0000% | $19794000.00       | $16073416.84       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-08-01      | 6.0000%  | 0.0000% | $20478000.00       | $17027366.00       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-02-01      | 5.5000%  | 0.0000% | $4645988.00        | $4528457.04        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-08-01      | 3.5000%  | 0.0000% | $1710997.00        | $225828.42         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-03-01      | 3.0000%  | 0.0000% | $623589.00         | $310020.17         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-04-01      | 6.0000%  | 0.0000% | $128656025.00      | $126143887.72      | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-11-01      | 5.0000%  | 0.0000% | $5881934.00        | $4609728.23        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-12-01      | 5.0000%  | 0.0000% | $23507727.00       | $22030907.84       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-05-01      | 6.0000%  | 0.0000% | $1000.00           | $1022.76           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-06-01      | 6.0000%  | 0.0000% | $27270132.00       | $26869849.04       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 5.5000%  | 0.0000% | $3055282.00        | $3002438.65        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 5.5000%  | 0.0000% | $9955421.00        | $9381129.67        | Agency Mortgage-Backed Securities |

### Security 179: Barclays Bank PLC

- **C.1 - Title:** Barclays Bank PLC 4.050000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP19HHA5, C.3 - LEI: G5GSEF7VJP5I, C.5 - Other ID: ARP19HHA5_4.05_1205
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bond | 2045-08-15      | 2.8750%  | 0.0000% | $197267100.00      | $153068050.08      | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2046-02-15      | 2.5000%  | 0.0000% | $179497000.00      | $129291357.42      | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2047-05-15      | 3.0000%  | 0.0000% | $164565800.00      | $126903163.75      | U.S. Treasuries (including strips) |

### Security 180: Bank of America NA

- **C.1 - Title:** Bank of America NA 4.300000%
- **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: ARP19M3A9, C.3 - LEI: B4TYDEB6GKMZ, C.5 - Other ID: ARP19M3A9_4.30_0115
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2026-01-15
- **C.12 - Maturity Date (WAL):** 2026-01-15
- **C.13 - Final Legal Maturity Date:** 2026-01-15
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association | 2046-10-01      | 3.0000%  | 0.0000% | $199993669.00      | $45687116.12       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-10-01      | 3.0000%  | 0.0000% | $192318296.00      | $45404455.53       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-06-01      | 3.5000%  | 0.0000% | $283988083.00      | $45495832.32       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-07-01      | 4.0000%  | 0.0000% | $459902105.00      | $43013769.64       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-09-01      | 3.5000%  | 0.0000% | $399604184.00      | $45522189.36       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-11-01      | 3.5000%  | 0.0000% | $247707131.00      | $32376637.13       | Agency Mortgage-Backed Securities |

### Security 181: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 4.310000%
- **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: ARP19MVW0, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP19MVW0_4.31_0116
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.3100%
- **C.11 - Maturity Date (WAM):** 2026-01-16
- **C.12 - Maturity Date (WAL):** 2026-01-16
- **C.13 - Final Legal Maturity Date:** 2026-01-16
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp.      | 2039-03-01      | 6.5000%  | 0.0000% | $1899807.00        | $933240.95         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2040-02-01      | 5.5000%  | 0.0000% | $182704.00         | $138542.50         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2040-01-01      | 5.5000%  | 0.0000% | $5105282.00        | $3517925.44        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2039-11-01      | 4.5000%  | 0.0000% | $1772087.00        | $1642776.80        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2039-07-01      | 6.0000%  | 0.0000% | $2857980.00        | $2207857.24        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2039-08-01      | 5.0000%  | 0.0000% | $4067549.00        | $1882209.44        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2039-08-01      | 5.0000%  | 0.0000% | $3100615.00        | $2764163.69        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-09-01      | 6.3000%  | 0.0000% | $3575000.00        | $130070.65         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-09-01      | 5.0000%  | 0.0000% | $3346251.00        | $3101218.11        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-10-01      | 5.0000%  | 0.0000% | $2313075.00        | $1975400.81        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-06-01      | 6.0000%  | 0.0000% | $1027311.00        | $832964.15         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-06-01      | 6.0000%  | 0.0000% | $1306350.00        | $848923.71         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-07-01      | 6.0000%  | 0.0000% | $1032810.00        | $753417.46         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-08-01      | 6.5000%  | 0.0000% | $1359246.00        | $1013702.03        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-06-01      | 6.5000%  | 0.0000% | $1282180.00        | $791745.51         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-08-01      | 4.5000%  | 0.0000% | $1258964.00        | $1191276.32        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-10-01      | 6.0000%  | 0.0000% | $1086349.00        | $950222.49         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-10-01      | 5.0000%  | 0.0000% | $1056789.00        | $847988.45         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-08-01      | 5.0000%  | 0.0000% | $2550337.00        | $2235498.82        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-09-01      | 5.0000%  | 0.0000% | $1173252.00        | $777634.51         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-12-01      | 5.5000%  | 0.0000% | $1283644.00        | $1069028.90        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-11-01      | 5.0000%  | 0.0000% | $1249004.00        | $1022963.63        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-12-01      | 5.5000%  | 0.0000% | $1014907.00        | $802722.58         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-04-01      | 3.9200%  | 0.0000% | $500000.00         | $461080.00         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-06-01      | 3.3700%  | 0.0000% | $415013.00         | $368251.62         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-01-01      | 6.4980%  | 0.0000% | $796000.00         | $190377.02         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-12-01      | 6.0000%  | 0.0000% | $6523.00           | $6194.84           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-08-01      | 5.0000%  | 0.0000% | $1352466.00        | $1282528.47        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-12-01      | 6.5000%  | 0.0000% | $314483.00         | $212681.40         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-01-01      | 5.0000%  | 0.0000% | $1039818.00        | $645750.28         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-09-01      | 5.5000%  | 0.0000% | $5098267.00        | $4405322.18        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-02-01      | 3.5000%  | 0.0000% | $1400000.00        | $490268.38         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-02-01      | 3.5000%  | 0.0000% | $900000.00         | $274157.73         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-03-01      | 5.5000%  | 0.0000% | $3121834.00        | $772635.22         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-12-01      | 3.5000%  | 0.0000% | $200000.00         | $51789.01          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-08-01      | 3.5000%  | 0.0000% | $800000.00         | $288403.31         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-11-01      | 3.5000%  | 0.0000% | $11340578.00       | $5251077.27        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-02-01      | 3.0000%  | 0.0000% | $199000.00         | $83396.51          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-02-01      | 6.5000%  | 0.0000% | $1921506.00        | $847231.86         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-02-01      | 6.5000%  | 0.0000% | $1478029.00        | $487400.16         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-02-01      | 6.5000%  | 0.0000% | $1641389.00        | $851629.01         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-02-01      | 4.5000%  | 0.0000% | $6250000.00        | $93764.55          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-07-01      | 5.0000%  | 0.0000% | $3000000.00        | $139797.53         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-11-01      | 6.3750%  | 0.0000% | $13084467.00       | $204572.28         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-01-01      | 6.7090%  | 0.0000% | $8212259.00        | $186233.97         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-08-01      | 4.0000%  | 0.0000% | $840000.00         | $53618.32          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-01-01      | 6.6900%  | 0.0000% | $20483000.00       | $67316.89          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-01-01      | 5.5000%  | 0.0000% | $4628000.00        | $257964.40         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-05-01      | 3.5000%  | 0.0000% | $2002320.00        | $158068.93         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-04-01      | 3.5000%  | 0.0000% | $1010000.00        | $92946.52          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-12-01      | 3.5000%  | 0.0000% | $1196000.00        | $196972.75         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-02-01      | 3.5000%  | 0.0000% | $313000.00         | $56073.91          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-03-01      | 6.5000%  | 0.0000% | $3028204.00        | $1721828.68        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-12-01      | 4.0000%  | 0.0000% | $193421.00         | $168281.25         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-02-01      | 5.5000%  | 0.0000% | $441644.00         | $336033.80         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-12-01      | 4.5000%  | 0.0000% | $2025000.00        | $131717.92         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-01-01      | 6.3400%  | 0.0000% | $2878351.00        | $148061.11         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-02-01      | 7.0000%  | 0.0000% | $2800000.00        | $56912.33          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2039-03-01      | 4.5000%  | 0.0000% | $4014108.00        | $3400545.56        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2039-07-01      | 6.5000%  | 0.0000% | $13553833.00       | $9402371.70        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2039-08-01      | 6.5000%  | 0.0000% | $12203369.00       | $9050086.29        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2039-08-01      | 6.0000%  | 0.0000% | $8018008.00        | $7178102.69        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2040-02-01      | 6.5000%  | 0.0000% | $10218182.00       | $7914722.09        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2038-12-01      | 6.5000%  | 0.0000% | $1000.00           | $450.85            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2039-01-01      | 6.5000%  | 0.0000% | $24903429.00       | $12237428.25       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2039-01-01      | 6.5000%  | 0.0000% | $2879076.00        | $1344723.65        | Agency Mortgage-Backed Securities |

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

- **C.1 - Title:** Bank of America Securities, Inc. 4.190000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP19N3N9, C.3 - LEI: 549300HN4UKV, C.5 - Other ID: ARP19N3N9_4.19_1205
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.1900%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2026-01-16
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name         | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bond  | 2044-08-15      | 3.1250%  | 0.0000% | $8600.00           | $7064.86           | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2026-07-15      | 4.5000%  | 0.0000% | $18891400.00       | $19294928.52       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2026-07-31      | 4.3750%  | 0.0000% | $100.00            | $101.85            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2035-02-15      | 4.6250%  | 0.0000% | $1100.00           | $1172.06           | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2035-05-15      | 4.2500%  | 0.0000% | $8444800.00        | $8647696.82        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2032-08-31      | 3.8750%  | 0.0000% | $44560000.00       | $45332533.77       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2032-09-30      | 3.8750%  | 0.0000% | $141414400.00      | $143363218.64      | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2036-05-15      | N/A      | 0.0000% | $36403036.16       | $23380359.62       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2040-05-15      | N/A      | 0.0000% | $29184655.36       | $14972924.77       | U.S. Treasuries (including strips) |

### Security 183: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 4.060000%
- **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: ARP19QDF8, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP19QDF8_4.06_1205
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2026-01-22
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2027-09-20      | 7.0000%  | 0.0000% | $50495176.00       | $11722.29          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2027-09-20      | 8.0000%  | 0.0000% | $914966.00         | $87.67             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2027-10-20      | 7.0000%  | 0.0000% | $55082500.00       | $24831.47          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2028-01-20      | 7.0000%  | 0.0000% | $5706011.00        | $2300.26           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2028-01-20      | 7.5000%  | 0.0000% | $3252134.00        | $878.77            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2027-11-20      | 7.0000%  | 0.0000% | $1033013.00        | $454.32            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2027-11-20      | 7.5000%  | 0.0000% | $1176064.00        | $425.26            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2027-11-20      | 8.0000%  | 0.0000% | $947570.00         | $261.55            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2027-12-20      | 7.5000%  | 0.0000% | $2000000.00        | $843.90            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2028-03-20      | 7.5000%  | 0.0000% | $75000.00          | $21.26             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2028-02-20      | 8.0000%  | 0.0000% | $36000.00          | $2.76              | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2033-11-20      | 7.0000%  | 0.0000% | $36988.00          | $225.70            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2034-02-20      | 5.2500%  | 0.0000% | $100000.00         | $3666.92           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2034-01-20      | 7.0000%  | 0.0000% | $117000.00         | $449.85            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2034-04-20      | 6.5000%  | 0.0000% | $225000.00         | $1960.76           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2034-05-20      | 4.5000%  | 0.0000% | $422000.00         | $7042.29           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2034-05-20      | 5.0000%  | 0.0000% | $30000.00          | $453.69            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2034-06-20      | 7.0000%  | 0.0000% | $285000.00         | $837.24            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2034-07-20      | 5.5000%  | 0.0000% | $306000.00         | $3653.18           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2034-07-20      | 6.5000%  | 0.0000% | $50000.00          | $512.85            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2034-08-20      | 6.5000%  | 0.0000% | $320000.00         | $3745.29           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2029-03-20      | 5.5000%  | 0.0000% | $46000.00          | $117.86            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2029-03-20      | 6.0000%  | 0.0000% | $970000.00         | $1125.75           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2029-03-20      | 7.0000%  | 0.0000% | $73214.00          | $63.63             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2029-01-20      | 7.0000%  | 0.0000% | $227000.00         | $204.00            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2029-01-20      | 7.5000%  | 0.0000% | $217810.00         | $233.97            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2029-02-20      | 6.5000%  | 0.0000% | $4012165.00        | $3883.45           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2029-02-20      | 7.0000%  | 0.0000% | $320523.00         | $189.95            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2029-04-20      | 6.5000%  | 0.0000% | $5130630.00        | $4563.43           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2029-04-20      | 7.0000%  | 0.0000% | $355000.00         | $326.40            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2029-04-20      | 7.5000%  | 0.0000% | $80545.00          | $30.01             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2029-04-20      | 8.0000%  | 0.0000% | $505000.00         | $283.36            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2029-05-20      | 6.5000%  | 0.0000% | $65000.00          | $64.09             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2029-05-20      | 7.0000%  | 0.0000% | $2137171.00        | $2177.44           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2029-08-20      | 6.5000%  | 0.0000% | $10931147.00       | $13182.78          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2029-08-20      | 7.0000%  | 0.0000% | $4454109.00        | $3966.95           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2029-06-20      | 6.5000%  | 0.0000% | $679715.00         | $686.19            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2029-06-20      | 7.5000%  | 0.0000% | $65599.00          | $30.28             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2029-07-20      | 6.5000%  | 0.0000% | $3515306.00        | $3218.46           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2029-07-20      | 8.0000%  | 0.0000% | $1270000.00        | $357.72            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2029-10-20      | 6.5000%  | 0.0000% | $6543638.00        | $3081.10           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2029-10-20      | 7.0000%  | 0.0000% | $2685118.00        | $1852.72           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2029-10-20      | 8.0000%  | 0.0000% | $144852.00         | $62.08             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2029-08-20      | 7.5000%  | 0.0000% | $640870.00         | $599.42            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2029-08-20      | 8.0000%  | 0.0000% | $573272.00         | $62.36             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2029-09-20      | 6.5000%  | 0.0000% | $200000.00         | $183.61            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2029-09-20      | 8.0000%  | 0.0000% | $303396.00         | $108.35            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2029-11-20      | 7.0000%  | 0.0000% | $3678623.00        | $2137.24           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2029-11-20      | 8.0000%  | 0.0000% | $60000.00          | $30.29             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2029-12-20      | 7.0000%  | 0.0000% | $75585.00          | $52.57             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2030-01-20      | 6.0000%  | 0.0000% | $25000.00          | $35.93             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2030-01-20      | 7.0000%  | 0.0000% | $3177525.00        | $1400.16           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2030-01-20      | 7.5000%  | 0.0000% | $315170.00         | $173.63            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2030-05-20      | 8.0000%  | 0.0000% | $717426.00         | $285.71            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2030-03-20      | 7.0000%  | 0.0000% | $99000.00          | $230.25            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2030-03-20      | 7.5000%  | 0.0000% | $148000.00         | $62.44             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2030-03-20      | 8.0000%  | 0.0000% | $1025065.00        | $554.09            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2030-04-20      | 8.5000%  | 0.0000% | $1965564.00        | $276.97            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2030-08-20      | 7.0000%  | 0.0000% | $2910802.00        | $2232.26           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2030-06-20      | 8.0000%  | 0.0000% | $1501977.00        | $1007.10           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2030-06-20      | 8.5000%  | 0.0000% | $3050000.00        | $511.70            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2030-07-20      | 8.0000%  | 0.0000% | $165206.00         | $90.95             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2030-07-20      | 8.5000%  | 0.0000% | $1538297.00        | $413.57            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2030-09-20      | 7.0000%  | 0.0000% | $281000.00         | $337.97            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2030-09-20      | 7.5000%  | 0.0000% | $1060000.00        | $545.76            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2030-09-20      | 8.0000%  | 0.0000% | $292979.00         | $112.81            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2030-09-20      | 8.5000%  | 0.0000% | $49000.00          | $8.24              | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2030-09-20      | 9.0000%  | 0.0000% | $702000.00         | $193.26            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2030-11-20      | 7.0000%  | 0.0000% | $75000.00          | $46.45             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2030-11-20      | 8.5000%  | 0.0000% | $10692589.00       | $4862.31           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2030-12-20      | 8.0000%  | 0.0000% | $825000.00         | $614.32            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2030-01-20      | 5.5000%  | 0.0000% | $603000.00         | $7427.34           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-01-20      | 7.5000%  | 0.0000% | $105912.00         | $88.41             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-01-20      | 8.0000%  | 0.0000% | $45000.00          | $23.35             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-02-20      | 6.5000%  | 0.0000% | $9188759.00        | $5849.28           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-02-20      | 7.5000%  | 0.0000% | $400000.00         | $229.49            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-02-20      | 8.0000%  | 0.0000% | $730556.00         | $588.09            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-05-20      | 7.5000%  | 0.0000% | $835743.00         | $719.58            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-03-20      | 7.0000%  | 0.0000% | $6026015.00        | $6486.23           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-04-20      | 6.0000%  | 0.0000% | $324000.00         | $451.38            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-04-20      | 6.5000%  | 0.0000% | $75000.00          | $75.02             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 5.0000%  | 0.0000% | $2057039.00        | $2049314.82        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $1004753.00        | $1060762.96        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.5000%  | 0.0000% | $1394384.00        | $1460622.82        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 5.5000%  | 0.0000% | $1635134.00        | $1683700.75        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 5.5000%  | 0.0000% | $1894107.00        | $1950002.10        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 5.5000%  | 0.0000% | $1624484.00        | $1675604.89        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.0000%  | 0.0000% | $1095251.00        | $1162599.08        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 7.5000%  | 0.0000% | $2001763.00        | $2149076.75        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.0000%  | 0.0000% | $1013650.00        | $1036310.14        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.0000%  | 0.0000% | $1062722.00        | $1086479.15        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.0000%  | 0.0000% | $1263192.00        | $1339610.06        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $1361053.00        | $1429439.10        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-11-20      | 5.5000%  | 0.0000% | $11409.00          | $10482.76          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-10-20      | 7.5000%  | 0.0000% | $2529320.00        | $914954.14         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-05-20      | 7.0000%  | 0.0000% | $60000.00          | $661.37            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-07-20      | 6.0000%  | 0.0000% | $2706917.00        | $31551.50          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-08-20      | 5.5000%  | 0.0000% | $963719.00         | $11209.51          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-08-20      | 7.0000%  | 0.0000% | $675000.00         | $4541.88           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-10-20      | 5.5000%  | 0.0000% | $29000.00          | $318.04            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-10-20      | 7.0000%  | 0.0000% | $525000.00         | $6641.07           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-09-20      | 7.0000%  | 0.0000% | $174000.00         | $1738.96           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-09-20      | 7.5000%  | 0.0000% | $80000.00          | $2095.84           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-11-20      | 7.0000%  | 0.0000% | $520000.00         | $9019.10           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-12-20      | 6.5000%  | 0.0000% | $106000.00         | $1588.73           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-12-20      | 7.0000%  | 0.0000% | $905000.00         | $16400.88          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-01-20      | 4.5000%  | 0.0000% | $123000.00         | $1807.60           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-10-20      | 6.0000%  | 0.0000% | $657645.00         | $18058.40          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2042-01-20      | 3.0000%  | 0.0000% | $160440.00         | $15555.04          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-08-20      | 4.5000%  | 0.0000% | $71000.00          | $2572.74           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-08-20      | 6.5000%  | 0.0000% | $25000.00          | $460.72            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-09-20      | 6.0000%  | 0.0000% | $213509.00         | $6368.45           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-11-20      | 7.0000%  | 0.0000% | $25000.00          | $830.45            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-12-20      | 5.0000%  | 0.0000% | $25000.00          | $819.67            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-01-20      | 4.5000%  | 0.0000% | $371767.00         | $14044.86          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-02-20      | 2.5000%  | 0.0000% | $120000.00         | $26060.38          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2032-04-20      | 4.0000%  | 0.0000% | $274589.00         | $38309.58          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2030-10-20      | 8.0000%  | 0.0000% | $73412.00          | $10346.43          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2026-08-20      | 8.5000%  | 0.0000% | $56629.00          | $2451.97           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-08-20      | 3.5000%  | 0.0000% | $2000.00           | $228.12            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-04-20      | 6.5000%  | 0.0000% | $57479.00          | $3791.78           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2028-07-20      | 8.0000%  | 0.0000% | $50355.00          | $10166.44          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-04-20      | 6.5000%  | 0.0000% | $55451.00          | $1320.78           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-09-20      | 7.0000%  | 0.0000% | $41764.00          | $2926.28           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-09-20      | 5.0000%  | 0.0000% | $120000.00         | $10737.06          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-07-20      | 7.0000%  | 0.0000% | $261915.00         | $7244.40           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-10-20      | 5.5000%  | 0.0000% | $275135.00         | $28806.08          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2034-01-20      | 6.0000%  | 0.0000% | $193127.00         | $25161.54          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-01-20      | 5.5000%  | 0.0000% | $254213.00         | $39196.71          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-02-20      | 4.0000%  | 0.0000% | $1003.00           | $100.05            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-05-20      | 6.0000%  | 0.0000% | $26000.00          | $3561.52           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2037-10-20      | 7.0000%  | 0.0000% | $104067.00         | $19880.68          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2037-08-20      | 7.5000%  | 0.0000% | $53018.00          | $20464.68          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-09-20      | 5.5000%  | 0.0000% | $55000.00          | $9383.05           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2026-03-20      | 5.5000%  | 0.0000% | $32699.00          | $171.05            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-09-20      | 5.5000%  | 0.0000% | $40986.00          | $4053.79           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-07-20      | 3.0000%  | 0.0000% | $100000.00         | $14619.58          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-12-20      | 7.0000%  | 0.0000% | $186263.00         | $35375.51          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2033-11-20      | 4.5000%  | 0.0000% | $514016.00         | $11954.43          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-01-20      | 6.0000%  | 0.0000% | $495004.00         | $38609.31          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-04-20      | 4.5000%  | 0.0000% | $1130.00           | $97.09             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-01-20      | 2.5000%  | 0.0000% | $100000.00         | $26447.25          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-01-20      | 5.0000%  | 0.0000% | $130000.00         | $40734.48          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-02-20      | 5.5000%  | 0.0000% | $40000.00          | $13546.30          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-12-20      | 2.5000%  | 0.0000% | $100000.00         | $18779.76          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-03-20      | 4.0000%  | 0.0000% | $122461.00         | $17902.89          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-02-20      | 6.0000%  | 0.0000% | $66007.00          | $13960.24          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2035-05-20      | 4.0000%  | 0.0000% | $249529.00         | $45528.60          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-05-20      | 5.0000%  | 0.0000% | $75000.00          | $13303.34          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-09-20      | 7.5000%  | 0.0000% | $65593.00          | $21545.81          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2034-07-20      | 5.5000%  | 0.0000% | $1341.00           | $504.49            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-10-20      | 5.0000%  | 0.0000% | $25000.00          | $6838.35           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-02-20      | 5.5000%  | 0.0000% | $50000.00          | $14485.32          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2037-10-20      | 7.0000%  | 0.0000% | $66977.00          | $36765.26          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-03-20      | 5.0000%  | 0.0000% | $30000.00          | $10658.25          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-03-20      | 2.0000%  | 0.0000% | $9000.00           | $4621.40           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-01-20      | 5.0000%  | 0.0000% | $129000.00         | $43180.14          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-06-20      | 5.0000%  | 0.0000% | $27000.00          | $9098.27           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-07-20      | 2.0000%  | 0.0000% | $45000.00          | $25293.93          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-08-20      | 3.0000%  | 0.0000% | $38228.00          | $21696.86          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-11-20      | 5.0000%  | 0.0000% | $55000.00          | $25464.15          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-01-20      | 4.0000%  | 0.0000% | $3000.00           | $1915.25           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 5.5000%  | 0.0000% | $1902083.00        | $1949587.52        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 5.5000%  | 0.0000% | $1410418.00        | $1444188.22        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 7.0000%  | 0.0000% | $1318004.00        | $1373900.74        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $1318254.00        | $1381297.66        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $1766024.00        | $1844938.24        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $839314.00         | $865174.23         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $1911386.00        | $1980838.36        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.5000%  | 0.0000% | $1291620.00        | $1350713.42        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 7.0000%  | 0.0000% | $1210999.00        | $1263807.33        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $88336.00          | $92200.66          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $1151386.00        | $1197617.74        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $1282257.00        | $1308827.79        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $95066.00          | $99093.59          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $97815.00          | $102129.84         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 5.0000%  | 0.0000% | $1209566.00        | $1217397.58        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 5.0000%  | 0.0000% | $1319837.00        | $1327766.20        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $1963883.00        | $2056765.48        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 5.5000%  | 0.0000% | $728249.00         | $751582.10         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 7.0000%  | 0.0000% | $1387456.00        | $1431246.95        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 5.5000%  | 0.0000% | $1524367.00        | $1553651.78        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 7.0000%  | 0.0000% | $1077036.00        | $1123388.27        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 5.0000%  | 0.0000% | $1674373.00        | $1681167.72        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 7.0000%  | 0.0000% | $1103175.00        | $1138534.34        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 6.0000%  | 0.0000% | $1257945.00        | $1328090.45        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $66925.00          | $69871.10          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.0000%  | 0.0000% | $1266988.00        | $1308969.88        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 8.0000%  | 0.0000% | $1777076.00        | $1855206.64        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2068-01-15      | 5.2900%  | 0.0000% | $549384.00         | $550328.66         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $127473.00         | $133504.93         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $104242.00         | $108493.31         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $119965.00         | $126407.22         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $87940.00          | $92403.55          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 7.0000%  | 0.0000% | $2164039.00        | $2264762.29        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 7.5000%  | 0.0000% | $2060365.00        | $2198613.31        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $1880698.00        | $1964696.88        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.0000%  | 0.0000% | $1058467.00        | $1097248.17        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.0000%  | 0.0000% | $1094596.00        | $1132022.42        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 7.0000%  | 0.0000% | $1617007.00        | $1771671.83        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 7.0000%  | 0.0000% | $2062926.00        | $2260034.74        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 7.0000%  | 0.0000% | $1308289.00        | $1424454.13        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.0000%  | 0.0000% | $2127548.00        | $2258054.21        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 7.0000%  | 0.0000% | $1631075.00        | $1788461.96        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $1276678.00        | $1373098.70        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $1938187.00        | $2087566.25        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 7.0000%  | 0.0000% | $1402788.00        | $1504019.42        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 5.5000%  | 0.0000% | $1648933.00        | $1692146.59        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 5.0000%  | 0.0000% | $1232839.00        | $1247183.09        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-03-20      | 6.0000%  | 0.0000% | $1031.00           | $471.44            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-03-20      | 6.0000%  | 0.0000% | $4263.00           | $3404.24           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-02-20      | 7.5000%  | 0.0000% | $1128435.00        | $763666.49         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-04-20      | 6.0000%  | 0.0000% | $17945.00          | $11798.21          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-04-20      | 6.0000%  | 0.0000% | $1175.00           | $792.21            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-03-20      | 6.0000%  | 0.0000% | $39486.00          | $23441.23          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-03-20      | 6.0000%  | 0.0000% | $1296.00           | $1126.66           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-03-20      | 6.0000%  | 0.0000% | $1189.00           | $1101.62           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-04-20      | 6.0000%  | 0.0000% | $49315.00          | $47128.70          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-04-20      | 6.0000%  | 0.0000% | $3057.00           | $2288.76           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-03-20      | 6.0000%  | 0.0000% | $20760.00          | $18190.97          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 6.0000%  | 0.0000% | $29743.00          | $21327.48          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-05-20      | 7.0000%  | 0.0000% | $2666.00           | $1098.79           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-08-15      | 6.1500%  | 0.0000% | $576162.00         | $627513.88         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-05-20      | 6.0000%  | 0.0000% | $20211.00          | $17406.23          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-09-20      | 7.0000%  | 0.0000% | $2002.00           | $471.56            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-05-20      | 7.0000%  | 0.0000% | $1089674.00        | $808078.96         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 6.0000%  | 0.0000% | $1458998.00        | $1488232.78        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-09-15      | 5.8700%  | 0.0000% | $194741.00         | $203062.38         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-07-20      | 6.0000%  | 0.0000% | $27756.00          | $18687.85          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2067-02-15      | 5.3500%  | 0.0000% | $6911401.00        | $7016561.43        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2067-03-15      | 5.4800%  | 0.0000% | $6843597.00        | $6938196.04        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-07-20      | 7.5000%  | 0.0000% | $1801125.00        | $1969669.46        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-10-15      | 5.7800%  | 0.0000% | $25627.00          | $26905.84          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-11-20      | 6.0000%  | 0.0000% | $2324447.00        | $2096436.23        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-12-20      | 5.5000%  | 0.0000% | $2106451.00        | $2138468.67        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-12-20      | 6.0000%  | 0.0000% | $1061409.00        | $1112944.82        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-12-20      | 6.0000%  | 0.0000% | $1180011.00        | $1238109.66        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-12-20      | 6.0000%  | 0.0000% | $922354.00         | $964089.06         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-10-15      | 5.4000%  | 0.0000% | $38106998.00       | $39736605.66       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 7.0000%  | 0.0000% | $1022366.00        | $1068977.22        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-12-20      | 6.5000%  | 0.0000% | $1367006.00        | $1439777.80        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-11-20      | 5.0000%  | 0.0000% | $1530520.00        | $1525851.47        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2068-02-15      | 5.9400%  | 0.0000% | $1469417.00        | $1558528.32        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-01-20      | 5.5000%  | 0.0000% | $1249687.00        | $1263309.99        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-02-20      | 7.0000%  | 0.0000% | $1599400.00        | $1389559.47        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-04-20      | 6.5000%  | 0.0000% | $883204.00         | $918237.07         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-11-20      | 8.0000%  | 0.0000% | $1367672.00        | $1470319.26        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-01-20      | 5.0000%  | 0.0000% | $1362030.00        | $1358972.13        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-12-20      | 6.5000%  | 0.0000% | $1749902.00        | $1835719.90        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-12-20      | 5.5000%  | 0.0000% | $1696007.00        | $1713613.97        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-02-15      | 6.2600%  | 0.0000% | $630133.00         | $681900.31         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-02-15      | 6.2900%  | 0.0000% | $390049.00         | $430102.16         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-09-15      | 6.2900%  | 0.0000% | $1024999.00        | $1093158.87        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-11-20      | 5.0000%  | 0.0000% | $1687934.00        | $1681376.66        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-12-20      | 5.5000%  | 0.0000% | $1120634.00        | $1137906.51        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-12-20      | 6.5000%  | 0.0000% | $1259312.00        | $1080625.82        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-03-20      | 7.0000%  | 0.0000% | $1009177.00        | $1047118.72        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-12-20      | 5.5000%  | 0.0000% | $1000771.00        | $838360.14         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-11-20      | 6.5000%  | 0.0000% | $1185128.00        | $1244167.35        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-12-20      | 6.5000%  | 0.0000% | $1093303.00        | $828390.21         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-02-20      | 6.5000%  | 0.0000% | $1264869.00        | $1314130.27        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-03-20      | 7.0000%  | 0.0000% | $1632687.00        | $1223082.98        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 6.0000%  | 0.0000% | $1382593.00        | $1411074.76        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 5.5000%  | 0.0000% | $1644951.00        | $1663797.20        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-01-20      | 7.0000%  | 0.0000% | $1220012.00        | $1285596.11        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-03-20      | 7.0000%  | 0.0000% | $1798717.00        | $1898453.70        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-01-20      | 7.0000%  | 0.0000% | $1409433.00        | $1446202.10        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-02-20      | 7.0000%  | 0.0000% | $626247.00         | $649981.40         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-02-20      | 7.0000%  | 0.0000% | $1175141.00        | $821269.23         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-04-20      | 6.5000%  | 0.0000% | $73696.00          | $76652.98          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $88572.00          | $92437.93          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-04-20      | 6.5000%  | 0.0000% | $107443.00         | $100862.57         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-04-20      | 7.0000%  | 0.0000% | $1797328.00        | $1175798.92        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-02-20      | 7.0000%  | 0.0000% | $1934658.00        | $2038312.16        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-03-20      | 6.0000%  | 0.0000% | $1966710.00        | $2032027.91        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-01-20      | 7.0000%  | 0.0000% | $2513277.00        | $1794742.95        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-01-20      | 6.0000%  | 0.0000% | $1025534.00        | $1064666.24        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-01-20      | 6.0000%  | 0.0000% | $1259479.00        | $1322199.27        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-01-20      | 6.0000%  | 0.0000% | $1070207.00        | $1124033.06        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-01-20      | 6.0000%  | 0.0000% | $1621917.00        | $1700028.50        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-01-20      | 6.0000%  | 0.0000% | $422555.00         | $435919.81         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-01-20      | 7.0000%  | 0.0000% | $554656.00         | $416939.91         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-02-20      | 6.5000%  | 0.0000% | $1314501.00        | $1393746.86        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-01-20      | 7.0000%  | 0.0000% | $815391.00         | $858470.98         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-03-20      | 6.5000%  | 0.0000% | $2104827.00        | $1843897.74        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-02-20      | 7.0000%  | 0.0000% | $660955.00         | $696488.91         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-02-20      | 7.0000%  | 0.0000% | $1159050.00        | $600920.58         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-01-20      | 7.5000%  | 0.0000% | $1257295.00        | $1297653.17        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-03-20      | 7.5000%  | 0.0000% | $1966318.00        | $2032726.84        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 7.0000%  | 0.0000% | $1993562.00        | $2093125.20        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2033-01-20      | 7.5000%  | 0.0000% | $27213.00          | $11584.86          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-02-20      | 4.0000%  | 0.0000% | $25000.00          | $17107.65          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-06-20      | 5.0000%  | 0.0000% | $31000.00          | $22225.91          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-07-20      | 6.0000%  | 0.0000% | $45000.00          | $29079.96          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-08-20      | 6.0000%  | 0.0000% | $41000.00          | $23458.73          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-04-20      | 2.0000%  | 0.0000% | $3023.00           | $1945.94           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-12-20      | 7.0000%  | 0.0000% | $96850.00          | $36918.07          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-04-20      | 6.0000%  | 0.0000% | $47000.00          | $27377.71          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-02-20      | 7.0000%  | 0.0000% | $50000.00          | $17842.92          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-07-20      | 2.0000%  | 0.0000% | $1000.00           | $588.96            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-05-20      | 2.0000%  | 0.0000% | $1000.00           | $606.35            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-08-20      | 7.5000%  | 0.0000% | $112031.00         | $27959.78          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-02-20      | 2.0000%  | 0.0000% | $2000.00           | $1340.92           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-12-20      | 7.0000%  | 0.0000% | $1000.00           | $341.59            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-12-20      | 7.5000%  | 0.0000% | $181205.00         | $41677.42          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 5.5000%  | 0.0000% | $1861000.00        | $1493174.17        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 4.5000%  | 0.0000% | $2000.00           | $1824.93           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-02-20      | 5.0000%  | 0.0000% | $50000.00          | $43413.62          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 7.5000%  | 0.0000% | $100000.00         | $42440.68          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-02-20      | 2.5000%  | 0.0000% | $2191635.00        | $1703690.73        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-06-20      | 4.0000%  | 0.0000% | $27339.00          | $24410.86          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-09-20      | 3.5000%  | 0.0000% | $14000.00          | $3091.11           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-09-20      | 3.5000%  | 0.0000% | $36000.00          | $6080.99           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-06-20      | 4.0000%  | 0.0000% | $11504640.00       | $2063977.51        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-06-20      | 4.0000%  | 0.0000% | $13000000.00       | $1634778.08        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-10-20      | 3.5000%  | 0.0000% | $200000.00         | $35941.61          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-10-20      | 3.5000%  | 0.0000% | $100000.00         | $18823.26          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-09-20      | 4.0000%  | 0.0000% | $35239.00          | $20501.60          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-10-20      | 4.0000%  | 0.0000% | $58609.00          | $9823.57           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.0000%  | 0.0000% | $1983538.00        | $2080985.48        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-04-20      | 4.0000%  | 0.0000% | $123802.00         | $22881.36          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $1357625.00        | $1458948.62        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $1926380.00        | $2036122.01        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-11-20      | 6.0000%  | 0.0000% | $2179450.00        | $2215966.68        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.0000%  | 0.0000% | $327946.00         | $333391.55         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 7.5000%  | 0.0000% | $1473079.00        | $1592242.25        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.0000%  | 0.0000% | $1294899.00        | $1339174.19        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.5000%  | 0.0000% | $1345243.00        | $1407915.18        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 5.0000%  | 0.0000% | $1545891.00        | $1561557.06        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 5.5000%  | 0.0000% | $1257922.00        | $1291660.73        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 5.5000%  | 0.0000% | $1214841.00        | $1245297.06        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 7.0000%  | 0.0000% | $1079679.00        | $1131356.75        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-10-20      | 6.5000%  | 0.0000% | $65000.00          | $7722.56           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-09-20      | 3.0000%  | 0.0000% | $490000.00         | $143003.89         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-12-20      | 3.5000%  | 0.0000% | $8000.00           | $2455.28           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-10-20      | 3.5000%  | 0.0000% | $73762.00          | $22193.20          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-10-20      | 3.5000%  | 0.0000% | $187809.00         | $43861.52          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-10-20      | 3.5000%  | 0.0000% | $160012.00         | $26697.68          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2028-04-20      | 7.0000%  | 0.0000% | $387000.00         | $263.62            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2028-04-20      | 7.5000%  | 0.0000% | $300000.00         | $165.14            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2028-05-20      | 6.5000%  | 0.0000% | $200000.00         | $118.51            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2028-05-20      | 7.5000%  | 0.0000% | $2086966.00        | $991.79            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2028-06-20      | 6.5000%  | 0.0000% | $12000153.00       | $6964.58           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2028-06-20      | 7.0000%  | 0.0000% | $192345.00         | $85.04             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2028-06-20      | 7.5000%  | 0.0000% | $3663646.00        | $687.09            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2028-08-20      | 6.5000%  | 0.0000% | $16408327.00       | $10492.31          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2028-08-20      | 7.0000%  | 0.0000% | $2147962.00        | $1369.82           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2028-08-20      | 7.5000%  | 0.0000% | $370000.00         | $120.83            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2028-09-20      | 7.5000%  | 0.0000% | $466188.00         | $189.10            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2028-10-20      | 6.0000%  | 0.0000% | $176000.00         | $139.10            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2028-10-20      | 6.5000%  | 0.0000% | $19601384.00       | $14485.91          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2028-10-20      | 7.5000%  | 0.0000% | $3318000.00        | $203.99            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2028-11-20      | 6.0000%  | 0.0000% | $50000.00          | $56.94             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2028-11-20      | 6.5000%  | 0.0000% | $3218000.00        | $2560.99           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2028-12-20      | 7.0000%  | 0.0000% | $540000.00         | $149.39            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2028-12-20      | 7.5000%  | 0.0000% | $534000.00         | $234.61            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2026-01-20      | 7.5000%  | 0.0000% | $155715.00         | $0.35              | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2026-03-20      | 7.5000%  | 0.0000% | $391450.00         | $10.09             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2026-07-20      | 7.0000%  | 0.0000% | $117500.00         | $6.98              | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2026-06-20      | 7.5000%  | 0.0000% | $4036009.00        | $252.51            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2026-06-20      | 8.0000%  | 0.0000% | $990693.00         | $62.44             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2026-07-20      | 8.5000%  | 0.0000% | $175000.00         | $10.74             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2026-10-20      | 8.5000%  | 0.0000% | $115000.00         | $6.34              | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2026-09-20      | 7.0000%  | 0.0000% | $711969.00         | $43.28             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2026-09-20      | 7.5000%  | 0.0000% | $380000.00         | $28.04             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2026-09-20      | 8.0000%  | 0.0000% | $310168.00         | $22.40             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2026-10-20      | 7.0000%  | 0.0000% | $443417.00         | $113.69            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2026-10-20      | 7.5000%  | 0.0000% | $620000.00         | $31.45             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2026-11-20      | 7.5000%  | 0.0000% | $270355.00         | $37.97             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2027-01-20      | 6.5000%  | 0.0000% | $215000.00         | $102.74            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2027-02-20      | 8.0000%  | 0.0000% | $5895210.00        | $853.38            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2027-03-20      | 7.5000%  | 0.0000% | $548000.00         | $113.54            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2027-03-20      | 8.0000%  | 0.0000% | $5180156.00        | $722.37            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2027-05-20      | 8.0000%  | 0.0000% | $2188147.00        | $332.33            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2027-04-20      | 7.0000%  | 0.0000% | $73000.00          | $12.26             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2027-04-20      | 7.5000%  | 0.0000% | $207400.00         | $28.32             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2027-04-20      | 8.0000%  | 0.0000% | $2525000.00        | $440.10            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2027-08-20      | 7.0000%  | 0.0000% | $4706846.00        | $2177.61           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2027-06-20      | 7.0000%  | 0.0000% | $850000.00         | $281.70            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2027-07-20      | 7.5000%  | 0.0000% | $538932.00         | $161.70            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2027-07-20      | 8.0000%  | 0.0000% | $12433222.00       | $2101.74           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2027-09-20      | 6.5000%  | 0.0000% | $1446548.00        | $453.41            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2042-12-20      | 3.0000%  | 0.0000% | $33162.00          | $3593.66           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2028-01-20      | 2.5000%  | 0.0000% | $1440000.00        | $35848.80          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2028-02-20      | 4.0000%  | 0.0000% | $175000.00         | $7044.63           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2028-08-20      | 4.5000%  | 0.0000% | $94735.00          | $22905.94          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2043-06-20      | 4.0000%  | 0.0000% | $487000.00         | $49580.15          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2028-05-20      | 2.0000%  | 0.0000% | $94220.00          | $3494.97           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2028-06-20      | 2.5000%  | 0.0000% | $700000.00         | $22048.34          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2043-07-20      | 4.0000%  | 0.0000% | $228916.00         | $20243.07          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2028-08-20      | 4.0000%  | 0.0000% | $281662.00         | $5526.41           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-11-20      | 6.5000%  | 0.0000% | $41294.00          | $2081.45           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2043-09-20      | 2.5000%  | 0.0000% | $190000.00         | $33485.69          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2035-06-20      | 6.0000%  | 0.0000% | $2214.00           | $134.47            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2043-11-20      | 5.5000%  | 0.0000% | $50000.00          | $2133.71           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-02-20      | 3.0000%  | 0.0000% | $70000.00          | $6029.01           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-03-20      | 3.0000%  | 0.0000% | $290489.00         | $23661.48          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2044-04-20      | 4.5000%  | 0.0000% | $482936.00         | $33275.15          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2044-05-20      | 3.5000%  | 0.0000% | $118000.00         | $8670.15           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2044-06-20      | 5.5000%  | 0.0000% | $435000.00         | $29219.79          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2044-07-20      | 3.5000%  | 0.0000% | $502270.00         | $34239.22          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2044-07-20      | 5.0000%  | 0.0000% | $32976.00          | $1627.76           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2032-06-20      | 7.0000%  | 0.0000% | $109701.00         | $4485.58           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2044-10-20      | 4.0000%  | 0.0000% | $520099.00         | $33947.83          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-09-20      | 2.5000%  | 0.0000% | $74017.00          | $12516.39          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2030-01-20      | 8.0000%  | 0.0000% | $104525.00         | $2535.78           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2030-10-20      | 9.0000%  | 0.0000% | $54429.00          | $4838.49           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-01-20      | 3.5000%  | 0.0000% | $25000.00          | $1731.05           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2027-03-20      | 7.0000%  | 0.0000% | $48574.00          | $3520.41           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-07-20      | 8.0000%  | 0.0000% | $45869.00          | $779.76            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-11-20      | 4.0000%  | 0.0000% | $50000.00          | $3982.53           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-12-20      | 5.5000%  | 0.0000% | $6000.00           | $575.89            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-01-20      | 2.0000%  | 0.0000% | $262303.00         | $37688.32          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-01-20      | 4.0000%  | 0.0000% | $35954.00          | $2557.79           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2030-09-20      | 7.5000%  | 0.0000% | $119524.00         | $9746.12           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2030-08-20      | 8.0000%  | 0.0000% | $128337.00         | $19692.16          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2027-02-20      | 8.5000%  | 0.0000% | $62396.00          | $14792.50          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-05-20      | 3.0000%  | 0.0000% | $190472.00         | $21329.87          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-05-20      | 4.0000%  | 0.0000% | $399000.00         | $37537.50          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-06-20      | 4.0000%  | 0.0000% | $140551.00         | $5536.90           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-04-20      | 5.0000%  | 0.0000% | $9000.00           | $839.49            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-05-20      | 3.5000%  | 0.0000% | $107454.00         | $12139.41          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-08-20      | 3.5000%  | 0.0000% | $242022.00         | $24034.81          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-11-20      | 6.5000%  | 0.0000% | $63000.00          | $7097.40           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2032-02-20      | 4.0000%  | 0.0000% | $30147.00          | $795.19            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2037-08-20      | 6.0000%  | 0.0000% | $522375.00         | $5472.47           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2037-09-20      | 5.5000%  | 0.0000% | $306000.00         | $2551.38           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-01-20      | 6.0000%  | 0.0000% | $2744396.00        | $26406.02          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-01-20      | 7.0000%  | 0.0000% | $44000.00          | $296.24            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2037-11-20      | 6.5000%  | 0.0000% | $1134000.00        | $10610.32          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2037-11-20      | 7.0000%  | 0.0000% | $2575000.00        | $26998.41          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2037-12-20      | 5.0000%  | 0.0000% | $206411.00         | $1792.67           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-02-20      | 6.0000%  | 0.0000% | $273018.00         | $3104.79           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-03-20      | 6.0000%  | 0.0000% | $450000.00         | $5145.62           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-03-20      | 7.0000%  | 0.0000% | $125000.00         | $3414.75           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-06-20      | 7.0000%  | 0.0000% | $45000.00          | $531.24            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-05-20      | 6.0000%  | 0.0000% | $538664.00         | $7159.99           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-12-20      | 5.5000%  | 0.0000% | $41844.00          | $38006.67          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-10-20      | 2.0000%  | 0.0000% | $218066.00         | $176553.89         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-12-20      | 5.5000%  | 0.0000% | $294278.00         | $297430.14         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-12-20      | 2.0000%  | 0.0000% | $268640.00         | $218397.01         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-01-20      | 4.0000%  | 0.0000% | $810475.00         | $756344.51         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-01-20      | 4.5000%  | 0.0000% | $24224.00          | $23179.87          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-02-20      | 5.5000%  | 0.0000% | $228030.00         | $205174.45         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-01-20      | 2.0000%  | 0.0000% | $193654.00         | $144661.04         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-04-20      | 2.0000%  | 0.0000% | $212334.00         | $162686.25         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-01-20      | 2.5000%  | 0.0000% | $652499.00         | $561145.21         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-02-20      | 2.5000%  | 0.0000% | $272520.00         | $234828.30         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-03-20      | 3.0000%  | 0.0000% | $1893759.00        | $1665992.27        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 5.0000%  | 0.0000% | $263697.00         | $262090.21         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-12-20      | 3.0000%  | 0.0000% | $1766749.00        | $1567396.95        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 5.0000%  | 0.0000% | $21649395.00       | $21818463.28       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 5.5000%  | 0.0000% | $79486836.00       | $80661845.98       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 5.5000%  | 0.0000% | $33923233.00       | $34666902.17       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 3.5000%  | 0.0000% | $2003379.00        | $1843218.80        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.0000%  | 0.0000% | $3686.00           | $3784.96           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-03-20      | 7.5000%  | 0.0000% | $1174334.00        | $1226409.15        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-04-20      | 6.0000%  | 0.0000% | $1066000.00        | $1094734.56        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-02-20      | 7.0000%  | 0.0000% | $1171818.00        | $1220096.13        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-02-20      | 7.0000%  | 0.0000% | $3973234.00        | $2048035.70        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-03-20      | 6.5000%  | 0.0000% | $885476.00         | $918207.92         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-04-20      | 6.5000%  | 0.0000% | $1363169.00        | $1435997.49        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 7.0000%  | 0.0000% | $1307464.00        | $1368797.74        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-04-20      | 6.0000%  | 0.0000% | $395641.00         | $408507.76         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 7.0000%  | 0.0000% | $564833.00         | $589764.54         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.0000%  | 0.0000% | $1325064.00        | $1375624.71        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 6.0000%  | 0.0000% | $1913446.00        | $2043427.84        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 6.5000%  | 0.0000% | $653954.00         | $680936.78         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $2009510.00        | $2099651.92        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-03-20      | 7.0000%  | 0.0000% | $1511893.00        | $1576421.18        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 7.0000%  | 0.0000% | $1234854.00        | $1284365.73        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 7.0000%  | 0.0000% | $1097598.00        | $1143625.53        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-04-20      | 6.5000%  | 0.0000% | $194470.00         | $193328.84         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $1153863.00        | $1205631.12        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-03-20      | 6.0000%  | 0.0000% | $1421874.00        | $1470831.45        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 7.0000%  | 0.0000% | $611359.00         | $644542.44         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-04-20      | 6.5000%  | 0.0000% | $1313986.00        | $1379659.96        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-04-20      | 6.5000%  | 0.0000% | $1492765.00        | $1559700.52        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $2128464.00        | $2245397.45        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $1097733.00        | $1155054.41        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $1113745.00        | $1175913.64        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.0000%  | 0.0000% | $1143491.00        | $1194384.46        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 5.5000%  | 0.0000% | $1380349.00        | $1399797.68        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $110902.00         | $114573.98         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $83098.00          | $86657.19          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 5.5000%  | 0.0000% | $1167240.00        | $1188353.59        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 5.0000%  | 0.0000% | $140207.00         | $140925.59         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $1590333.00        | $1674702.66        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $119894.00         | $125040.68         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 7.5000%  | 0.0000% | $1743061.00        | $1831847.06        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 7.0000%  | 0.0000% | $1830727.00        | $1905194.89        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 5.0000%  | 0.0000% | $1844210.00        | $1847725.21        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 5.5000%  | 0.0000% | $1304559.00        | $1327873.59        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $146967.00         | $143112.13         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $1567297.00        | $1653155.53        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.0000%  | 0.0000% | $1368052.00        | $1417230.05        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $1798971.00        | $1902552.15        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 5.0000%  | 0.0000% | $1290621.00        | $1295221.43        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 7.0000%  | 0.0000% | $1128228.00        | $1164551.46        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 5.5000%  | 0.0000% | $1810131.00        | $1844397.63        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $1794191.00        | $1827544.89        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $1106674.00        | $1184994.59        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.0000%  | 0.0000% | $1148807.00        | $1231549.43        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2036-03-20      | 7.0000%  | 0.0000% | $50000.00          | $559.09            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2036-04-20      | 4.5000%  | 0.0000% | $35000.00          | $941.48            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2036-04-20      | 5.0000%  | 0.0000% | $40000.00          | $510.59            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2036-07-20      | 7.0000%  | 0.0000% | $152000.00         | $2020.45           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2036-07-20      | 6.5000%  | 0.0000% | $61000.00          | $696.77            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2036-08-20      | 6.5000%  | 0.0000% | $95000.00          | $867.86            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2036-08-20      | 7.0000%  | 0.0000% | $359000.00         | $4481.04           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2036-09-20      | 6.0000%  | 0.0000% | $30000.00          | $244.61            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2036-09-20      | 6.5000%  | 0.0000% | $70000.00          | $598.92            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2037-02-20      | 5.0000%  | 0.0000% | $1100000.00        | $10763.10          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2036-11-20      | 6.5000%  | 0.0000% | $60000.00          | $704.92            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2036-11-20      | 7.0000%  | 0.0000% | $29125.00          | $512.09            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2036-12-20      | 6.5000%  | 0.0000% | $60000.00          | $808.70            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2037-01-20      | 6.0000%  | 0.0000% | $2013751.00        | $21883.40          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2037-01-20      | 6.5000%  | 0.0000% | $50000.00          | $585.68            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2037-01-20      | 7.0000%  | 0.0000% | $199125.00         | $2314.09           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2037-05-20      | 5.5000%  | 0.0000% | $2000000.00        | $21724.63          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2037-07-20      | 5.5000%  | 0.0000% | $125000.00         | $1230.42           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2037-07-20      | 6.0000%  | 0.0000% | $1227877.00        | $12701.99          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2037-10-20      | 7.0000%  | 0.0000% | $310000.00         | $3006.24           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 7.5000%  | 0.0000% | $1126155.00        | $1170646.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 5.5000%  | 0.0000% | $1696000.00        | $1713734.13        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.5000%  | 0.0000% | $1311587.00        | $1371411.58        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.0000%  | 0.0000% | $1283101.00        | $1326133.71        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 5.0000%  | 0.0000% | $1459936.00        | $1476922.36        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-03-20      | 4.5000%  | 0.0000% | $1320166.00        | $1300165.89        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 5.0000%  | 0.0000% | $1023950.00        | $1028135.76        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.0000%  | 0.0000% | $1339554.00        | $1403537.35        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.5000%  | 0.0000% | $601405.00         | $636620.56         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $1071271.00        | $1120326.12        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.0000%  | 0.0000% | $1098206.00        | $1141552.97        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.0000%  | 0.0000% | $1123330.00        | $1166205.58        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.0000%  | 0.0000% | $1252057.00        | $1294867.34        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 5.0000%  | 0.0000% | $1156293.00        | $1163942.44        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 5.0000%  | 0.0000% | $1151769.00        | $1154799.52        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 5.0000%  | 0.0000% | $1235486.00        | $1238134.10        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.5000%  | 0.0000% | $1523051.00        | $1619629.45        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 5.5000%  | 0.0000% | $1030478.00        | $1062387.78        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 5.5000%  | 0.0000% | $1047554.00        | $1079349.36        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.0000%  | 0.0000% | $1440140.00        | $1489381.27        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 5.5000%  | 0.0000% | $1775739.00        | $1828206.76        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 5.5000%  | 0.0000% | $1589828.00        | $1640526.02        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.5000%  | 0.0000% | $1861770.00        | $1976367.58        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $2097917.00        | $2193575.73        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $1971781.00        | $2069810.06        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $2148426.00        | $2249339.72        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $1003455.00        | $1058902.91        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.0000%  | 0.0000% | $2025214.00        | $2082438.79        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 5.0000%  | 0.0000% | $2045807.00        | $2065831.36        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.5000%  | 0.0000% | $1581488.00        | $1644844.62        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $1332366.00        | $1383301.02        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.0000%  | 0.0000% | $1744740.00        | $1798327.94        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.0000%  | 0.0000% | $1953016.00        | $2008518.76        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 5.0000%  | 0.0000% | $1891591.00        | $1902888.84        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.5000%  | 0.0000% | $1261148.00        | $1357102.69        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.0000%  | 0.0000% | $1126827.00        | $1189434.42        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.0000%  | 0.0000% | $1064509.00        | $1123596.50        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.0000%  | 0.0000% | $1134355.00        | $1196517.69        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.5000%  | 0.0000% | $1405300.00        | $1500431.70        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.0000%  | 0.0000% | $1703893.00        | $1786078.19        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.0000%  | 0.0000% | $1164158.00        | $1220723.66        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.0000%  | 0.0000% | $1370488.00        | $1425317.66        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 7.0000%  | 0.0000% | $1108095.00        | $1186279.95        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.5000%  | 0.0000% | $1727215.00        | $1856719.40        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.0000%  | 0.0000% | $1309379.00        | $1368490.18        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.5000%  | 0.0000% | $1665031.00        | $1749053.30        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.5000%  | 0.0000% | $2050493.00        | $2203295.69        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.5000%  | 0.0000% | $1030945.00        | $1084008.77        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $1333727.00        | $1402376.60        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.5000%  | 0.0000% | $2002733.00        | $2101481.44        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.0000%  | 0.0000% | $1154520.00        | $1195327.32        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.5000%  | 0.0000% | $1052630.00        | $1113235.17        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $1989332.00        | $2103865.80        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $1128465.00        | $1193438.63        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 7.0000%  | 0.0000% | $1200925.00        | $1278182.91        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 7.0000%  | 0.0000% | $1659689.00        | $1766460.12        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 7.0000%  | 0.0000% | $1650288.00        | $1756457.63        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 7.5000%  | 0.0000% | $1431818.00        | $1544155.58        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 7.5000%  | 0.0000% | $1681215.00        | $1813118.08        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 7.5000%  | 0.0000% | $1835010.00        | $1978979.38        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $1516107.00        | $1591947.22        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 5.5000%  | 0.0000% | $1335249.00        | $1378242.68        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $1549227.00        | $1627078.75        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $1766031.00        | $1848305.09        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $1676818.00        | $1754937.60        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $1299494.00        | $1377489.63        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $1477044.00        | $1551263.98        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $1878508.00        | $1971753.38        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 7.0000%  | 0.0000% | $1048028.00        | $1096738.69        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.5000%  | 0.0000% | $1001625.00        | $1050429.18        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $1423242.00        | $1489540.88        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 5.5000%  | 0.0000% | $1325221.00        | $1366159.73        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $78886.00          | $83319.61          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $66896.00          | $70198.28          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 5.5000%  | 0.0000% | $1976922.00        | $2015289.99        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 7.0000%  | 0.0000% | $1178366.00        | $1223537.83        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $1235072.00        | $1288264.19        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 7.5000%  | 0.0000% | $1575668.00        | $1699738.72        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 7.0000%  | 0.0000% | $1345511.00        | $1435574.69        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $100233.00         | $104887.72         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-07-20      | 6.5000%  | 0.0000% | $1208790.00        | $1270707.08        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 5.5000%  | 0.0000% | $1171358.00        | $1196296.21        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 7.0000%  | 0.0000% | $1412009.00        | $1470857.79        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $540891.00         | $564154.42         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.0000%  | 0.0000% | $1000.00           | $1035.63           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 5.5000%  | 0.0000% | $1000.00           | $1020.16           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.5000%  | 0.0000% | $1280136.00        | $1338704.87        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 5.0000%  | 0.0000% | $1627202.00        | $1635616.26        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 5.5000%  | 0.0000% | $1076648.00        | $1100893.03        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 6.0000%  | 0.0000% | $940069.00         | $980124.95         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.0000%  | 0.0000% | $1107736.00        | $1129860.65        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-03-20      | 6.0000%  | 0.0000% | $2253520.00        | $1786424.58        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-02-20      | 6.0000%  | 0.0000% | $33472.00          | $27667.55          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-02-20      | 7.0000%  | 0.0000% | $1033556.00        | $549338.12         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-02-20      | 7.0000%  | 0.0000% | $1344765.00        | $1185121.98        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 6.5000%  | 0.0000% | $75341.00          | $77734.89          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-07-20      | 6.5000%  | 0.0000% | $82000.00          | $3567.10           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2034-10-20      | 7.0000%  | 0.0000% | $72305.00          | $327.69            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2034-10-20      | 5.5000%  | 0.0000% | $25000.00          | $327.90            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2035-01-20      | 4.5000%  | 0.0000% | $40000.00          | $914.17            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2035-01-20      | 6.0000%  | 0.0000% | $44000.00          | $662.34            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2035-01-20      | 6.5000%  | 0.0000% | $56195.00          | $788.49            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2035-04-20      | 4.5000%  | 0.0000% | $65000.00          | $943.77            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2035-04-20      | 5.5000%  | 0.0000% | $50000.00          | $886.89            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2035-05-20      | 6.0000%  | 0.0000% | $2865100.00        | $44443.41          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2035-09-20      | 5.5000%  | 0.0000% | $115000.00         | $2132.95           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2035-08-20      | 4.5000%  | 0.0000% | $150000.00         | $1388.00           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2035-08-20      | 5.0000%  | 0.0000% | $80000.00          | $1229.45           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2035-11-20      | 5.5000%  | 0.0000% | $39000.00          | $582.37            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2035-11-20      | 5.4500%  | 0.0000% | $258831.00         | $37127.23          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2035-10-20      | 5.2500%  | 0.0000% | $40000.00          | $1128.36           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2036-05-20      | 5.5000%  | 0.0000% | $53000.00          | $580.22            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2036-05-20      | 6.0000%  | 0.0000% | $30000.00          | $367.54            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2036-03-20      | 5.5000%  | 0.0000% | $400001.00         | $4988.74           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 7.0000%  | 0.0000% | $1630406.00        | $1429633.12        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 5.0000%  | 0.0000% | $1525534.00        | $1524970.89        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2067-03-15      | 6.3000%  | 0.0000% | $2326201.00        | $2548569.53        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 7.0000%  | 0.0000% | $1548380.00        | $1638732.72        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-04-20      | 7.0000%  | 0.0000% | $1000.00           | $1070.18           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 6.5000%  | 0.0000% | $552342.00         | $568474.81         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 6.5000%  | 0.0000% | $85418.00          | $89318.54          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 6.0000%  | 0.0000% | $1358063.00        | $1397905.30        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 6.5000%  | 0.0000% | $1326341.00        | $1401826.57        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 6.5000%  | 0.0000% | $2081230.00        | $2195314.12        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 7.0000%  | 0.0000% | $865783.00         | $906401.60         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 6.0000%  | 0.0000% | $1906332.00        | $1960602.32        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 6.0000%  | 0.0000% | $1463932.00        | $1547963.09        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 6.0000%  | 0.0000% | $2127339.00        | $2252021.84        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $1373791.00        | $1439579.12        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 6.5000%  | 0.0000% | $1791945.00        | $1880320.31        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 7.0000%  | 0.0000% | $1935455.00        | $2013049.42        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 7.0000%  | 0.0000% | $1284464.00        | $1339125.18        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 7.0000%  | 0.0000% | $1162553.00        | $1211558.42        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 7.0000%  | 0.0000% | $1173804.00        | $1227293.18        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 7.0000%  | 0.0000% | $1488908.00        | $1555305.26        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $1107896.00        | $1147728.74        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $73970.00          | $77158.36          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 6.5000%  | 0.0000% | $76602.00          | $79954.15          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 7.0000%  | 0.0000% | $1282464.00        | $1336263.13        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 6.5000%  | 0.0000% | $59568.00          | $62408.19          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 6.5000%  | 0.0000% | $56863.00          | $59357.98          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $993214.00         | $1024170.19        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 6.5000%  | 0.0000% | $220986.00         | $230132.82         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $1976656.00        | $2034200.26        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 6.5000%  | 0.0000% | $93781.00          | $97995.82          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 6.5000%  | 0.0000% | $169607.00         | $176457.29         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 6.5000%  | 0.0000% | $395315.00         | $389404.15         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $80298.00          | $83761.23          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 7.0000%  | 0.0000% | $1196765.00        | $1246003.09        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 6.5000%  | 0.0000% | $89908.00          | $93624.57          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 7.0000%  | 0.0000% | $1467728.00        | $1532246.51        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 7.0000%  | 0.0000% | $1307745.00        | $1359538.05        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 5.5000%  | 0.0000% | $1064405.00        | $1088047.56        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $1104642.00        | $1188815.16        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 5.5000%  | 0.0000% | $2055.00           | $2063.48           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 7.0000%  | 0.0000% | $1878595.00        | $1958171.10        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 6.0000%  | 0.0000% | $1065188.00        | $1126920.27        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 7.0000%  | 0.0000% | $507846.00         | $528629.50         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 7.5000%  | 0.0000% | $395241.00         | $409483.92         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $1166656.00        | $1220459.76        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $1203770.00        | $1256107.98        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $1072219.00        | $1129819.77        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $1421572.00        | $1483761.70        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $1101270.00        | $1147158.35        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 6.5000%  | 0.0000% | $180091.00         | $187332.34         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 6.5000%  | 0.0000% | $169930.00         | $177091.77         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 6.5000%  | 0.0000% | $179459.00         | $185623.44         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 7.0000%  | 0.0000% | $1001490.00        | $997638.77         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $711109.00         | $733018.32         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 6.5000%  | 0.0000% | $1844879.00        | $1899853.40        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2067-08-15      | 5.6400%  | 0.0000% | $25000.00          | $25727.15          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $1267622.00        | $1324369.68        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.0000%  | 0.0000% | $1421014.00        | $1473226.53        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.0000%  | 0.0000% | $1469519.00        | $1521421.68        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.0000%  | 0.0000% | $1330790.00        | $1375075.02        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.5000%  | 0.0000% | $1386016.00        | $1395968.72        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.0000%  | 0.0000% | $1108638.00        | $1153477.53        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.0000%  | 0.0000% | $868442.00         | $897340.52         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $1340575.00        | $1410630.13        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 7.5000%  | 0.0000% | $1268907.00        | $1353649.26        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.5000%  | 0.0000% | $1576617.00        | $1648692.57        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.5000%  | 0.0000% | $1804046.00        | $1885724.21        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.5000%  | 0.0000% | $1417580.00        | $1532534.13        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.0000%  | 0.0000% | $1707624.00        | $1773061.86        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.0000%  | 0.0000% | $1503796.00        | $1554578.36        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $1307470.00        | $1412162.21        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.5000%  | 0.0000% | $2166594.00        | $2268852.91        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $1319778.00        | $1387709.62        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 7.5000%  | 0.0000% | $1100666.00        | $1188865.01        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 7.5000%  | 0.0000% | $1505588.00        | $1626222.99        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $1153417.00        | $1210672.62        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $1455441.00        | $1526798.36        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $1675719.00        | $1754809.59        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $2107001.00        | $2205159.86        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 7.5000%  | 0.0000% | $2022172.00        | $2185749.54        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 7.5000%  | 0.0000% | $1702497.00        | $1840215.39        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 5.5000%  | 0.0000% | $2090614.00        | $2140261.90        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 5.5000%  | 0.0000% | $1663630.00        | $1701091.62        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 5.5000%  | 0.0000% | $1960529.00        | $2004074.31        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.0000%  | 0.0000% | $1531920.00        | $1581954.04        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 7.0000%  | 0.0000% | $2033486.00        | $2165997.83        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.5000%  | 0.0000% | $1968560.00        | $2047665.32        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.5000%  | 0.0000% | $2045243.00        | $2043063.72        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-06-20      | 6.5000%  | 0.0000% | $940263.00         | $1188.17           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-06-20      | 7.0000%  | 0.0000% | $1118900.00        | $1690.35           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-06-20      | 7.5000%  | 0.0000% | $90000.00          | $73.99             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-06-20      | 8.0000%  | 0.0000% | $260000.00         | $32.35             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-07-20      | 6.0000%  | 0.0000% | $135000.00         | $247.14            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-07-20      | 7.0000%  | 0.0000% | $1095000.00        | $2158.33           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-08-20      | 8.0000%  | 0.0000% | $206615.00         | $107.04            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-09-20      | 7.5000%  | 0.0000% | $75000.00          | $49.27             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-12-20      | 7.0000%  | 0.0000% | $577000.00         | $1134.54           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-10-20      | 7.5000%  | 0.0000% | $1179724.00        | $1332.54           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-11-20      | 5.5000%  | 0.0000% | $5767077.00        | $23838.32          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-11-20      | 7.0000%  | 0.0000% | $1048000.00        | $2224.20           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2032-02-20      | 6.5000%  | 0.0000% | $15675349.00       | $30504.22          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2032-02-20      | 7.0000%  | 0.0000% | $372748.00         | $773.03            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2032-05-20      | 6.5000%  | 0.0000% | $80000.00          | $179.45            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2032-03-20      | 7.0000%  | 0.0000% | $2452873.00        | $4927.88           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2032-04-20      | 5.5000%  | 0.0000% | $4008121.00        | $34380.89          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2032-04-20      | 7.0000%  | 0.0000% | $420000.00         | $707.29            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2032-08-20      | 6.5000%  | 0.0000% | $118665.00         | $301.84            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2032-06-20      | 6.0000%  | 0.0000% | $50000.00          | $160.81            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2032-06-20      | 7.0000%  | 0.0000% | $273000.00         | $502.94            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2032-06-20      | 7.5000%  | 0.0000% | $900000.00         | $1085.00           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2032-07-20      | 7.0000%  | 0.0000% | $350000.00         | $500.59            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2032-07-20      | 7.5000%  | 0.0000% | $60000.00          | $78.96             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2032-09-20      | 7.0000%  | 0.0000% | $1240000.00        | $1800.62           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2032-10-20      | 5.5000%  | 0.0000% | $30000.00          | $149.49            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2032-10-20      | 7.0000%  | 0.0000% | $50000.00          | $61.71             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2033-01-20      | 5.5000%  | 0.0000% | $50000.00          | $328.52            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2033-01-20      | 6.0000%  | 0.0000% | $262784.00         | $1552.09           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2033-01-20      | 6.5000%  | 0.0000% | $2025000.00        | $9188.56           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2032-11-20      | 7.0000%  | 0.0000% | $835442.00         | $668.39            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2032-12-20      | 7.0000%  | 0.0000% | $155000.00         | $773.39            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2033-02-20      | 5.5000%  | 0.0000% | $50000.00          | $297.14            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2033-02-20      | 6.5000%  | 0.0000% | $35000.00          | $146.54            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2033-03-20      | 4.5000%  | 0.0000% | $170019.00         | $2785.76           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2033-03-20      | 7.0000%  | 0.0000% | $220000.00         | $1067.48           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2033-08-20      | 6.5000%  | 0.0000% | $31000.00          | $391.54            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2033-08-20      | 7.0000%  | 0.0000% | $25000.00          | $45.62             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2033-07-20      | 5.5000%  | 0.0000% | $95000.00          | $943.10            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2033-08-20      | 5.0000%  | 0.0000% | $30000.00          | $365.03            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-02-20      | 6.5000%  | 0.0000% | $40000.00          | $612.45            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-04-20      | 4.0000%  | 0.0000% | $227000.00         | $7259.83           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-04-20      | 6.5000%  | 0.0000% | $140000.00         | $3066.29           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-05-20      | 4.5000%  | 0.0000% | $75000.00          | $1935.50           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-11-20      | 7.0000%  | 0.0000% | $25000.00          | $2257.58           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 6.5000%  | 0.0000% | $773362.00         | $804228.80         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 7.0000%  | 0.0000% | $1882771.00        | $1994801.79        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 7.0000%  | 0.0000% | $1446374.00        | $1530146.93        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-04-20      | 5.0000%  | 0.0000% | $1669958.00        | $1640512.57        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 7.0000%  | 0.0000% | $1173410.00        | $1239372.65        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 6.5000%  | 0.0000% | $1879215.00        | $1962679.51        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-12-15      | 5.5400%  | 0.0000% | $15205862.00       | $16017353.24       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 6.0000%  | 0.0000% | $237112.00         | $245213.38         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 6.5000%  | 0.0000% | $900157.00         | $937297.69         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 6.5000%  | 0.0000% | $1465355.00        | $1533885.90        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-04-20      | 7.0000%  | 0.0000% | $1630322.00        | $1676071.36        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 6.5000%  | 0.0000% | $67633.00          | $68539.09          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-04-20      | 6.5000%  | 0.0000% | $38663.00          | $40315.59          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-04-20      | 6.5000%  | 0.0000% | $182748.00         | $183308.02         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-04-20      | 6.5000%  | 0.0000% | $2336353.00        | $1779571.69        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.5000%  | 0.0000% | $1211204.00        | $1266269.56        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-03-20      | 5.0000%  | 0.0000% | $1324246.00        | $1325556.57        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-04-20      | 6.5000%  | 0.0000% | $170288.00         | $177011.42         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-04-20      | 6.5000%  | 0.0000% | $857776.00         | $900353.89         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-04-20      | 6.5000%  | 0.0000% | $977281.00         | $1028158.88        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 5.0000%  | 0.0000% | $1643032.00        | $1647338.46        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 6.5000%  | 0.0000% | $42699.00          | $44526.86          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 7.0000%  | 0.0000% | $1356318.00        | $1408899.67        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 6.5000%  | 0.0000% | $2078786.00        | $2163962.32        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 6.5000%  | 0.0000% | $179322.00         | $186656.32         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 6.5000%  | 0.0000% | $415319.00         | $432035.25         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 5.5000%  | 0.0000% | $2001240.00        | $2018940.96        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.0000%  | 0.0000% | $1147000.00        | $1172941.70        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $2035218.00        | $2085306.75        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 5.5000%  | 0.0000% | $1485690.00        | $1530386.98        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 5.5000%  | 0.0000% | $1874720.00        | $1929394.33        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 5.0000%  | 0.0000% | $1785600.00        | $1776923.06        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 5.5000%  | 0.0000% | $1224020.00        | $1248833.79        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 5.0000%  | 0.0000% | $1416469.00        | $1430333.40        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 5.5000%  | 0.0000% | $1322262.00        | $1350412.96        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.0000%  | 0.0000% | $1048889.00        | $1086101.48        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 5.0000%  | 0.0000% | $1822989.00        | $1832415.68        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 5.5000%  | 0.0000% | $2148527.00        | $2194271.28        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $1340820.00        | $1403288.81        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $1428823.00        | $1495391.86        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.5000%  | 0.0000% | $2045545.00        | $2138479.75        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.5000%  | 0.0000% | $1696488.00        | $1773229.47        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.0000%  | 0.0000% | $1062816.00        | $1086477.47        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 5.0000%  | 0.0000% | $1127600.00        | $1122094.31        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.0000%  | 0.0000% | $1578032.00        | $1613162.14        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 5.0000%  | 0.0000% | $1463352.00        | $1478126.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 5.0000%  | 0.0000% | $1040029.00        | $1054050.67        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 5.0000%  | 0.0000% | $64925.00          | $65440.57          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 5.0000%  | 0.0000% | $1199702.00        | $1211215.94        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.5000%  | 0.0000% | $1680892.00        | $1772912.32        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.0000%  | 0.0000% | $1986692.00        | $2095487.22        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-12-20      | 7.0000%  | 0.0000% | $543087.00         | $398867.57         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-02-20      | 7.0000%  | 0.0000% | $247617.00         | $253918.83         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-12-20      | 8.0000%  | 0.0000% | $1682111.00        | $535127.94         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-12-20      | 7.0000%  | 0.0000% | $278231.00         | $200904.87         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-12-20      | 7.0000%  | 0.0000% | $1236199.00        | $928797.68         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 6.0000%  | 0.0000% | $3472.00           | $2751.95           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-12-20      | 7.0000%  | 0.0000% | $711275.00         | $71347.85          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 7.0000%  | 0.0000% | $1215117.00        | $531023.32         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 7.0000%  | 0.0000% | $1460868.00        | $1514667.78        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-03-20      | 6.0000%  | 0.0000% | $1656.00           | $1571.55           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 7.0000%  | 0.0000% | $1106018.00        | $1143337.70        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 7.0000%  | 0.0000% | $949374.00         | $682452.88         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 7.0000%  | 0.0000% | $1082187.00        | $472163.85         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-02-20      | 8.0000%  | 0.0000% | $584008.00         | $143658.38         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 7.0000%  | 0.0000% | $271004.00         | $160458.07         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-12-20      | 7.5000%  | 0.0000% | $65296.00          | $53815.53          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-02-20      | 7.0000%  | 0.0000% | $1086172.00        | $432346.34         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 7.5000%  | 0.0000% | $1742185.00        | $637180.03         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-02-20      | 6.0000%  | 0.0000% | $1280599.00        | $958578.95         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-03-20      | 6.0000%  | 0.0000% | $1390.00           | $1096.18           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 7.0000%  | 0.0000% | $539726.00         | $307552.22         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-02-20      | 7.0000%  | 0.0000% | $3370443.00        | $1969277.02        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 8.0000%  | 0.0000% | $1234072.00        | $1061632.26        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-09-15      | 5.6300%  | 0.0000% | $2364717.00        | $2519902.74        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-02-20      | 7.0000%  | 0.0000% | $1023947.00        | $726252.34         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-08-20      | 6.0000%  | 0.0000% | $41953.00          | $32148.46          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-02-20      | 8.0000%  | 0.0000% | $2212730.00        | $1923914.91        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-03-20      | 6.0000%  | 0.0000% | $1493904.00        | $976027.66         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-01-20      | 6.0000%  | 0.0000% | $364196.00         | $13052.26          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-03-20      | 4.0000%  | 0.0000% | $95000.00          | $4145.55           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-03-20      | 4.5000%  | 0.0000% | $40000.00          | $1374.49           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-04-20      | 4.5000%  | 0.0000% | $87000.00          | $3057.89           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-06-20      | 6.0000%  | 0.0000% | $244033.00         | $5382.04           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-05-20      | 4.0000%  | 0.0000% | $175449.00         | $7828.83           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-06-20      | 4.5000%  | 0.0000% | $112209.00         | $4098.28           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-12-20      | 7.0000%  | 0.0000% | $79504.00          | $1804.32           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-07-20      | 5.5000%  | 0.0000% | $139733.00         | $6267.02           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-09-20      | 5.5000%  | 0.0000% | $90000.00          | $2997.25           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-11-20      | 3.5000%  | 0.0000% | $37000.00          | $2089.82           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-10-20      | 6.0000%  | 0.0000% | $2185399.00        | $41868.12          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-12-20      | 7.0000%  | 0.0000% | $100000.00         | $1472.26           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-08-20      | 8.0000%  | 0.0000% | $17000.00          | $240.85            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-12-20      | 4.5000%  | 0.0000% | $92000.00          | $4938.75           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-08-20      | 6.5000%  | 0.0000% | $183102.00         | $7129.51           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2035-01-20      | 7.5000%  | 0.0000% | $600000.00         | $23975.73          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2041-01-20      | 3.5000%  | 0.0000% | $50000.00          | $3121.74           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2041-01-20      | 4.5000%  | 0.0000% | $20888.00          | $1044.75           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-12-20      | 6.0000%  | 0.0000% | $1505794.00        | $25281.54          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2041-03-20      | 3.5000%  | 0.0000% | $4004.00           | $331.65            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2041-03-20      | 4.0000%  | 0.0000% | $329968.00         | $17974.65          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2036-10-20      | 6.0000%  | 0.0000% | $1359187.00        | $42913.64          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-12-20      | 6.0000%  | 0.0000% | $710652.00         | $24437.89          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2036-11-20      | 6.0000%  | 0.0000% | $720319.00         | $16388.91          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2026-05-20      | 4.0000%  | 0.0000% | $900000.00         | $1341.74           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2041-05-20      | 4.0000%  | 0.0000% | $670317.00         | $28929.54          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2026-06-20      | 4.0000%  | 0.0000% | $50000.00          | $82.98             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2041-06-20      | 5.5000%  | 0.0000% | $503502.00         | $19562.27          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2032-08-20      | 7.0000%  | 0.0000% | $10000.00          | $87.62             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2026-10-20      | 4.0000%  | 0.0000% | $135000.00         | $492.82            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2041-09-20      | 3.0000%  | 0.0000% | $50000.00          | $4424.26           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2041-11-20      | 4.5000%  | 0.0000% | $8707.00           | $406.55            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2041-10-20      | 5.5000%  | 0.0000% | $175000.00         | $6346.92           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2041-12-20      | 3.5000%  | 0.0000% | $4000.00           | $286.82            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2026-03-20      | 7.5000%  | 0.0000% | $170893.00         | $8.62              | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2027-02-20      | 7.2100%  | 0.0000% | $2079096.00        | $2673.14           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2028-04-20      | 6.7500%  | 0.0000% | $25000.00          | $8.55              | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2033-11-20      | 6.5000%  | 0.0000% | $15000.00          | $511.76            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2032-10-20      | 6.5000%  | 0.0000% | $96000.00          | $1036.76           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2036-07-20      | 6.5000%  | 0.0000% | $100000.00         | $2204.63           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-12-20      | 4.0000%  | 0.0000% | $256000.00         | $27750.24          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2033-05-20      | 6.5000%  | 0.0000% | $38000.00          | $1460.92           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2037-01-20      | 6.5000%  | 0.0000% | $25000.00          | $4275.82           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2027-07-20      | 5.3750%  | 0.0000% | $22965717.00       | $5651.84           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2027-10-20      | 4.7500%  | 0.0000% | $14000000.00       | $4373.16           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2030-01-20      | 5.6250%  | 0.0000% | $6400000.00        | $5562.06           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2030-05-20      | 5.6250%  | 0.0000% | $8209787.00        | $10623.85          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2030-05-20      | 5.6250%  | 0.0000% | $2000500.00        | $4572.79           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-10-20      | 4.7500%  | 0.0000% | $3072568.00        | $16006.76          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-11-20      | 4.7500%  | 0.0000% | $7292376.00        | $20587.90          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-12-20      | 4.7500%  | 0.0000% | $9750000.00        | $43113.13          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-08-20      | 5.3750%  | 0.0000% | $6000000.00        | $130111.30         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-06-20      | 5.6250%  | 0.0000% | $500000.00         | $12255.83          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2041-01-20      | 5.6250%  | 0.0000% | $3000.00           | $74.09             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2034-08-20      | 6.5000%  | 0.0000% | $140000.00         | $1840.64           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2034-09-20      | 6.5000%  | 0.0000% | $81000.00          | $1680.93           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-03-20      | 6.0000%  | 0.0000% | $1000.00           | $66.28             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-09-20      | 5.5000%  | 0.0000% | $2128500.00        | $34879.63          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-04-20      | 4.5000%  | 0.0000% | $209000.00         | $14066.44          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-12-20      | 4.5000%  | 0.0000% | $100000.00         | $7153.86           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-12-20      | 5.0000%  | 0.0000% | $3500000.00        | $38535.37          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-05-20      | 4.5000%  | 0.0000% | $165000.00         | $39395.47          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-12-20      | 2.5000%  | 0.0000% | $10995.00          | $1176.86           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-03-20      | 4.0000%  | 0.0000% | $100000.00         | $27266.83          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-10-15      | 5.5300%  | 0.0000% | $1991980.00        | $2026896.42        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-09-20      | 3.0000%  | 0.0000% | $78580.00          | $29054.84          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2041-01-20      | 2.5000%  | 0.0000% | $16844.00          | $8904.51           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-09-20      | 4.0000%  | 0.0000% | $1000.00           | $387.10            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-04-20      | 5.5000%  | 0.0000% | $2143687.00        | $1946912.66        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-11-20      | 2.5000%  | 0.0000% | $1000.00           | $778.46            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-09-20      | 5.5000%  | 0.0000% | $1686752.00        | $1514239.06        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2044-02-20      | 3.7500%  | 0.0000% | $32000.00          | $8578.98           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2044-04-20      | 3.7500%  | 0.0000% | $25000.00          | $7499.96           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2044-08-20      | 3.5000%  | 0.0000% | $20000.00          | $1783.01           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2044-08-20      | 4.0000%  | 0.0000% | $25000.00          | $7006.12           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-03-20      | 3.5000%  | 0.0000% | $33000.00          | $4665.12           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-12-20      | 7.0000%  | 0.0000% | $136000.00         | $6682.64           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-10-20      | 3.5000%  | 0.0000% | $50000.00          | $9699.76           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-10-20      | 4.0000%  | 0.0000% | $75000.00          | $8371.47           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-02-20      | 7.5000%  | 0.0000% | $192358.00         | $202449.07         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-07-15      | 6.1400%  | 0.0000% | $5417593.00        | $5856168.83        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-10-15      | 5.6000%  | 0.0000% | $4177421.00        | $4428960.23        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-12-20      | 5.5000%  | 0.0000% | $114000.00         | $69990.72          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-12-15      | 5.9900%  | 0.0000% | $1000000.00        | $1047150.50        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-08-15      | 6.1000%  | 0.0000% | $3244748.00        | $3506894.43        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-02-15      | 5.5000%  | 0.0000% | $2014424.00        | $2106281.74        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-01-15      | 5.9600%  | 0.0000% | $2078261.00        | $2156777.70        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-02-15      | 5.6000%  | 0.0000% | $323183.00         | $329691.91         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.5000%  | 0.0000% | $1250078.00        | $1329419.61        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.0000%  | 0.0000% | $1056752.00        | $1133928.58        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.0000%  | 0.0000% | $1424612.00        | $1472034.56        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $1602977.00        | $1678827.79        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $1151803.00        | $1203446.15        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 7.0000%  | 0.0000% | $1374187.00        | $1438260.92        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 7.0000%  | 0.0000% | $1249998.00        | $1305424.21        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $1619694.00        | $1672439.64        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 5.0000%  | 0.0000% | $1533225.00        | $1547463.82        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 5.5000%  | 0.0000% | $1645653.00        | $1689630.93        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 5.5000%  | 0.0000% | $1370855.00        | $1407063.53        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 5.5000%  | 0.0000% | $1838886.00        | $1885983.77        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 5.0000%  | 0.0000% | $1323519.00        | $1335878.77        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 5.0000%  | 0.0000% | $1056728.00        | $1058581.55        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 5.0000%  | 0.0000% | $1045747.00        | $1048065.09        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 5.0000%  | 0.0000% | $1177997.00        | $1171007.38        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 5.5000%  | 0.0000% | $1862438.00        | $1915714.08        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 5.5000%  | 0.0000% | $1385857.00        | $1422927.41        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 7.0000%  | 0.0000% | $1358634.00        | $1419565.27        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 5.0000%  | 0.0000% | $1199072.00        | $1205272.40        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.0000%  | 0.0000% | $1894649.00        | $1973868.63        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.5000%  | 0.0000% | $1000.00           | $1045.75           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 7.5000%  | 0.0000% | $1333199.00        | $1441048.13        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $1039158.00        | $1093425.95        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 7.0000%  | 0.0000% | $1000.00           | $1045.59           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 7.5000%  | 0.0000% | $1818545.00        | $1894847.52        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 7.5000%  | 0.0000% | $1180226.00        | $1281449.26        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.0000%  | 0.0000% | $1353842.00        | $1400131.21        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 7.5000%  | 0.0000% | $1058331.00        | $1135381.25        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 7.5000%  | 0.0000% | $1174238.00        | $1267554.64        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 7.0000%  | 0.0000% | $1822872.00        | $1942370.38        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.5000%  | 0.0000% | $1636697.00        | $1716587.14        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.5000%  | 0.0000% | $1010924.00        | $1071321.15        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 7.5000%  | 0.0000% | $1132835.00        | $1176795.92        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 5.5000%  | 0.0000% | $9999.00           | $10093.18          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 5.5000%  | 0.0000% | $1284313.00        | $1322206.65        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.0000%  | 0.0000% | $1571990.00        | $1595939.18        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $1269388.00        | $1300628.91        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.0000%  | 0.0000% | $2047588.00        | $2113246.34        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 5.5000%  | 0.0000% | $1310704.00        | $1343216.81        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 5.5000%  | 0.0000% | $1509957.00        | $1520232.67        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.5000%  | 0.0000% | $1103335.00        | $1152340.11        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.5000%  | 0.0000% | $1012536.00        | $1058879.22        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.5000%  | 0.0000% | $1688153.00        | $1764140.20        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 5.0000%  | 0.0000% | $1927653.00        | $1935549.90        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2026-12-20      | 3.5000%  | 0.0000% | $810000.00         | $4914.78           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-05-20      | 6.5000%  | 0.0000% | $3601884.00        | $25065.46          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2043-02-20      | 3.0000%  | 0.0000% | $2610000.00        | $287845.51         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2027-04-20      | 2.5000%  | 0.0000% | $4050000.00        | $44956.04          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2042-06-20      | 5.5000%  | 0.0000% | $14425.00          | $428.19            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2027-06-20      | 2.5000%  | 0.0000% | $525000.00         | $8403.42           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2030-04-20      | 4.0000%  | 0.0000% | $1112.00           | $12.11             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2030-03-20      | 4.0000%  | 0.0000% | $414602.00         | $12859.92          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-05-20      | 5.5000%  | 0.0000% | $125000.00         | $11296.62          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2030-06-20      | 3.0000%  | 0.0000% | $143000.00         | $8047.12           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-06-20      | 5.0000%  | 0.0000% | $12000.00          | $1014.07           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2030-05-20      | 2.0000%  | 0.0000% | $165169.00         | $12686.50          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2030-06-20      | 4.0000%  | 0.0000% | $202994.00         | $1577.94           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-07-20      | 5.5000%  | 0.0000% | $29000.00          | $2465.98           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-06-20      | 2.5000%  | 0.0000% | $30000.00          | $5717.53           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-08-20      | 3.0000%  | 0.0000% | $45000.00          | $5716.88           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2032-05-20      | 7.0000%  | 0.0000% | $200881.00         | $21281.15          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2030-09-20      | 4.0000%  | 0.0000% | $462643.00         | $14190.62          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-09-20      | 5.5000%  | 0.0000% | $336592.00         | $31996.69          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2027-03-20      | 7.5000%  | 0.0000% | $54820.00          | $559.58            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-10-20      | 3.5000%  | 0.0000% | $24000.00          | $2211.99           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-10-15      | 5.9000%  | 0.0000% | $5358815.00        | $5748459.80        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 7.0000%  | 0.0000% | $1776388.00        | $1666332.43        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 7.0000%  | 0.0000% | $743566.00         | $643452.69         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-09-20      | 6.0000%  | 0.0000% | $21295.00          | $15578.52          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-11-15      | 4.9600%  | 0.0000% | $37928134.00       | $38573822.55       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2068-01-15      | 5.5300%  | 0.0000% | $11806045.00       | $12002562.52       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-08-20      | 7.5000%  | 0.0000% | $1144367.00        | $290822.99         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-09-20      | 6.0000%  | 0.0000% | $24235.00          | $21402.72          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-09-20      | 6.0000%  | 0.0000% | $83256.00          | $49998.95          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 7.0000%  | 0.0000% | $1105521.00        | $538406.69         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-12-20      | 7.0000%  | 0.0000% | $1367839.00        | $1039501.09        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-10-20      | 5.0000%  | 0.0000% | $1220021.00        | $714499.72         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-09-20      | 6.0000%  | 0.0000% | $20950.00          | $21192.61          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-12-20      | 7.0000%  | 0.0000% | $1136102.00        | $451763.19         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-09-20      | 6.0000%  | 0.0000% | $18885.00          | $10842.06          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-12-20      | 8.0000%  | 0.0000% | $1971330.00        | $736757.94         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-12-20      | 7.0000%  | 0.0000% | $1204917.00        | $1235334.84        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 7.0000%  | 0.0000% | $1315864.00        | $1358323.15        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-12-20      | 7.5000%  | 0.0000% | $57344.00          | $41901.86          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 7.0000%  | 0.0000% | $1129429.00        | $853472.76         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-12-20      | 7.0000%  | 0.0000% | $1066391.00        | $1087457.95        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-02-20      | 7.0000%  | 0.0000% | $386579.00         | $159498.28         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 7.0000%  | 0.0000% | $3001.00           | $1770.83           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-12-20      | 7.0000%  | 0.0000% | $2195408.00        | $1772336.99        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-12-20      | 7.0000%  | 0.0000% | $4513.00           | $2077.92           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-12-20      | 7.0000%  | 0.0000% | $278195.00         | $156149.43         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-12-20      | 7.0000%  | 0.0000% | $460522.00         | $313164.19         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-11-20      | 7.0000%  | 0.0000% | $1185736.00        | $192095.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-12-20      | 7.0000%  | 0.0000% | $1229036.00        | $621549.02         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-12-20      | 7.0000%  | 0.0000% | $2203346.00        | $1628482.40        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 7.0000%  | 0.0000% | $1071873.00        | $983764.79         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-12-20      | 7.0000%  | 0.0000% | $2086856.00        | $1288016.79        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-01-20      | 7.0000%  | 0.0000% | $1388388.00        | $1109077.37        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-02-20      | 5.5000%  | 0.0000% | $1003432.00        | $883916.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2067-12-15      | 4.9000%  | 0.0000% | $463500.00         | $388086.69         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-04-20      | 6.5000%  | 0.0000% | $81638.00          | $75242.25          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 6.5000%  | 0.0000% | $2161893.00        | $2253656.16        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.0000%  | 0.0000% | $1531082.00        | $1595528.44        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 7.5000%  | 0.0000% | $1383780.00        | $1450388.57        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 7.0000%  | 0.0000% | $1313009.00        | $1369110.63        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 7.0000%  | 0.0000% | $1541180.00        | $1608353.10        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-04-20      | 7.5000%  | 0.0000% | $1177616.00        | $1230807.25        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-04-20      | 7.0000%  | 0.0000% | $2619831.00        | $2202172.28        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-04-20      | 7.0000%  | 0.0000% | $1315708.00        | $1370862.73        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 6.5000%  | 0.0000% | $615055.00         | $639950.10         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-02-20      | 7.5000%  | 0.0000% | $99039.00          | $104179.14         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-04-20      | 6.0000%  | 0.0000% | $2021012.00        | $2094680.49        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $833383.00         | $857229.43         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 5.5000%  | 0.0000% | $1129879.00        | $1149222.15        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $63775.00          | $66509.56          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $97623.00          | $101577.47         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $822380.00         | $858207.80         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $1552011.00        | $1638856.40        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2067-11-15      | 5.8000%  | 0.0000% | $7844712.00        | $8079974.92        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $1595458.00        | $1682524.25        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $1167010.00        | $1233690.91        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $1723184.00        | $1818076.20        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $1333088.00        | $1407921.67        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $1255696.00        | $1324656.19        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 5.5000%  | 0.0000% | $2009414.00        | $2056241.89        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.0000%  | 0.0000% | $1312682.00        | $1356374.78        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 7.0000%  | 0.0000% | $1341158.00        | $1398804.10        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 5.5000%  | 0.0000% | $1651967.00        | $1689167.64        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 5.0000%  | 0.0000% | $1826590.00        | $1839409.01        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $1233426.00        | $1291637.54        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 5.5000%  | 0.0000% | $1927424.00        | $1978913.82        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $1058837.00        | $1120722.94        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $1470684.00        | $1549336.11        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $1705066.00        | $1778009.16        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $1998708.00        | $2088160.61        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.5000%  | 0.0000% | $1022019.00        | $1073245.87        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 7.5000%  | 0.0000% | $1044725.00        | $1125049.66        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $1031352.00        | $1081325.76        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 7.0000%  | 0.0000% | $1578691.00        | $1667827.55        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 7.0000%  | 0.0000% | $1056754.00        | $1116769.82        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 7.0000%  | 0.0000% | $1006860.00        | $1064532.10        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 7.0000%  | 0.0000% | $1080645.00        | $1142557.60        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 5.5000%  | 0.0000% | $495430.00         | $500115.76         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.5000%  | 0.0000% | $1173856.00        | $1213264.80        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 7.5000%  | 0.0000% | $1904316.00        | $2055532.91        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 7.5000%  | 0.0000% | $1335233.00        | $1441302.15        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 5.5000%  | 0.0000% | $1142087.00        | $1171314.15        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.0000%  | 0.0000% | $1008558.00        | $1044548.24        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.5000%  | 0.0000% | $1333863.00        | $1392362.77        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 7.0000%  | 0.0000% | $1071011.00        | $1136893.94        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 7.0000%  | 0.0000% | $1546351.00        | $1642722.42        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $2053098.00        | $2165947.23        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $1427154.00        | $1504970.43        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 5.5000%  | 0.0000% | $1300186.00        | $1319938.95        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $1474017.00        | $1522165.58        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 5.5000%  | 0.0000% | $1414833.00        | $1427727.42        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $828167.00         | $854227.81         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.5000%  | 0.0000% | $2099927.00        | $2203470.62        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.5000%  | 0.0000% | $1764015.00        | $1844346.73        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-04-20      | 7.5000%  | 0.0000% | $422993.00         | $625.89            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-04-20      | 8.5000%  | 0.0000% | $496000.00         | $426.84            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-07-20      | 7.5000%  | 0.0000% | $190836.00         | $125.45            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-07-20      | 8.0000%  | 0.0000% | $50000.00          | $43.94             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2042-07-20      | 3.5000%  | 0.0000% | $209155.00         | $15960.10          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2042-07-20      | 5.0000%  | 0.0000% | $243431.00         | $12138.31          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2042-08-20      | 3.5000%  | 0.0000% | $165000.00         | $13281.67          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2042-08-20      | 5.3750%  | 0.0000% | $2004.00           | $62.28             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2042-10-20      | 5.5000%  | 0.0000% | $111073.00         | $4753.43           | Agency Mortgage-Backed Securities |

### Security 184: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 4.210000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP19TAK4, C.3 - LEI: R0MUWSFPU8MP, C.5 - Other ID: ARP19TAK4_4.21_1205
- **C.18 - Value (incl. sponsor support):** $1500000000.00
- **C.18.a - Value (excl. sponsor support):** $1500000000.00
- **C.19 - Percentage of Net Assets:** 0.7700%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2026-01-26
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name         | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bill  | 2026-06-11      | N/A      | 0.0000% | $199992800.00      | $196126939.20      | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2040-02-15      | N/A      | 0.0000% | $31762300.00       | $16985652.22       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2054-05-15      | N/A      | 0.0000% | $33832500.00       | $8874941.40        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2055-08-15      | N/A      | 0.0000% | $49747500.00       | $12390609.82       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2027-11-15      | 6.1250%  | 0.0000% | $2797700.00        | $2943467.40        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2028-04-15      | 3.6250%  | 0.0000% | $162660400.00      | $345816984.80      | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2034-01-15      | 1.7500%  | 0.0000% | $68422000.00       | $73260832.52       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2029-02-28      | 4.2500%  | 0.0000% | $458158400.00      | $473433811.13      | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2029-12-31      | 4.3750%  | 0.0000% | $357360000.00      | $375053524.81      | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2026-11-15      | N/A      | 0.0000% | $25.82             | $24.94             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2048-08-15      | N/A      | 0.0000% | $75910405.80       | $25113211.82       | U.S. Treasuries (including strips) |

### Security 185: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 4.300000%
- **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: ARP19TPO0, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP19TPO0_4.30_0126
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2026-01-26
- **C.12 - Maturity Date (WAL):** 2026-01-26
- **C.13 - Final Legal Maturity Date:** 2026-01-26
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp.      | 2045-02-01      | 4.5000%  | 0.0000% | $1567252.00        | $1459787.13        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2045-02-01      | 4.5000%  | 0.0000% | $4210580.00        | $4122616.15        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2045-06-01      | 5.5000%  | 0.0000% | $1471425.00        | $1367689.49        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2044-12-01      | 4.0000%  | 0.0000% | $400000.00         | $58816.12          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2044-06-01      | 4.5000%  | 0.0000% | $1065.00           | $110.90            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2044-12-01      | 6.1730%  | 0.0000% | $1600000.00        | $80767.52          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-02-01      | 4.0000%  | 0.0000% | $11255000.00       | $1185386.41        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-03-01      | 6.4600%  | 0.0000% | $3250000.00        | $92083.79          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-04-01      | 6.5120%  | 0.0000% | $15000000.00       | $671185.11         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-05-01      | 6.5270%  | 0.0000% | $2000000.00        | $86006.89          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-08-01      | 6.3270%  | 0.0000% | $7350000.00        | $122180.33         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-01-01      | 6.4930%  | 0.0000% | $1808000.00        | $103176.65         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-08-01      | 3.2610%  | 0.0000% | $10000000.00       | $1395763.49        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-07-01      | 2.6880%  | 0.0000% | $15000000.00       | $2201858.03        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-07-01      | 6.3420%  | 0.0000% | $3000000.00        | $116797.80         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-12-01      | 4.0000%  | 0.0000% | $959000.00         | $179545.01         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-03-01      | 6.3330%  | 0.0000% | $15000000.00       | $467782.23         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-04-01      | 3.8200%  | 0.0000% | $15000000.00       | $1367024.22        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-01-01      | 6.4470%  | 0.0000% | $1000000.00        | $51783.35          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-02-01      | 6.3310%  | 0.0000% | $6400000.00        | $190037.73         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-07-01      | 2.6820%  | 0.0000% | $8730401.00        | $1951332.63        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-06-01      | 3.7700%  | 0.0000% | $1000000.00        | $750360.87         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-07-01      | 3.9800%  | 0.0000% | $1009500.00        | $854186.55         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-05-01      | 3.8500%  | 0.0000% | $1055000.00        | $829962.80         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-05-01      | 3.7400%  | 0.0000% | $500000.00         | $390987.10         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2044-10-01      | 5.0000%  | 0.0000% | $2051974.00        | $180534.10         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2044-06-01      | 4.0000%  | 0.0000% | $1000.00           | $98.42             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-02-01      | 4.5000%  | 0.0000% | $900000.00         | $202425.28         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-01-01      | 4.5000%  | 0.0000% | $472476.00         | $74859.72          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-07-01      | 3.5000%  | 0.0000% | $17650000.00       | $1411599.48        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-08-01      | 3.5000%  | 0.0000% | $8680000.00        | $911191.38         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-07-01      | 3.5000%  | 0.0000% | $175367314.00      | $39632506.08       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-08-01      | 3.5000%  | 0.0000% | $1225000.00        | $277094.86         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-01-01      | 4.0000%  | 0.0000% | $30200000.00       | $2314385.97        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-02-01      | 3.0000%  | 0.0000% | $1855697.00        | $389501.71         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-03-01      | 6.5620%  | 0.0000% | $4000000.00        | $357784.79         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-02-01      | 3.5000%  | 0.0000% | $5217499.00        | $982249.27         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-05-01      | 4.0000%  | 0.0000% | $1893235.00        | $570755.51         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-09-01      | 6.3500%  | 0.0000% | $15000000.00       | $246733.78         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-07-01      | 6.2250%  | 0.0000% | $20000000.00       | $584429.62         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-10-01      | 6.1420%  | 0.0000% | $1150000.00        | $53149.34          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-01-01      | 4.0000%  | 0.0000% | $3500000.00        | $522750.67         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-11-01      | 3.5000%  | 0.0000% | $3951276.00        | $366813.97         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-12-01      | 4.0000%  | 0.0000% | $14174024.00       | $1301478.84        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-03-01      | 6.5420%  | 0.0000% | $1000000.00        | $77616.47          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-03-01      | 4.0000%  | 0.0000% | $5500000.00        | $673396.15         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-11-01      | 3.0000%  | 0.0000% | $2000000.00        | $367812.46         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-10-01      | 4.0000%  | 0.0000% | $615000.00         | $61881.16          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-05-01      | 3.5000%  | 0.0000% | $2065000.00        | $217540.89         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-06-01      | 3.5000%  | 0.0000% | $21097745.00       | $4305741.47        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-02-01      | 3.5000%  | 0.0000% | $705000.00         | $108786.54         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-02-01      | 3.5000%  | 0.0000% | $4110944.00        | $647565.48         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-03-01      | 3.5000%  | 0.0000% | $2189874.00        | $649891.74         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2044-09-01      | 3.0100%  | 0.0000% | $213317.00         | $158452.51         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-06-01      | 6.4370%  | 0.0000% | $2379387.00        | $138259.88         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-05-01      | 3.5000%  | 0.0000% | $3200000.00        | $440289.40         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-05-01      | 6.2750%  | 0.0000% | $9814000.00        | $906534.37         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2046-08-01      | 3.5000%  | 0.0000% | $3872993.00        | $1565550.16        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2046-08-01      | 3.5000%  | 0.0000% | $4739315.00        | $1489812.71        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2046-03-01      | 3.5000%  | 0.0000% | $23243579.00       | $2326842.29        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2046-07-01      | 4.0000%  | 0.0000% | $8500000.00        | $2135975.60        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2044-07-01      | 5.0000%  | 0.0000% | $16003674.00       | $4487931.76        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2046-06-01      | 3.5000%  | 0.0000% | $15080785.00       | $7842778.43        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2046-12-01      | 3.5000%  | 0.0000% | $2010000.00        | $345271.05         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2047-02-01      | 3.5000%  | 0.0000% | $14910932.00       | $2175976.78        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2047-03-01      | 4.0000%  | 0.0000% | $8587760.00        | $1494909.91        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2047-06-01      | 4.5000%  | 0.0000% | $755612.00         | $180344.29         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2044-10-01      | 5.0000%  | 0.0000% | $2283114.00        | $1648913.53        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2045-02-01      | 5.0000%  | 0.0000% | $4220890.00        | $4084418.16        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-08-01      | 6.3620%  | 0.0000% | $800000.00         | $99914.23          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2044-12-01      | 6.4130%  | 0.0000% | $1031000.00        | $124161.82         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-03-01      | 3.0000%  | 0.0000% | $6500000.00        | $2020089.19        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-12-01      | 6.4020%  | 0.0000% | $1666000.00        | $93651.72          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-05-01      | 3.5000%  | 0.0000% | $4695000.00        | $795888.33         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-04-01      | 6.4720%  | 0.0000% | $429000.00         | $67612.82          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-05-01      | 6.3800%  | 0.0000% | $250000.00         | $60607.00          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-01-01      | 5.0000%  | 0.0000% | $3451854.00        | $3255827.87        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-02-01      | 5.5000%  | 0.0000% | $1002722.00        | $551762.72         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2044-10-01      | 3.0000%  | 0.0000% | $525000.00         | $147199.87         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-08-01      | 3.5000%  | 0.0000% | $1250000.00        | $319345.26         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2044-07-01      | 3.5000%  | 0.0000% | $1782089.00        | $434248.29         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-06-01      | 3.5000%  | 0.0000% | $500000.00         | $128401.26         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-04-01      | 4.0000%  | 0.0000% | $614591.00         | $160366.07         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-06-01      | 4.0000%  | 0.0000% | $424000.00         | $125510.15         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-10-01      | 3.5000%  | 0.0000% | $3000000.00        | $928435.01         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2044-11-01      | 5.0000%  | 0.0000% | $208000.00         | $105587.70         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-07-01      | 4.5000%  | 0.0000% | $4365845.00        | $2286950.51        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-05-01      | 4.5000%  | 0.0000% | $620000.00         | $408992.62         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-04-01      | 4.0000%  | 0.0000% | $15113543.00       | $10635825.00       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-12-01      | 3.5000%  | 0.0000% | $935092.00         | $720873.59         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-07-01      | 5.0000%  | 0.0000% | $41822119.00       | $36117615.05       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-06-25      | 3.5000%  | 0.0000% | $19194426.00       | $15350195.12       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-04-01      | 5.2900%  | 0.0000% | $330691.00         | $77875.37          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-05-01      | 5.2900%  | 0.0000% | $983971.00         | $89771.78          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-06-01      | 5.2900%  | 0.0000% | $1006550.00        | $168941.52         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2044-06-01      | 5.0000%  | 0.0000% | $1285839.00        | $130716.59         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2044-12-01      | 4.0000%  | 0.0000% | $2475000.00        | $309606.03         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-02-01      | 3.5000%  | 0.0000% | $625000.00         | $70542.82          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-10-01      | 2.5000%  | 0.0000% | $418012.00         | $81465.57          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-03-01      | 3.0000%  | 0.0000% | $854000.00         | $191100.32         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-02-01      | 3.5000%  | 0.0000% | $1935605.00        | $273115.26         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-04-01      | 3.5000%  | 0.0000% | $7925000.00        | $1086994.50        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2044-07-01      | 6.0000%  | 0.0000% | $1409001.00        | $958970.70         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2044-06-01      | 6.0000%  | 0.0000% | $5705.00           | $3807.26           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2044-07-01      | 6.5000%  | 0.0000% | $924553.00         | $499150.70         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2044-10-01      | 4.5000%  | 0.0000% | $298891.00         | $253481.27         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2044-10-01      | 5.0000%  | 0.0000% | $2211730.00        | $1777703.13        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2044-09-01      | 6.0000%  | 0.0000% | $2915052.00        | $2070817.19        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2044-11-01      | 5.0000%  | 0.0000% | $2746591.00        | $2298755.19        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2044-12-01      | 4.5000%  | 0.0000% | $360000.00         | $325978.73         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2044-12-01      | 6.0000%  | 0.0000% | $268345.00         | $212348.15         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-01-01      | 5.0000%  | 0.0000% | $541187.00         | $489123.82         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-02-01      | 6.0000%  | 0.0000% | $1002257.00        | $743280.75         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-03-01      | 4.5000%  | 0.0000% | $244392.00         | $236959.06         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-04-01      | 4.5000%  | 0.0000% | $332359.00         | $322327.47         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-07-01      | 5.5000%  | 0.0000% | $1500000.00        | $1435181.94        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-09-01      | 6.0000%  | 0.0000% | $334999.00         | $345218.82         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-11-01      | 4.5000%  | 0.0000% | $869977.00         | $868050.00         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2045-10-01      | 3.5000%  | 0.0000% | $7169484.00        | $6729684.98        | Agency Mortgage-Backed Securities |

### Security 186: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 4.060000%
- **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: ARP19UET8, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP19UET8_4.06_1205
- **C.18 - Value (incl. sponsor support):** $750000000.00
- **C.18.a - Value (excl. sponsor support):** $750000000.00
- **C.19 - Percentage of Net Assets:** 0.3800%
- **C.17 - Yield as of Reporting Date:** 4.0600%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2026-01-22
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp.      | 2026-05-01      | 4.5000%  | 0.0000% | $557000.00         | $62.21             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-01-01      | 4.0000%  | 0.0000% | $2000.00           | $1589.39           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2026-09-01      | 4.5000%  | 0.0000% | $2050000.00        | $4479.74           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2026-10-01      | 3.5000%  | 0.0000% | $17000.00          | $68.70             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2026-09-01      | 4.5000%  | 0.0000% | $366000.00         | $718.34            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2026-09-01      | 4.5000%  | 0.0000% | $400000.00         | $23.78             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2027-01-01      | 3.5000%  | 0.0000% | $111896.00         | $597.00            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2028-10-01      | 4.5000%  | 0.0000% | $750000.00         | $2571.03           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2028-01-01      | 3.5000%  | 0.0000% | $22000.00          | $183.08            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2029-01-01      | 4.0000%  | 0.0000% | $26000.00          | $66.41             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2033-05-01      | 3.0000%  | 0.0000% | $10000.00          | $1231.80           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2033-03-01      | 3.0000%  | 0.0000% | $8000.00           | $1319.36           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-02-01      | 4.5000%  | 0.0000% | $6000.00           | $3639.96           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2030-07-01      | 3.5000%  | 0.0000% | $50000.00          | $1582.55           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2030-08-01      | 4.0000%  | 0.0000% | $30000.00          | $2182.75           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2026-06-01      | 5.0000%  | 0.0000% | $4855170.00        | $996.55            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2026-02-01      | 3.5000%  | 0.0000% | $275000.00         | $239.91            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2026-08-01      | 3.5000%  | 0.0000% | $100237.00         | $281.01            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2027-02-01      | 3.5000%  | 0.0000% | $150000.00         | $1618.26           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2028-10-01      | 2.5000%  | 0.0000% | $15000.00          | $692.60            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2031-04-01      | 2.5000%  | 0.0000% | $18000.00          | $1735.08           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2030-12-01      | 3.0000%  | 0.0000% | $137670.00         | $12904.66          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2032-02-01      | 2.5000%  | 0.0000% | $20000.00          | $3233.59           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-03-01      | 6.0000%  | 0.0000% | $2000.00           | $1315.92           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2031-06-01      | 3.0000%  | 0.0000% | $18000.00          | $1701.36           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2032-09-01      | 3.5000%  | 0.0000% | $680994.00         | $84198.97          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2032-08-01      | 3.5000%  | 0.0000% | $34000.00          | $4545.00           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2033-01-01      | 3.5000%  | 0.0000% | $14000.00          | $1859.58           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2033-03-01      | 3.5000%  | 0.0000% | $17000.00          | $1700.62           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2033-05-01      | 3.5000%  | 0.0000% | $39000.00          | $3887.50           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2029-09-01      | 5.0000%  | 0.0000% | $868425.00         | $3106.08           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2028-12-01      | 6.0000%  | 0.0000% | $192500.00         | $3641.31           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-08-01      | 4.5000%  | 0.0000% | $7000.00           | $526.19            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2037-06-01      | 6.0000%  | 0.0000% | $300000.00         | $944.00            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-02-01      | 3.5000%  | 0.0000% | $10000.00          | $7748.70           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-03-01      | 3.5000%  | 0.0000% | $38695.00          | $2827.26           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-03-01      | 4.0000%  | 0.0000% | $30000.00          | $2026.71           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2029-02-01      | 4.0000%  | 0.0000% | $12000.00          | $932.99            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2029-07-01      | 3.5000%  | 0.0000% | $56180.00          | $2906.44           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2033-12-01      | 4.0000%  | 0.0000% | $14000.00          | $1544.73           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-04-01      | 4.0000%  | 0.0000% | $17000.00          | $1256.62           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-05-01      | 4.5000%  | 0.0000% | $10000.00          | $955.47            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2033-02-01      | 3.5000%  | 0.0000% | $14000.00          | $2372.06           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2037-10-15      | 5.5000%  | 0.0000% | $13753362.00       | $10740703.53       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2035-06-01      | 3.5000%  | 0.0000% | $4000.00           | $2402.81           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-04-01      | 4.5000%  | 0.0000% | $27000.00          | $22335.31          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2034-05-01      | 3.5000%  | 0.0000% | $47000.00          | $6084.12           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2034-02-01      | 3.0000%  | 0.0000% | $8000.00           | $1243.98           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2034-04-01      | 3.5000%  | 0.0000% | $17000.00          | $3622.75           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2037-09-01      | 4.5000%  | 0.0000% | $1280.00           | $700.90            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2038-09-01      | 5.0000%  | 0.0000% | $2000.00           | $1396.98           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2039-05-01      | 6.0000%  | 0.0000% | $5000.00           | $3534.89           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2035-01-01      | 3.5000%  | 0.0000% | $10000.00          | $1749.38           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2035-06-01      | 2.0000%  | 0.0000% | $1138.00           | $373.50            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2035-12-01      | 2.5000%  | 0.0000% | $8999.00           | $2935.78           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2038-10-01      | 5.0000%  | 0.0000% | $6000.00           | $3683.27           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-03-01      | 4.0000%  | 0.0000% | $11000.00          | $9124.95           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2038-07-01      | 5.0000%  | 0.0000% | $3000.00           | $1827.89           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2038-12-01      | 5.5000%  | 0.0000% | $8000.00           | $4300.45           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2039-04-01      | 5.0000%  | 0.0000% | $2000.00           | $1307.51           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2040-01-01      | 5.5000%  | 0.0000% | $1000.00           | $774.13            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2039-09-01      | 5.0000%  | 0.0000% | $1000.00           | $723.21            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2039-11-01      | 5.5000%  | 0.0000% | $2000.00           | $1512.54           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2040-03-01      | 6.0000%  | 0.0000% | $2000.00           | $1463.48           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2040-04-01      | 6.0000%  | 0.0000% | $3000.00           | $2453.99           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2051-12-01      | 2.0000%  | 0.0000% | $1000.00           | $620.56            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-04-01      | 3.5000%  | 0.0000% | $2000.00           | $1370.55           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-05-01      | 4.5000%  | 0.0000% | $1000.00           | $830.03            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-02-01      | 3.0000%  | 0.0000% | $2000.00           | $1454.86           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-07-01      | 2.5000%  | 0.0000% | $14914906.00       | $11679762.89       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-04-01      | 6.5000%  | 0.0000% | $1500000.00        | $1032942.23        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-06-01      | 3.5000%  | 0.0000% | $3000.00           | $2377.28           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2051-01-01      | 4.5000%  | 0.0000% | $17222274.00       | $14382609.93       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-07-01      | 3.5000%  | 0.0000% | $1000.00           | $871.44            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-03-01      | 2.0000%  | 0.0000% | $4384.00           | $3317.95           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-07-01      | 4.5000%  | 0.0000% | $14000.00          | $1495.15           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-10-01      | 4.5000%  | 0.0000% | $35000.00          | $4596.34           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-11-01      | 3.0000%  | 0.0000% | $18000.00          | $2910.34           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-12-01      | 5.0000%  | 0.0000% | $25836.00          | $3018.27           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2031-12-01      | 7.0000%  | 0.0000% | $107557.00         | $412.34            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-03-01      | 6.3180%  | 0.0000% | $95000.00          | $616.46            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-06-01      | 6.1810%  | 0.0000% | $3484255.00        | $17752.18          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-04-01      | 7.2080%  | 0.0000% | $1395653.00        | $12831.31          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2044-03-01      | 5.3090%  | 0.0000% | $1000000.00        | $8057.53           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-03-01      | 6.1980%  | 0.0000% | $1397000.00        | $8149.79           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-05-01      | 6.2600%  | 0.0000% | $40187.00          | $555.37            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-07-01      | 5.0000%  | 0.0000% | $1499116.00        | $21179.34          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-07-01      | 6.3100%  | 0.0000% | $500000.00         | $3645.08           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-11-01      | 5.8740%  | 0.0000% | $500000.00         | $1952.24           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-05-01      | 4.5000%  | 0.0000% | $2520000.00        | $21997.32          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-08-01      | 5.9780%  | 0.0000% | $3007674.00        | $7845.75           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-07-01      | 5.5000%  | 0.0000% | $6000.00           | $89.36             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-07-01      | 6.1190%  | 0.0000% | $1000000.00        | $7285.23           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-06-01      | 5.5000%  | 0.0000% | $35902.00          | $147.83            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-09-01      | 5.5000%  | 0.0000% | $2685159.00        | $12205.07          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2029-07-01      | 6.5000%  | 0.0000% | $4159963.00        | $14272.86          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-10-01      | 6.5000%  | 0.0000% | $2300000.00        | $18278.86          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-08-01      | 4.0000%  | 0.0000% | $500000.00         | $12467.67          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-09-01      | 6.1650%  | 0.0000% | $2000000.00        | $14669.84          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-09-01      | 6.3960%  | 0.0000% | $2300000.00        | $12226.45          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-09-01      | 6.3930%  | 0.0000% | $25000.00          | $620.97            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-10-01      | 5.0000%  | 0.0000% | $202657.00         | $383.28            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-09-01      | 5.9380%  | 0.0000% | $250000.00         | $2962.94           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-07-01      | 6.2580%  | 0.0000% | $800000.00         | $17191.02          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-08-01      | 6.6520%  | 0.0000% | $3879743.00        | $726.31            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2044-07-01      | 5.3080%  | 0.0000% | $6399000.00        | $31022.24          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-09-01      | 6.3000%  | 0.0000% | $850000.00         | $2631.14           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-12-01      | 6.0070%  | 0.0000% | $500000.00         | $2810.15           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-08-01      | 4.5000%  | 0.0000% | $160000.00         | $13755.22          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-10-01      | 6.3150%  | 0.0000% | $400000.00         | $1223.93           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-08-01      | 5.5000%  | 0.0000% | $875000.00         | $8104.12           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-10-01      | 6.0850%  | 0.0000% | $200000.00         | $2288.51           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2031-10-01      | 8.0000%  | 0.0000% | $2016384.00        | $5762.98           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2044-10-01      | 5.3090%  | 0.0000% | $100000.00         | $1000.11           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-12-01      | 6.4260%  | 0.0000% | $1975000.00        | $32943.77          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-01-01      | 6.5990%  | 0.0000% | $1300000.00        | $22060.07          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-01-01      | 6.6700%  | 0.0000% | $500000.00         | $916.44            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-01-01      | 6.0860%  | 0.0000% | $1240000.00        | $12599.68          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-09-01      | 5.5000%  | 0.0000% | $243344.00         | $18220.60          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-10-01      | 6.2490%  | 0.0000% | $1049287.00        | $24056.01          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-01-01      | 6.1940%  | 0.0000% | $155000.00         | $1242.61           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-01-01      | 6.0940%  | 0.0000% | $162000.00         | $1044.54           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-01-01      | 6.1940%  | 0.0000% | $1595000.00        | $16246.02          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-01-01      | 5.5000%  | 0.0000% | $20000.00          | $204.42            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-03-01      | 4.5000%  | 0.0000% | $1000000.00        | $9161.13           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-04-01      | 5.0000%  | 0.0000% | $18000.00          | $120.57            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-05-01      | 6.3150%  | 0.0000% | $1200000.00        | $2128.68           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-05-01      | 6.1380%  | 0.0000% | $920000.00         | $6354.88           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-04-01      | 6.4580%  | 0.0000% | $300000.00         | $915.17            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-01-01      | 4.5000%  | 0.0000% | $2000.00           | $68.38             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-02-01      | 6.4200%  | 0.0000% | $250000.00         | $1685.09           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2028-01-01      | 3.5000%  | 0.0000% | $34000.00          | $1312.72           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-03-01      | 4.0000%  | 0.0000% | $12000.00          | $1413.26           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-01-01      | 4.0000%  | 0.0000% | $80000.00          | $9764.19           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-02-01      | 3.5000%  | 0.0000% | $96000.00          | $13294.49          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-04-01      | 4.0000%  | 0.0000% | $12000.00          | $1639.74           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-03-01      | 4.0000%  | 0.0000% | $10598.00          | $1410.14           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2028-05-01      | 3.0000%  | 0.0000% | $379051.00         | $20751.39          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2028-05-01      | 3.5000%  | 0.0000% | $62000.00          | $3150.06           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-05-01      | 4.0000%  | 0.0000% | $1000.00           | $89.01             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-05-01      | 4.0000%  | 0.0000% | $2000.00           | $163.46            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-05-01      | 3.0000%  | 0.0000% | $65000.00          | $10625.30          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-06-01      | 4.0000%  | 0.0000% | $4000.00           | $338.24            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2028-06-01      | 3.5000%  | 0.0000% | $62000.00          | $3277.65           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-07-01      | 4.5000%  | 0.0000% | $48000.00          | $3802.27           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-07-01      | 4.0000%  | 0.0000% | $93000.00          | $6444.79           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-09-01      | 3.5000%  | 0.0000% | $206000.00         | $15640.85          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-09-01      | 4.0000%  | 0.0000% | $33000.00          | $2147.89           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-09-01      | 3.5000%  | 0.0000% | $56000.00          | $5344.08           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-08-01      | 3.5000%  | 0.0000% | $200000.00         | $14617.88          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-08-01      | 4.0000%  | 0.0000% | $163000.00         | $12017.63          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-08-01      | 4.5000%  | 0.0000% | $100000.00         | $8116.57           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-07-01      | 2.5000%  | 0.0000% | $59000.00          | $34641.43          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-07-01      | 3.0000%  | 0.0000% | $13000.00          | $6652.82           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-09-01      | 2.5000%  | 0.0000% | $45000.00          | $27414.30          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-10-01      | 2.5000%  | 0.0000% | $8000.00           | $4956.62           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-10-01      | 3.0000%  | 0.0000% | $10999.00          | $6397.80           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-10-01      | 3.5000%  | 0.0000% | $25000.00          | $12670.96          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-12-01      | 2.0000%  | 0.0000% | $92205.00          | $59808.52          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-12-01      | 3.0000%  | 0.0000% | $23000.00          | $13973.62          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-03-01      | 3.5000%  | 0.0000% | $272000.00         | $20560.59          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-03-01      | 4.0000%  | 0.0000% | $43000.00          | $4153.39           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-03-01      | 3.5000%  | 0.0000% | $1000.00           | $74.95             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2029-05-01      | 3.5000%  | 0.0000% | $39000.00          | $2354.29           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-05-01      | 3.0000%  | 0.0000% | $197284.00         | $16821.77          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-05-01      | 3.5000%  | 0.0000% | $114000.00         | $10705.47          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-05-01      | 3.5000%  | 0.0000% | $16000.00          | $1190.18           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2029-04-01      | 3.5000%  | 0.0000% | $30000.00          | $2100.13           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-07-01      | 4.5000%  | 0.0000% | $33000.00          | $3509.14           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2029-06-01      | 3.5000%  | 0.0000% | $30000.00          | $2363.07           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-06-01      | 3.0000%  | 0.0000% | $16000.00          | $1581.39           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-06-01      | 3.5000%  | 0.0000% | $165000.00         | $14278.79          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-06-01      | 4.0000%  | 0.0000% | $64000.00          | $6014.55           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-08-01      | 3.0000%  | 0.0000% | $128000.00         | $12318.41          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-08-01      | 3.5000%  | 0.0000% | $15000.00          | $1912.05           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-08-01      | 3.5000%  | 0.0000% | $168000.00         | $16999.19          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-08-01      | 4.0000%  | 0.0000% | $51000.00          | $5453.77           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-08-01      | 4.5000%  | 0.0000% | $316809.00         | $30576.85          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-09-01      | 3.5000%  | 0.0000% | $1000.00           | $114.03            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-10-01      | 2.5000%  | 0.0000% | $223343.00         | $32177.03          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-07-01      | 2.5000%  | 0.0000% | $27512.00          | $17789.67          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-07-01      | 2.5000%  | 0.0000% | $27162.00          | $8107.67           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-02-01      | 2.0000%  | 0.0000% | $4000.00           | $2436.02           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-11-01      | 2.0000%  | 0.0000% | $23000.00          | $15847.11          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-08-01      | 6.5000%  | 0.0000% | $1189.00           | $937.96            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-10-01      | 3.5000%  | 0.0000% | $1000000.00        | $35782.87          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-08-01      | 6.0000%  | 0.0000% | $2000.00           | $1679.74           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-12-01      | 2.0000%  | 0.0000% | $29124.00          | $17350.57          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-01-01      | 2.0000%  | 0.0000% | $1000.00           | $677.58            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-05-01      | 4.0000%  | 0.0000% | $65000.00          | $46598.13          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-06-01      | 3.0000%  | 0.0000% | $12000.00          | $8030.43           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-06-01      | 1.5000%  | 0.0000% | $28445.00          | $16063.81          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-02-01      | 2.0000%  | 0.0000% | $30000.00          | $19692.90          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-03-01      | 3.0000%  | 0.0000% | $29738.00          | $21217.65          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-04-01      | 3.0000%  | 0.0000% | $51000.00          | $36280.94          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-04-01      | 3.0000%  | 0.0000% | $26193.00          | $18975.27          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-10-01      | 4.5000%  | 0.0000% | $6000.00           | $219.31            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-11-01      | 6.0000%  | 0.0000% | $1350019.00        | $1421008.40        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-08-01      | 3.5000%  | 0.0000% | $3001.00           | $2612.80           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-05-01      | 3.0000%  | 0.0000% | $16000.00          | $11437.92          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-06-01      | 3.0000%  | 0.0000% | $1094.00           | $858.88            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-06-01      | 3.0000%  | 0.0000% | $34260.00          | $25117.97          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-04-01      | 3.0000%  | 0.0000% | $8999.00           | $6795.07           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-01-01      | 3.0000%  | 0.0000% | $26512.00          | $22250.62          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-01      | 4.0000%  | 0.0000% | $16000.00          | $12338.64          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-09-01      | 3.0000%  | 0.0000% | $14000.00          | $11844.84          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-08-01      | 3.0000%  | 0.0000% | $20000.00          | $16648.88          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-11-01      | 4.5000%  | 0.0000% | $45000.00          | $1552.72           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-04-01      | 4.5000%  | 0.0000% | $2000.00           | $1668.16           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-05-01      | 5.0000%  | 0.0000% | $45076.00          | $35412.16          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-09-01      | 3.0000%  | 0.0000% | $29752.00          | $22551.38          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-12-01      | 3.0000%  | 0.0000% | $6000.00           | $5096.03           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-07-01      | 5.5000%  | 0.0000% | $30989.00          | $21051.82          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-09-01      | 6.0000%  | 0.0000% | $3000.00           | $3060.41           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-09-01      | 5.0000%  | 0.0000% | $2000.00           | $1979.97           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-07-01      | 5.0000%  | 0.0000% | $1000.00           | $948.87            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2030-11-01      | 3.7800%  | 0.0000% | $11434585.00       | $11383666.79       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2050-07-01      | 2.0000%  | 0.0000% | $3129999.00        | $1314832.15        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2051-08-01      | 2.0000%  | 0.0000% | $4000.00           | $2490.18           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2051-04-01      | 2.5000%  | 0.0000% | $4000.00           | $2238.58           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-05-01      | 3.0000%  | 0.0000% | $21000.00          | $15128.04          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-05-01      | 3.5000%  | 0.0000% | $4968.00           | $3609.52           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-10-01      | 3.0000%  | 0.0000% | $9000.00           | $6783.21           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-09-01      | 3.0000%  | 0.0000% | $7000.00           | $5180.69           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-11-01      | 4.5000%  | 0.0000% | $275000.00         | $221526.24         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-11-01      | 3.5000%  | 0.0000% | $14522360.00       | $11504527.60       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-05-01      | 5.0000%  | 0.0000% | $363217.00         | $302917.56         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-02-01      | 3.0000%  | 0.0000% | $2000.00           | $1573.37           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-12-01      | 5.0000%  | 0.0000% | $10000.00          | $9002.80           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-12-01      | 6.0000%  | 0.0000% | $19492247.00       | $13621202.03       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-02-01      | 4.5000%  | 0.0000% | $2000.00           | $1887.45           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-10-01      | 3.0000%  | 0.0000% | $6000.00           | $4838.44           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2036-10-01      | 6.5000%  | 0.0000% | $195000.00         | $3508.35           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2036-08-01      | 6.0000%  | 0.0000% | $4000.00           | $30.34             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2041-05-01      | 5.0000%  | 0.0000% | $62000.00          | $3154.40           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2041-04-01      | 4.0000%  | 0.0000% | $23286.00          | $1476.80           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2041-05-01      | 4.5000%  | 0.0000% | $55003.00          | $1644.26           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-05-01      | 5.5000%  | 0.0000% | $1000.00           | $779.25            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2041-08-01      | 4.5000%  | 0.0000% | $8000.00           | $238.12            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2041-07-01      | 4.5000%  | 0.0000% | $1000.00           | $46.02             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2041-09-01      | 4.5000%  | 0.0000% | $90000.00          | $1919.05           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2041-11-01      | 4.0000%  | 0.0000% | $25000.00          | $1029.95           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2042-05-01      | 3.0000%  | 0.0000% | $54516.00          | $4722.90           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2036-11-01      | 4.0000%  | 0.0000% | $2145.00           | $355.92            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2043-07-01      | 3.5000%  | 0.0000% | $17000.00          | $4321.22           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2043-07-01      | 3.5000%  | 0.0000% | $30000.00          | $3618.08           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2043-08-01      | 3.0000%  | 0.0000% | $25321.00          | $4014.72           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2030-01-01      | 5.0000%  | 0.0000% | $7457.00           | $650.06            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-08-01      | 5.0000%  | 0.0000% | $14111706.00       | $13295384.99       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-07-01      | 3.5000%  | 0.0000% | $2417.00           | $2103.12           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-07-01      | 6.0000%  | 0.0000% | $11366509.00       | $8929987.58        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-09-01      | 6.0000%  | 0.0000% | $14698139.00       | $14298297.63       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-07-01      | 3.5000%  | 0.0000% | $44362764.00       | $39683248.47       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-07-01      | 5.5000%  | 0.0000% | $25740886.00       | $25958718.29       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-06-01      | 6.0000%  | 0.0000% | $30785861.00       | $30611316.73       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-07-01      | 6.0000%  | 0.0000% | $50647492.00       | $52029241.10       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-08-01      | 6.5000%  | 0.0000% | $14115056.00       | $13994221.81       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-09-01      | 6.0000%  | 0.0000% | $2431.00           | $2515.87           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-10-01      | 5.5000%  | 0.0000% | $7200.00           | $7334.17           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-02-01      | 2.5000%  | 0.0000% | $13499496.00       | $10743994.41       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-07-01      | 4.5000%  | 0.0000% | $10665877.00       | $10529795.87       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-11-04      | 4.5000%  | 0.0000% | $2000.00           | $524.82            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-06-01      | 3.5000%  | 0.0000% | $27000.00          | $2182.98           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2027-01-01      | 4.5000%  | 0.0000% | $1978063.00        | $1521.15           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-06-01      | 4.5000%  | 0.0000% | $23000.00          | $3862.67           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-06-01      | 4.0000%  | 0.0000% | $25000.00          | $2681.32           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-04-01      | 3.5000%  | 0.0000% | $60000.00          | $2566.27           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-05-01      | 3.5000%  | 0.0000% | $56000.00          | $13579.90          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-05-01      | 4.0000%  | 0.0000% | $79250.00          | $13941.65          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-04-01      | 4.0000%  | 0.0000% | $29000.00          | $2195.50           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-09-01      | 6.3290%  | 0.0000% | $638196.00         | $12766.26          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-09-01      | 6.3150%  | 0.0000% | $2000000.00        | $11260.27          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-03-01      | 7.1640%  | 0.0000% | $140000.00         | $2277.11           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-10-01      | 6.0070%  | 0.0000% | $3795000.00        | $27889.29          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-09-01      | 6.5700%  | 0.0000% | $1000000.00        | $5216.58           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-10-01      | 6.4500%  | 0.0000% | $1000000.00        | $10756.69          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-06-01      | 5.9780%  | 0.0000% | $800000.00         | $8341.17           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-12-01      | 6.1550%  | 0.0000% | $230000.00         | $5749.03           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-09-01      | 7.0000%  | 0.0000% | $700000.00         | $7194.26           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-07-01      | 6.0000%  | 0.0000% | $1032.00           | $976.35            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-06-01      | 6.1960%  | 0.0000% | $930000.00         | $10210.97          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-03-01      | 5.5000%  | 0.0000% | $185000.00         | $366.68            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-08-01      | 5.8000%  | 0.0000% | $104614.00         | $22224.57          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-08-01      | 5.3500%  | 0.0000% | $1000.00           | $572.27            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-12-01      | 6.2600%  | 0.0000% | $1000000.00        | $3031.06           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-12-01      | 6.4020%  | 0.0000% | $379303.00         | $2567.19           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-12-01      | 5.5000%  | 0.0000% | $225506.00         | $1304.51           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-01-01      | 6.7500%  | 0.0000% | $133000.00         | $370.99            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-01-01      | 6.6820%  | 0.0000% | $523000.00         | $1885.73           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-12-01      | 5.6250%  | 0.0000% | $735748.00         | $10245.83          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-07-01      | 5.0000%  | 0.0000% | $1000.00           | $984.44            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-12-01      | 6.2800%  | 0.0000% | $30000.00          | $577.74            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-01-01      | 6.5060%  | 0.0000% | $650000.00         | $7172.07           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-07-01      | 3.5000%  | 0.0000% | $112992.00         | $13242.84          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-08-01      | 3.0000%  | 0.0000% | $105000.00         | $24789.72          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-10-01      | 6.0000%  | 0.0000% | $1462.00           | $1424.66           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-09-01      | 3.5000%  | 0.0000% | $100000.00         | $21603.17          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-02-01      | 3.5000%  | 0.0000% | $1000.00           | $275.67            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-03-01      | 3.0000%  | 0.0000% | $17000.00          | $3919.52           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-12-01      | 3.5000%  | 0.0000% | $13000.00          | $3801.69           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-02-01      | 3.0000%  | 0.0000% | $2000.00           | $979.03            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-06-01      | 2.5000%  | 0.0000% | $30584.00          | $18837.14          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-03-01      | 3.0000%  | 0.0000% | $20000.00          | $4539.44           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-03-01      | 3.5000%  | 0.0000% | $4000.00           | $1189.85           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-03-01      | 3.5000%  | 0.0000% | $4000.00           | $880.14            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-04-01      | 4.0000%  | 0.0000% | $104000.00         | $24599.24          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-10-01      | 6.0000%  | 0.0000% | $1000.00           | $1047.02           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-07-01      | 3.0000%  | 0.0000% | $55000.00          | $14768.69          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-07-01      | 2.5000%  | 0.0000% | $19000.00          | $11283.72          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-08-01      | 3.0000%  | 0.0000% | $33741.00          | $12696.54          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-10-01      | 2.0000%  | 0.0000% | $7000.00           | $3765.06           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-11-01      | 2.0000%  | 0.0000% | $3000.00           | $1670.20           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-11-01      | 2.0000%  | 0.0000% | $11000.00          | $5960.88           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-12-01      | 3.0000%  | 0.0000% | $1000.00           | $470.94            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-12-01      | 3.0000%  | 0.0000% | $42028.00          | $19898.02          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2029-07-01      | 6.5000%  | 0.0000% | $25244.00          | $9.49              | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2029-07-01      | 6.5000%  | 0.0000% | $500000.00         | $377.63            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2029-07-01      | 7.0000%  | 0.0000% | $625000.00         | $506.47            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-01-01      | 2.5000%  | 0.0000% | $14000.00          | $7645.77           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2029-09-01      | 8.5000%  | 0.0000% | $100000.00         | $78.22             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2029-10-01      | 7.5000%  | 0.0000% | $25000.00          | $31.51             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2029-10-01      | 7.5000%  | 0.0000% | $6000.00           | $2.54              | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2040-08-01      | 5.0000%  | 0.0000% | $40000.00          | $591.11            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2040-12-01      | 4.0000%  | 0.0000% | $40000.00          | $2573.59           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2041-01-01      | 4.5000%  | 0.0000% | $39000.00          | $2305.17           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2041-02-01      | 4.5000%  | 0.0000% | $9000.00           | $145.96            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2029-12-01      | 7.0000%  | 0.0000% | $10000.00          | $3.64              | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2030-02-01      | 8.5000%  | 0.0000% | $206604.00         | $52.44             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2030-01-01      | 7.5000%  | 0.0000% | $88895.00          | $65.06             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-06-01      | 3.5000%  | 0.0000% | $12000.00          | $8890.41           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2030-02-01      | 7.0000%  | 0.0000% | $92495.00          | $132.64            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2026-04-01      | 4.0000%  | 0.0000% | $672000.00         | $539.93            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2028-09-01      | 6.3690%  | 0.0000% | $6700000.00        | $3461.52           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2031-11-01      | 6.2360%  | 0.0000% | $396246.00         | $196.57            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2033-10-01      | 6.5000%  | 0.0000% | $13800.00          | $328.83            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2033-10-01      | 5.0000%  | 0.0000% | $260332.00         | $1926.13           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2034-05-01      | 5.5000%  | 0.0000% | $101000.00         | $1304.05           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2034-07-01      | 5.5000%  | 0.0000% | $81000.00          | $780.24            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2034-05-01      | 6.0000%  | 0.0000% | $31900.00          | $739.42            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2034-09-01      | 5.5000%  | 0.0000% | $26000.00          | $910.36            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-06-01      | 2.0000%  | 0.0000% | $25000.00          | $16226.47          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2034-08-01      | 5.0000%  | 0.0000% | $5000.00           | $410.88            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2034-08-01      | 7.0000%  | 0.0000% | $110348.00         | $3171.02           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2035-07-01      | 5.0000%  | 0.0000% | $108520.00         | $4343.20           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2030-10-01      | 7.5000%  | 0.0000% | $25000.00          | $25.63             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2030-09-01      | 6.5000%  | 0.0000% | $322099.00         | $441.12            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2031-06-01      | 6.5000%  | 0.0000% | $100590.00         | $927.68            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2031-07-01      | 6.5000%  | 0.0000% | $75000.00          | $66.32             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2027-01-01      | 7.0000%  | 0.0000% | $882539.00         | $296.26            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2031-10-01      | 6.5000%  | 0.0000% | $25000.00          | $25.52             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2040-05-01      | 6.7640%  | 0.0000% | $3200000.00        | $36484.61          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-05-01      | 2.5000%  | 0.0000% | $11994808.00       | $8418782.94        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2037-12-01      | 6.5530%  | 0.0000% | $303817.00         | $3391.23           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2037-03-01      | 6.3000%  | 0.0000% | $10039.00          | $514.11            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2043-11-01      | 6.2790%  | 0.0000% | $263000.00         | $10317.53          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2034-12-01      | 6.3450%  | 0.0000% | $3000000.00        | $4633.31           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2027-03-01      | 3.5000%  | 0.0000% | $7000.00           | $100.86            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2033-11-01      | 6.5000%  | 0.0000% | $49645.00          | $371.94            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2033-11-01      | 7.0000%  | 0.0000% | $20000.00          | $105.69            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2031-04-01      | 7.0000%  | 0.0000% | $850000.00         | $1801.72           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2034-03-01      | 5.5000%  | 0.0000% | $425000.00         | $3664.62           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2034-10-01      | 6.0000%  | 0.0000% | $25000.00          | $144.67            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-06-01      | 3.0000%  | 0.0000% | $13000.00          | $8043.67           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2034-07-01      | 6.5000%  | 0.0000% | $53988.00          | $424.77            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2034-12-01      | 7.0000%  | 0.0000% | $25000.00          | $749.16            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2035-06-01      | 5.5000%  | 0.0000% | $172000.00         | $263.98            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2033-01-01      | 7.0000%  | 0.0000% | $700000.00         | $2180.51           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2032-07-01      | 7.0000%  | 0.0000% | $40000.00          | $1390.77           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2037-05-01      | 5.5000%  | 0.0000% | $270000.00         | $1516.54           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2037-09-01      | 7.0000%  | 0.0000% | $44262.00          | $140.26            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2038-01-01      | 7.0000%  | 0.0000% | $531101.00         | $2162.78           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2038-08-01      | 6.5000%  | 0.0000% | $100000.00         | $269.00            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2038-05-01      | 5.5000%  | 0.0000% | $25318.00          | $384.81            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-06-01      | 5.0000%  | 0.0000% | $27000.00          | $18536.77          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2038-10-01      | 6.5000%  | 0.0000% | $25000.00          | $268.23            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2040-01-01      | 5.5000%  | 0.0000% | $293532.00         | $3499.81           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2029-05-01      | 6.5000%  | 0.0000% | $590059.00         | $296.48            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2029-05-01      | 6.5000%  | 0.0000% | $1010522.00        | $42.84             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2028-11-01      | 7.0000%  | 0.0000% | $10000.00          | $141.20            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2030-09-01      | 7.5000%  | 0.0000% | $106000.00         | $5.91              | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2029-06-01      | 6.5000%  | 0.0000% | $245065.00         | $114.24            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-12-01      | 3.5000%  | 0.0000% | $45000.00          | $6515.65           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-12-01      | 4.0000%  | 0.0000% | $23000.00          | $1393.47           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2032-07-01      | 2.0000%  | 0.0000% | $11000.00          | $2331.87           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2032-08-01      | 3.5000%  | 0.0000% | $72843.00          | $7314.96           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-09-01      | 4.0000%  | 0.0000% | $58051.00          | $4644.53           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-01-01      | 3.5000%  | 0.0000% | $9000.00           | $1312.54           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-03-01      | 3.0000%  | 0.0000% | $218995.00         | $38442.02          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-11-01      | 5.0000%  | 0.0000% | $109997.00         | $12634.30          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-07-01      | 4.5000%  | 0.0000% | $1000.00           | $87.45             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-08-01      | 5.0000%  | 0.0000% | $100000.00         | $8053.02           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-11-01      | 3.5000%  | 0.0000% | $61000.00          | $7410.99           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-12-01      | 4.5000%  | 0.0000% | $100000.00         | $12713.74          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-12-01      | 4.0000%  | 0.0000% | $793462.00         | $40529.31          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-01-01      | 4.5000%  | 0.0000% | $200000.00         | $41641.09          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-12-01      | 6.3120%  | 0.0000% | $500000.00         | $25792.44          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-01-01      | 4.5000%  | 0.0000% | $1000.00           | $259.95            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-01-01      | 4.5000%  | 0.0000% | $72000.00          | $10356.13          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-02-01      | 4.5000%  | 0.0000% | $100000.00         | $14350.48          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-02-01      | 4.5000%  | 0.0000% | $93000.00          | $9926.00           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-06-01      | 3.5000%  | 0.0000% | $50000.00          | $13676.47          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-07-01      | 3.5000%  | 0.0000% | $100000.00         | $20636.35          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-06-01      | 6.0000%  | 0.0000% | $4000.00           | $3674.86           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2027-05-01      | 4.0000%  | 0.0000% | $130000.00         | $463.83            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2028-07-01      | 3.5000%  | 0.0000% | $156000.00         | $2609.24           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2028-06-01      | 3.5000%  | 0.0000% | $14929.00          | $187.51            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2027-10-01      | 3.5000%  | 0.0000% | $55000.00          | $17.64             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-10-01      | 6.3790%  | 0.0000% | $600000.00         | $5975.97           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2027-01-01      | 4.5000%  | 0.0000% | $5805.00           | $1.57              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2028-10-01      | 3.5000%  | 0.0000% | $85000.00          | $3408.70           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2027-06-01      | 3.5000%  | 0.0000% | $255897.00         | $145.33            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2027-08-01      | 3.5000%  | 0.0000% | $33400.00          | $149.71            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2044-05-01      | 4.5000%  | 0.0000% | $45000.00          | $1772.82           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-06-01      | 3.5000%  | 0.0000% | $20001.00          | $18168.28          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-11-01      | 6.1880%  | 0.0000% | $1800000.00        | $20378.74          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-10-01      | 6.2480%  | 0.0000% | $713000.00         | $29088.00          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2027-01-01      | 4.5000%  | 0.0000% | $1683140.00        | $140.93            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2029-02-01      | 4.0000%  | 0.0000% | $170000.00         | $628.54            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-04-01      | 4.0000%  | 0.0000% | $25000.00          | $3177.18           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-09-01      | 4.5000%  | 0.0000% | $28000.00          | $1975.38           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2044-04-01      | 4.5000%  | 0.0000% | $290998.00         | $19938.44          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2029-05-01      | 3.5000%  | 0.0000% | $111000.00         | $4966.59           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2028-06-01      | 3.5000%  | 0.0000% | $1000.00           | $8.88              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-02-01      | 5.5000%  | 0.0000% | $4000.00           | $390.14            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-05-01      | 6.5000%  | 0.0000% | $2000.00           | $1909.53           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-05-01      | 6.5130%  | 0.0000% | $300000.00         | $20104.62          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2044-09-01      | 5.0000%  | 0.0000% | $60000.00          | $5344.83           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2027-05-01      | 4.0000%  | 0.0000% | $24000.00          | $46.47             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2029-03-01      | 4.5000%  | 0.0000% | $120000.00         | $135.50            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2029-12-01      | 4.0000%  | 0.0000% | $64000.00          | $983.37            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2030-01-01      | 3.0000%  | 0.0000% | $1000.00           | $78.72             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2032-01-01      | 4.5000%  | 0.0000% | $130000.00         | $7358.48           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-07-01      | 6.3460%  | 0.0000% | $775000.00         | $48758.95          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2044-11-01      | 4.5000%  | 0.0000% | $57257.00          | $2949.54           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2030-09-01      | 5.0000%  | 0.0000% | $1550963.00        | $16889.39          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-07-01      | 5.5000%  | 0.0000% | $11000.00          | $9983.08           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2031-02-01      | 5.0000%  | 0.0000% | $295000.00         | $12324.60          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-01-01      | 4.0000%  | 0.0000% | $150000.00         | $17952.47          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2030-04-01      | 3.5000%  | 0.0000% | $49000.00          | $3332.47           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2030-03-01      | 3.5000%  | 0.0000% | $88984.00          | $6976.53           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-02-01      | 4.0000%  | 0.0000% | $3000.00           | $217.22            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2044-08-01      | 4.0000%  | 0.0000% | $1000.00           | $120.98            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-06-01      | 4.0000%  | 0.0000% | $127000.00         | $15232.60          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2044-07-01      | 5.0000%  | 0.0000% | $40000.00          | $5703.80           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2030-05-01      | 3.0000%  | 0.0000% | $547374.00         | $44131.68          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-10-01      | 2.5000%  | 0.0000% | $2000.00           | $473.76            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2029-11-01      | 3.5000%  | 0.0000% | $220000.00         | $6807.24           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-10-01      | 3.5000%  | 0.0000% | $156810.00         | $22839.44          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2027-01-01      | 4.0000%  | 0.0000% | $150000.00         | $2218.48           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2031-02-01      | 3.5000%  | 0.0000% | $221690.00         | $2157.35           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-08-01      | 3.5000%  | 0.0000% | $178000.00         | $30708.65          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2030-09-01      | 3.0000%  | 0.0000% | $89000.00          | $6845.95           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-09-01      | 6.3280%  | 0.0000% | $1200000.00        | $41170.38          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2029-05-01      | 4.0000%  | 0.0000% | $14000.00          | $91.82             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-04-01      | 6.2370%  | 0.0000% | $400000.00         | $10176.35          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2029-03-01      | 4.0000%  | 0.0000% | $42000.00          | $77.59             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-08-01      | 6.0000%  | 0.0000% | $14664.00          | $14316.03          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2030-11-01      | 3.5000%  | 0.0000% | $47000.00          | $4626.82           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2030-10-01      | 3.0000%  | 0.0000% | $129434.00         | $16903.89          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2030-11-01      | 3.5000%  | 0.0000% | $185000.00         | $12836.41          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2029-11-01      | 4.0000%  | 0.0000% | $491501.00         | $1989.25           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-08-01      | 3.0000%  | 0.0000% | $58902.00          | $13208.41          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2044-07-01      | 5.0000%  | 0.0000% | $91715.00          | $16737.96          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-03-01      | 4.5000%  | 0.0000% | $1000.00           | $133.22            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-10-01      | 3.0000%  | 0.0000% | $32983.00          | $7086.36           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-10-01      | 4.0000%  | 0.0000% | $36000.00          | $5401.08           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2031-10-01      | 3.5000%  | 0.0000% | $1621.00           | $152.98            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-08-01      | 5.5000%  | 0.0000% | $2000.00           | $1834.37           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2044-06-01      | 3.5000%  | 0.0000% | $75000.00          | $11833.58          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2031-08-01      | 3.5000%  | 0.0000% | $115000.00         | $9943.97           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-10-01      | 3.5000%  | 0.0000% | $44582.00          | $7704.25           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-08-01      | 6.4050%  | 0.0000% | $145000.00         | $6392.02           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2026-06-01      | 5.0000%  | 0.0000% | $155000.00         | $5.24              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2030-08-01      | 3.5000%  | 0.0000% | $101657.00         | $6502.42           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2029-07-01      | 4.0000%  | 0.0000% | $203800.00         | $2974.32           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2031-04-01      | 3.5000%  | 0.0000% | $13000.00          | $1428.16           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2031-03-01      | 3.5000%  | 0.0000% | $97000.00          | $10297.70          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-10-01      | 4.5000%  | 0.0000% | $24000.00          | $3157.86           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-09-01      | 4.0000%  | 0.0000% | $2000.00           | $1896.65           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2031-04-01      | 3.5000%  | 0.0000% | $27000.00          | $1789.24           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2031-07-01      | 3.5000%  | 0.0000% | $55000.00          | $336.03            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-05-01      | 3.5000%  | 0.0000% | $30000.00          | $1867.29           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-04-01      | 3.5000%  | 0.0000% | $300000.00         | $24913.39          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2027-05-01      | 3.0000%  | 0.0000% | $98141.00          | $1355.29           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-06-01      | 3.5000%  | 0.0000% | $2330.00           | $192.16            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2027-08-01      | 3.5000%  | 0.0000% | $68000.00          | $459.56            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-07-01      | 4.0000%  | 0.0000% | $100000.00         | $7878.63           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-07-01      | 4.0000%  | 0.0000% | $200000.00         | $21337.19          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2027-08-01      | 3.5000%  | 0.0000% | $878000.00         | $4854.60           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2039-10-01      | 4.5000%  | 0.0000% | $67000.00          | $1456.06           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2041-08-01      | 4.5000%  | 0.0000% | $50000.00          | $1607.45           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2040-05-01      | 5.5000%  | 0.0000% | $247118.00         | $3726.24           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2037-11-01      | 6.0000%  | 0.0000% | $7107.00           | $117.12            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2039-09-01      | 6.5000%  | 0.0000% | $26172.00          | $419.70            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-05-01      | 3.5000%  | 0.0000% | $27028.00          | $10694.15          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2041-06-01      | 5.0000%  | 0.0000% | $33000.00          | $2728.28           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2041-11-01      | 5.0000%  | 0.0000% | $50000.00          | $4719.73           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2026-05-01      | 4.5000%  | 0.0000% | $205000.00         | $22.92             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2026-02-01      | 4.5000%  | 0.0000% | $300000.00         | $215.91            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2026-11-01      | 4.0000%  | 0.0000% | $19000.00          | $32.38             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2026-07-01      | 4.5000%  | 0.0000% | $119000.00         | $0.26              | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2027-07-01      | 4.0000%  | 0.0000% | $117000.00         | $939.38            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2026-12-01      | 4.0000%  | 0.0000% | $146000.00         | $0.37              | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2026-06-01      | 4.5000%  | 0.0000% | $352139.00         | $20.02             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2026-11-01      | 4.0000%  | 0.0000% | $873800.00         | $527.13            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2026-09-01      | 4.5000%  | 0.0000% | $435000.00         | $77.26             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2026-09-01      | 4.5000%  | 0.0000% | $96000.00          | $110.12            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2028-11-01      | 4.0000%  | 0.0000% | $24000.00          | $168.72            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2029-01-01      | 3.5000%  | 0.0000% | $12000.00          | $450.17            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2028-12-01      | 3.5000%  | 0.0000% | $50000.00          | $2209.16           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2027-05-01      | 4.0000%  | 0.0000% | $14000.00          | $29.62             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2031-08-01      | 3.0000%  | 0.0000% | $19000.00          | $2003.40           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2027-05-01      | 4.0000%  | 0.0000% | $107000.00         | $118.82            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2030-08-01      | 4.0000%  | 0.0000% | $3000.00           | $218.50            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2029-01-01      | 3.5000%  | 0.0000% | $69262.00          | $633.04            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-02-01      | 6.0000%  | 0.0000% | $16000.00          | $7812.50           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2028-08-01      | 3.5000%  | 0.0000% | $4000.00           | $26.23             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2031-06-01      | 3.0000%  | 0.0000% | $17000.00          | $2129.89           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2029-01-01      | 4.0000%  | 0.0000% | $200000.00         | $2741.56           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2032-08-01      | 3.5000%  | 0.0000% | $9000.00           | $1072.17           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2033-02-01      | 3.5000%  | 0.0000% | $39000.00          | $4902.38           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2033-08-01      | 3.5000%  | 0.0000% | $28000.00          | $2900.45           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2047-09-01      | 4.0000%  | 0.0000% | $1000.00           | $122.76            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-04-01      | 3.0000%  | 0.0000% | $23000.00          | $3514.87           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-06-01      | 4.0000%  | 0.0000% | $5000.00           | $405.18            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-08-01      | 4.0000%  | 0.0000% | $62000.00          | $4617.73           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-02-01      | 4.5000%  | 0.0000% | $18000.00          | $16201.51          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-10-01      | 4.5000%  | 0.0000% | $4000.00           | $364.21            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-12-01      | 3.5000%  | 0.0000% | $13442.00          | $1190.99           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-12-01      | 4.0000%  | 0.0000% | $37000.00          | $2475.52           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-12-01      | 4.5000%  | 0.0000% | $39000.00          | $2753.15           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-04-01      | 4.0000%  | 0.0000% | $55001.00          | $4070.35           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2035-02-01      | 5.5000%  | 0.0000% | $5000.00           | $51.58             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2036-08-01      | 6.5000%  | 0.0000% | $144628.00         | $1158.78           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2037-03-01      | 6.0000%  | 0.0000% | $6000.00           | $49.95             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2039-06-01      | 4.5000%  | 0.0000% | $2000.00           | $43.02             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2041-05-01      | 4.5000%  | 0.0000% | $27000.00          | $721.94            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-03-01      | 6.5000%  | 0.0000% | $66006.00          | $38484.08          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2043-08-01      | 4.0000%  | 0.0000% | $52000.00          | $3476.90           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2044-09-01      | 4.0000%  | 0.0000% | $6000.00           | $397.95            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2044-10-01      | 4.0000%  | 0.0000% | $5000.00           | $365.67            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2044-11-01      | 3.5000%  | 0.0000% | $1000.00           | $75.98             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2044-12-01      | 3.5000%  | 0.0000% | $11000.00          | $911.10            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2045-02-01      | 4.0000%  | 0.0000% | $19058.00          | $1630.51           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2045-09-01      | 3.5000%  | 0.0000% | $32000.00          | $2979.57           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2045-07-01      | 3.5000%  | 0.0000% | $20000.00          | $2052.96           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2045-08-01      | 3.5000%  | 0.0000% | $47000.00          | $4616.15           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2045-08-01      | 4.0000%  | 0.0000% | $27000.00          | $2380.99           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-03-01      | 4.5000%  | 0.0000% | $7000.00           | $5067.13           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2039-09-01      | 5.0000%  | 0.0000% | $1449542.00        | $1384418.86        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2027-07-01      | 6.3570%  | 0.0000% | $22493695.00       | $1574.61           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2028-01-01      | 6.4230%  | 0.0000% | $13567940.00       | $965.25            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2034-10-01      | 6.1430%  | 0.0000% | $1100000.00        | $9568.66           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2034-10-01      | 6.1060%  | 0.0000% | $69273.00          | $680.76            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2026-11-01      | 5.0000%  | 0.0000% | $2235.00           | $0.14              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2028-02-01      | 5.2500%  | 0.0000% | $2261665.00        | $330.02            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2031-02-01      | 5.4960%  | 0.0000% | $48951000.00       | $42633.97          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-03-01      | 4.2220%  | 0.0000% | $5615752.00        | $12400.24          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-04-01      | 3.0000%  | 0.0000% | $27691.00          | $8474.38           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-11-01      | 2.8390%  | 0.0000% | $60000.00          | $17003.07          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-12-01      | 2.8410%  | 0.0000% | $70000.00          | $14119.72          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-12-01      | 2.7430%  | 0.0000% | $160000.00         | $39654.02          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-03-01      | 3.0000%  | 0.0000% | $6000.00           | $988.59            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-02-01      | 3.5000%  | 0.0000% | $51000.00          | $3546.46           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-06-01      | 5.0000%  | 0.0000% | $25468.00          | $7867.22           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-07-01      | 3.0000%  | 0.0000% | $25000.00          | $10095.79          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-09-01      | 4.0000%  | 0.0000% | $598785.00         | $26396.94          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-08-01      | 2.5000%  | 0.0000% | $7000.00           | $3374.48           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-07-01      | 2.0000%  | 0.0000% | $20000.00          | $7149.21           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-09-01      | 2.5000%  | 0.0000% | $20000.00          | $9307.50           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-11-01      | 2.5000%  | 0.0000% | $36401.00          | $20535.93          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-03-01      | 2.5000%  | 0.0000% | $32020.00          | $20504.47          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-06-01      | 4.0000%  | 0.0000% | $6000.00           | $3000.60           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-07-01      | 2.5000%  | 0.0000% | $2000.00           | $1692.26           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-11-01      | 3.0000%  | 0.0000% | $1000.00           | $622.99            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-03-01      | 3.0000%  | 0.0000% | $12000.00          | $6406.06           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-07-01      | 3.5000%  | 0.0000% | $43000.00          | $22039.96          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-10-01      | 4.0000%  | 0.0000% | $11599.00          | $5806.48           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-01-01      | 3.5000%  | 0.0000% | $12000.00          | $7998.12           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-01-01      | 4.5000%  | 0.0000% | $21000.00          | $12730.38          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-12-01      | 2.0000%  | 0.0000% | $34237.00          | $21383.82          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-01-01      | 4.0000%  | 0.0000% | $3000.00           | $1606.79           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-02-01      | 2.0000%  | 0.0000% | $10000.00          | $6675.76           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-12-01      | 3.5000%  | 0.0000% | $18000.00          | $7685.22           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 6.0000%  | 0.0000% | $2279149.00        | $2357460.21        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-02-01      | 3.0000%  | 0.0000% | $45000.00          | $30349.46          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-06-01      | 3.0000%  | 0.0000% | $13000.00          | $6445.78           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-01-01      | 3.5000%  | 0.0000% | $14000.00          | $6818.33           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-03-01      | 2.5000%  | 0.0000% | $26000.00          | $16530.76          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-04-01      | 2.5000%  | 0.0000% | $8000.00           | $4576.67           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-05-01      | 4.5000%  | 0.0000% | $3000.00           | $1747.57           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-08-01      | 3.0000%  | 0.0000% | $20836.00          | $13103.17          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-05-01      | 3.5000%  | 0.0000% | $12000.00          | $7852.16           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-02-01      | 4.0000%  | 0.0000% | $6000.00           | $3871.96           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-08-01      | 2.0000%  | 0.0000% | $11000.00          | $7289.39           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-09-01      | 5.5000%  | 0.0000% | $31096.00          | $31651.84          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-06-01      | 4.0000%  | 0.0000% | $25000.00          | $18032.49          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-03-01      | 4.0000%  | 0.0000% | $14024.00          | $9604.68           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-04-01      | 5.5000%  | 0.0000% | $2000.00           | $1172.78           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-02-01      | 2.5000%  | 0.0000% | $15000.00          | $10215.12          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-01      | 4.5000%  | 0.0000% | $1020.00           | $783.24            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2027-01-01      | 4.0000%  | 0.0000% | $775000.00         | $18026.10          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-07-01      | 3.0000%  | 0.0000% | $24999.00          | $13929.49          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-03-01      | 2.0000%  | 0.0000% | $29000.00          | $17964.04          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-02-01      | 2.0000%  | 0.0000% | $50000.00          | $33162.41          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-01      | 5.0000%  | 0.0000% | $30000.00          | $22290.37          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-09-01      | 5.5000%  | 0.0000% | $1000.00           | $1012.94           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-08-01      | 4.5000%  | 0.0000% | $50000.00          | $36967.43          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-11-01      | 6.0000%  | 0.0000% | $50000.00          | $32685.39          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-12-01      | 4.5000%  | 0.0000% | $27000.00          | $16298.86          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-11-01      | 4.5000%  | 0.0000% | $40000.00          | $23185.02          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-02-01      | 2.5000%  | 0.0000% | $11000.00          | $6965.06           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-02-01      | 3.5000%  | 0.0000% | $10000.00          | $7651.54           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-04-01      | 3.0000%  | 0.0000% | $19000.00          | $14485.37          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-11-01      | 5.5000%  | 0.0000% | $18000.00          | $11508.40          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-02-01      | 2.5000%  | 0.0000% | $19000.00          | $12895.84          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-01-01      | 2.0000%  | 0.0000% | $25000.00          | $16917.30          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 6.5000%  | 0.0000% | $13168440.00       | $13576180.17       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-09-01      | 3.5000%  | 0.0000% | $1600.00           | $1202.75           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-07-01      | 3.0000%  | 0.0000% | $2000.00           | $1451.71           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-03-01      | 2.5000%  | 0.0000% | $46284.00          | $32306.27          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-11-01      | 5.5000%  | 0.0000% | $7000.00           | $5083.44           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-05-01      | 4.5000%  | 0.0000% | $60000.00          | $45638.16          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-10-01      | 2.5000%  | 0.0000% | $49000.00          | $35701.08          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-06-01      | 5.5000%  | 0.0000% | $55000.00          | $44828.24          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-11-01      | 4.5000%  | 0.0000% | $6000.00           | $3331.21           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-08-01      | 3.5000%  | 0.0000% | $1000.00           | $810.30            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-09-01      | 3.5000%  | 0.0000% | $1000.00           | $777.84            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-11-01      | 5.4460%  | 0.0000% | $223000.00         | $14240.07          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-06-01      | 4.5000%  | 0.0000% | $1000.00           | $126.28            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-08-01      | 4.0000%  | 0.0000% | $27000.00          | $1798.55           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-08-01      | 5.0000%  | 0.0000% | $84000.00          | $2563.67           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-09-01      | 5.0000%  | 0.0000% | $201000.00         | $19703.87          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2030-11-01      | 3.5000%  | 0.0000% | $154000.00         | $8928.76           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-03-01      | 3.0000%  | 0.0000% | $2000.00           | $452.85            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2032-02-01      | 3.5000%  | 0.0000% | $253000.00         | $25841.21          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2032-06-01      | 3.0000%  | 0.0000% | $11000.00          | $1718.30           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-05-01      | 4.5000%  | 0.0000% | $61000.00          | $7396.24           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-05-01      | 6.4510%  | 0.0000% | $250000.00         | $17632.74          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2032-05-01      | 2.5000%  | 0.0000% | $1000.00           | $162.46            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-03-01      | 3.0000%  | 0.0000% | $25000.00          | $5206.81           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2044-09-01      | 5.1940%  | 0.0000% | $25079.00          | $5731.49           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2026-08-01      | 3.5000%  | 0.0000% | $810590.00         | $1098.94           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-10-01      | 4.0000%  | 0.0000% | $86999.00          | $9391.30           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2029-03-01      | 3.5000%  | 0.0000% | $104328.00         | $4218.66           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2029-06-01      | 3.0000%  | 0.0000% | $90000.00          | $5007.72           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2029-07-01      | 3.5000%  | 0.0000% | $58000.00          | $4219.38           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2044-09-01      | 5.0000%  | 0.0000% | $19788.00          | $676.99            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2044-09-01      | 4.0000%  | 0.0000% | $218490.00         | $11891.02          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-10-01      | 3.0000%  | 0.0000% | $25000.00          | $2235.68           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2044-12-01      | 4.0000%  | 0.0000% | $177000.00         | $21026.79          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2044-12-01      | 4.0000%  | 0.0000% | $1000.00           | $91.89             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-07-01      | 5.0000%  | 0.0000% | $2212064.00        | $240.00            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-06-01      | 3.5000%  | 0.0000% | $35000.00          | $5639.60           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2030-07-01      | 3.0000%  | 0.0000% | $50447.00          | $3268.55           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2030-02-01      | 3.0000%  | 0.0000% | $275175.00         | $18497.97          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-04-01      | 3.5000%  | 0.0000% | $34000.00          | $6572.72           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2030-04-01      | 2.0000%  | 0.0000% | $36570.00          | $3132.22           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2030-05-01      | 3.0000%  | 0.0000% | $19000.00          | $1421.10           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-11-01      | 4.5000%  | 0.0000% | $30842.00          | $2447.07           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-12-01      | 4.0000%  | 0.0000% | $105000.00         | $16532.17          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2030-07-01      | 2.5000%  | 0.0000% | $57000.00          | $5554.27           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2030-07-01      | 2.5000%  | 0.0000% | $52459.00          | $4626.64           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-12-01      | 7.0000%  | 0.0000% | $1368937.00        | $12509.25          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-07-01      | 2.5000%  | 0.0000% | $5000.00           | $1741.87           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2030-08-01      | 2.5000%  | 0.0000% | $124581.00         | $12604.63          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2030-08-01      | 2.5000%  | 0.0000% | $328127.00         | $23747.36          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2030-08-01      | 3.0000%  | 0.0000% | $618526.00         | $46855.41          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-08-01      | 3.5000%  | 0.0000% | $2000.00           | $178.49            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2030-08-01      | 3.5000%  | 0.0000% | $187768.00         | $17125.10          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2030-09-01      | 2.5000%  | 0.0000% | $149300.00         | $17315.57          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-09-01      | 4.0000%  | 0.0000% | $33000.00          | $2779.95           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-10-01      | 4.0000%  | 0.0000% | $13000.00          | $1232.34           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2030-11-01      | 2.5000%  | 0.0000% | $150335.00         | $15391.97          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2028-09-01      | 6.5000%  | 0.0000% | $835000.00         | $2128.00           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-05-01      | 3.5000%  | 0.0000% | $100582.00         | $7760.05           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-12-01      | 4.0000%  | 0.0000% | $3000.00           | $255.46            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-01-01      | 3.5000%  | 0.0000% | $10000.00          | $1095.59           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-01-01      | 3.5000%  | 0.0000% | $100000.00         | $21576.25          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-02-01      | 4.5000%  | 0.0000% | $2000.00           | $169.22            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-02-01      | 4.0000%  | 0.0000% | $4000.00           | $375.80            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2031-03-01      | 3.0000%  | 0.0000% | $240656.00         | $17516.72          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-06-01      | 3.5000%  | 0.0000% | $45115.00          | $3405.22           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-06-01      | 3.0000%  | 0.0000% | $50709.00          | $14143.62          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-07-01      | 3.5000%  | 0.0000% | $199516.00         | $21450.71          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-07-01      | 2.5000%  | 0.0000% | $96162.00          | $17361.91          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2031-07-01      | 2.5000%  | 0.0000% | $35000.00          | $3794.37           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2031-10-01      | 2.5000%  | 0.0000% | $132040.00         | $17436.33          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2031-11-01      | 2.5000%  | 0.0000% | $28000.00          | $4078.62           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-11-01      | 3.0000%  | 0.0000% | $115000.00         | $14322.76          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-12-01      | 3.0000%  | 0.0000% | $7000.00           | $1291.99           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2027-02-01      | 2.5000%  | 0.0000% | $24633.00          | $615.13            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-02-01      | 3.5000%  | 0.0000% | $199970.00         | $29774.05          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2032-03-01      | 2.5000%  | 0.0000% | $83605.00          | $16176.82          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-05-01      | 4.0000%  | 0.0000% | $263991.00         | $20671.23          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-10-01      | 6.5850%  | 0.0000% | $3300000.00        | $46608.55          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-04-01      | 4.5000%  | 0.0000% | $4000.00           | $511.65            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-04-01      | 3.5000%  | 0.0000% | $375000.00         | $46506.22          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-06-01      | 6.2430%  | 0.0000% | $194000.00         | $8430.22           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-05-01      | 4.0000%  | 0.0000% | $305000.00         | $42703.10          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2028-04-01      | 3.0000%  | 0.0000% | $141000.00         | $6175.20           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-06-01      | 4.0000%  | 0.0000% | $100000.00         | $23432.13          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-05-01      | 3.5000%  | 0.0000% | $100000.00         | $10382.05          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-06-01      | 3.5000%  | 0.0000% | $100000.00         | $18833.23          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-06-01      | 4.0000%  | 0.0000% | $100000.00         | $14242.51          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-06-01      | 4.0000%  | 0.0000% | $100000.00         | $17666.79          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-01-01      | 6.5050%  | 0.0000% | $220000.00         | $7828.09           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-06-01      | 4.0000%  | 0.0000% | $200000.00         | $30524.24          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-07-01      | 3.5000%  | 0.0000% | $100000.00         | $15323.61          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-06-01      | 4.0000%  | 0.0000% | $100000.00         | $22126.83          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-08-01      | 3.5000%  | 0.0000% | $93523.00          | $21947.45          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-07-01      | 3.5000%  | 0.0000% | $121471.00         | $13576.69          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2028-08-01      | 2.5000%  | 0.0000% | $15000.00          | $652.60            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2028-12-01      | 3.0000%  | 0.0000% | $1000.00           | $37.16             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-09-01      | 3.5000%  | 0.0000% | $106304.00         | $16738.33          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2028-09-01      | 3.5000%  | 0.0000% | $841298.00         | $21737.12          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-09-01      | 4.0000%  | 0.0000% | $215000.00         | $16006.49          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-04-01      | 6.6550%  | 0.0000% | $5000000.00        | $43559.57          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-09-01      | 4.5000%  | 0.0000% | $63115.00          | $3039.60           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2028-10-01      | 3.0000%  | 0.0000% | $65000.00          | $1932.63           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2028-10-01      | 3.0000%  | 0.0000% | $282000.00         | $19238.76          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-12-01      | 4.0000%  | 0.0000% | $105000.00         | $8898.40           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2028-12-01      | 3.5000%  | 0.0000% | $41988.00          | $2303.86           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2028-12-01      | 3.5000%  | 0.0000% | $179000.00         | $6805.76           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2028-12-01      | 3.5000%  | 0.0000% | $161883.00         | $3961.25           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2044-08-01      | 3.5000%  | 0.0000% | $1000.00           | $110.64            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2044-03-01      | 4.5000%  | 0.0000% | $2000.00           | $25.45             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-07-01      | 5.9940%  | 0.0000% | $1000000.00        | $29324.18          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-07-01      | 6.5580%  | 0.0000% | $1140000.00        | $18289.42          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2044-07-01      | 3.5000%  | 0.0000% | $400515.00         | $24968.45          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2044-03-01      | 4.5000%  | 0.0000% | $9000.00           | $314.83            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2029-07-01      | 3.0000%  | 0.0000% | $198000.00         | $10530.30          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2029-03-01      | 3.5000%  | 0.0000% | $88000.00          | $2686.00           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2029-05-01      | 3.5000%  | 0.0000% | $295109.00         | $19665.04          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2029-04-01      | 3.0000%  | 0.0000% | $441515.00         | $19459.33          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2029-04-01      | 3.0000%  | 0.0000% | $754000.00         | $22207.07          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2044-06-01      | 4.0000%  | 0.0000% | $4000.00           | $515.52            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2029-06-01      | 3.5000%  | 0.0000% | $1000.00           | $55.64             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2029-07-01      | 3.5000%  | 0.0000% | $2000.00           | $109.90            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-01-01      | 4.5000%  | 0.0000% | $360395.00         | $14607.72          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2027-01-01      | 3.5000%  | 0.0000% | $824085.00         | $2968.28           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2044-08-01      | 3.5000%  | 0.0000% | $28360.00          | $6168.54           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2029-08-01      | 3.0000%  | 0.0000% | $55000.00          | $2942.93           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2029-08-01      | 3.5000%  | 0.0000% | $37915.00          | $1553.51           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2044-09-01      | 4.0000%  | 0.0000% | $130000.00         | $19832.62          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2044-10-01      | 4.0000%  | 0.0000% | $5000.00           | $354.83            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2027-06-01      | 3.0000%  | 0.0000% | $128000.00         | $2028.37           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2029-10-01      | 3.5000%  | 0.0000% | $284350.00         | $19075.06          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2044-10-01      | 4.0000%  | 0.0000% | $74000.00          | $6503.63           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2044-09-01      | 4.0000%  | 0.0000% | $16000.00          | $807.00            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-03-01      | 5.0000%  | 0.0000% | $540000.00         | $16441.92          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2030-08-01      | 3.0000%  | 0.0000% | $150793.00         | $12567.45          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-01-01      | 3.0000%  | 0.0000% | $1000.00           | $164.74            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2027-01-01      | 4.0000%  | 0.0000% | $52000.00          | $62.53             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2044-12-01      | 4.0000%  | 0.0000% | $2000.00           | $248.13            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2029-11-01      | 3.5000%  | 0.0000% | $90000.00          | $7243.19           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2033-05-01      | 5.5000%  | 0.0000% | $204000.00         | $2011.94           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-11-01      | 3.0060%  | 0.0000% | $200000.00         | $37713.06          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2047-11-01      | 4.9140%  | 0.0000% | $200000.00         | $35869.73          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2027-12-01      | 6.0000%  | 0.0000% | $1600000.00        | $4465.79           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2031-07-01      | 5.0000%  | 0.0000% | $514346.00         | $3159.40           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2029-02-01      | 6.5010%  | 0.0000% | $5617552.00        | $12.55             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2036-03-01      | 6.5000%  | 0.0000% | $79000.00          | $1077.52           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2035-08-01      | 5.0000%  | 0.0000% | $36000.00          | $187.79            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2036-03-01      | 5.5000%  | 0.0000% | $65000.00          | $339.15            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2036-03-01      | 6.0000%  | 0.0000% | $210000.00         | $1624.98           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-11-01      | 3.0000%  | 0.0000% | $42000.00          | $14520.71          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2036-08-01      | 6.0000%  | 0.0000% | $1348630.00        | $3475.16           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2036-10-01      | 6.0000%  | 0.0000% | $315000.00         | $3853.63           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2036-11-01      | 6.0000%  | 0.0000% | $165224.00         | $1312.57           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2036-12-01      | 5.5000%  | 0.0000% | $15000.00          | $90.54             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2036-10-01      | 5.5000%  | 0.0000% | $1831000.00        | $3777.48           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2037-08-01      | 6.0000%  | 0.0000% | $55256.00          | $77.26             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2037-09-01      | 6.0000%  | 0.0000% | $64234.00          | $444.04            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2037-09-01      | 6.5000%  | 0.0000% | $30000.00          | $72.65             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2037-09-01      | 6.0000%  | 0.0000% | $1079736.00        | $4559.66           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2037-12-01      | 6.0000%  | 0.0000% | $102000.00         | $265.44            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-01-01      | 1.5000%  | 0.0000% | $1000.00           | $469.06            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2038-01-01      | 6.5000%  | 0.0000% | $15527.00          | $78.65             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2038-06-01      | 5.5000%  | 0.0000% | $490802.00         | $3622.38           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2038-06-01      | 5.5000%  | 0.0000% | $286442.00         | $2905.16           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2038-08-01      | 5.5000%  | 0.0000% | $445000.00         | $2054.11           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2038-07-01      | 6.0000%  | 0.0000% | $4000.00           | $53.86             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2037-12-01      | 6.8020%  | 0.0000% | $80000.00          | $1792.63           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2035-10-01      | 5.5000%  | 0.0000% | $295000.00         | $2216.92           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2036-02-01      | 5.5000%  | 0.0000% | $373000.00         | $2593.61           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2037-08-01      | 6.0000%  | 0.0000% | $1433021.00        | $2875.52           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2036-12-01      | 5.5000%  | 0.0000% | $860000.00         | $4510.26           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-02-01      | 2.0000%  | 0.0000% | $3000.00           | $1391.60           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2036-12-01      | 5.5000%  | 0.0000% | $1290000.00        | $4873.44           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2037-02-01      | 5.5000%  | 0.0000% | $243000.00         | $1010.97           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2037-06-01      | 5.5000%  | 0.0000% | $110000.00         | $1435.27           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2037-11-01      | 6.5000%  | 0.0000% | $170000.00         | $839.10            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2037-12-01      | 6.0000%  | 0.0000% | $911045.00         | $4696.66           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2038-01-01      | 6.0000%  | 0.0000% | $259844.00         | $1863.60           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2038-02-01      | 6.0000%  | 0.0000% | $6000.00           | $58.80             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2038-01-01      | 6.0000%  | 0.0000% | $33538.00          | $203.90            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2038-02-01      | 6.5000%  | 0.0000% | $935000.00         | $3948.20           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2038-05-01      | 5.5000%  | 0.0000% | $438000.00         | $4163.75           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-06-01      | 2.0000%  | 0.0000% | $85000.00          | $45041.52          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2038-05-01      | 6.0000%  | 0.0000% | $29155.00          | $360.77            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2038-08-01      | 5.5000%  | 0.0000% | $207000.00         | $1595.86           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2036-01-01      | 5.5000%  | 0.0000% | $45000.00          | $420.23            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2038-11-01      | 6.0000%  | 0.0000% | $510842.00         | $3228.83           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2038-12-01      | 5.5000%  | 0.0000% | $8000.00           | $53.98             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-01-01      | 6.0000%  | 0.0000% | $2000000.00        | $9946.71           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2032-11-01      | 7.0000%  | 0.0000% | $1194689.00        | $13317.87          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-06-01      | 6.4380%  | 0.0000% | $550000.00         | $2474.97           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-09-01      | 6.3720%  | 0.0000% | $300000.00         | $385.41            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-05-01      | 6.0390%  | 0.0000% | $300000.00         | $1764.15           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-06-01      | 5.0000%  | 0.0000% | $441923.00         | $12818.94          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-06-01      | 5.0000%  | 0.0000% | $315099.00         | $10992.43          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-05-01      | 6.5850%  | 0.0000% | $300000.00         | $3693.88           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-07-01      | 6.2230%  | 0.0000% | $3300000.00        | $7594.08           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-07-01      | 5.0000%  | 0.0000% | $1600026.00        | $17212.64          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-07-01      | 6.3630%  | 0.0000% | $60000.00          | $338.70            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-07-01      | 5.0000%  | 0.0000% | $87600.00          | $952.14            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-07-01      | 6.5290%  | 0.0000% | $1400000.00        | $7921.50           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-02-01      | 3.5000%  | 0.0000% | $36000.00          | $2184.02           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-07-01      | 5.9380%  | 0.0000% | $125000.00         | $1719.79           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-07-01      | 5.0000%  | 0.0000% | $111135.00         | $1960.65           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-08-01      | 5.0000%  | 0.0000% | $71911.00          | $887.50            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-06-01      | 5.0000%  | 0.0000% | $168663.00         | $5843.21           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-06-01      | 6.3840%  | 0.0000% | $4800000.00        | $16270.32          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-07-01      | 5.0000%  | 0.0000% | $10000.00          | $161.09            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-10-01      | 5.0000%  | 0.0000% | $5000.00           | $41.62             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-08-01      | 6.2810%  | 0.0000% | $1375000.00        | $25289.59          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-07-01      | 6.3130%  | 0.0000% | $540000.00         | $1715.88           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2026-07-01      | 6.5000%  | 0.0000% | $350260.00         | $115.67            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-02-01      | 6.7750%  | 0.0000% | $2000000.00        | $26247.28          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-07-01      | 5.0000%  | 0.0000% | $1001518.00        | $4107.18           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-09-01      | 6.4550%  | 0.0000% | $2500000.00        | $2967.07           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-10-01      | 5.9990%  | 0.0000% | $4900000.00        | $32830.98          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-09-01      | 6.1680%  | 0.0000% | $500000.00         | $1794.79           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-08-01      | 4.8500%  | 0.0000% | $150000.00         | $21037.84          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-08-01      | 4.4900%  | 0.0000% | $629000.00         | $18338.28          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-08-01      | 4.8500%  | 0.0000% | $262000.00         | $17693.65          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-08-01      | 6.3480%  | 0.0000% | $1325000.00        | $8100.29           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-11-01      | 6.5370%  | 0.0000% | $800000.00         | $11154.03          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-09-01      | 5.5000%  | 0.0000% | $795000.00         | $14068.86          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-06-01      | 6.7500%  | 0.0000% | $790000.00         | $4682.79           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-09-01      | 6.2750%  | 0.0000% | $1700000.00        | $14206.54          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-03-01      | 4.4720%  | 0.0000% | $2000000.00        | $17333.24          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-09-01      | 6.1510%  | 0.0000% | $1000000.00        | $10194.71          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-11-01      | 5.6800%  | 0.0000% | $625000.00         | $3424.11           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-11-01      | 5.9930%  | 0.0000% | $3200000.00        | $25367.52          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-11-01      | 5.9080%  | 0.0000% | $2300000.00        | $18008.99          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-11-01      | 5.9270%  | 0.0000% | $1300000.00        | $10239.71          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-11-01      | 5.8250%  | 0.0000% | $2323000.00        | $25562.22          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-12-01      | 6.5000%  | 0.0000% | $2710997.00        | $19190.16          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-10-01      | 5.9830%  | 0.0000% | $620000.00         | $15558.11          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-05-01      | 5.0000%  | 0.0000% | $164000.00         | $7410.72           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-01-01      | 5.9790%  | 0.0000% | $75000.00          | $435.99            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-01-01      | 6.6280%  | 0.0000% | $1500000.00        | $33898.77          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-08-01      | 6.3800%  | 0.0000% | $8713432.00        | $18722.33          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-01-01      | 5.5000%  | 0.0000% | $485000.00         | $1097.69           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-12-01      | 6.7630%  | 0.0000% | $3700000.00        | $32385.59          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-01-01      | 6.5000%  | 0.0000% | $2658495.00        | $17407.27          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-01-01      | 6.5180%  | 0.0000% | $780000.00         | $13636.86          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-03-01      | 6.1220%  | 0.0000% | $350000.00         | $921.79            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2044-12-01      | 4.5000%  | 0.0000% | $8000.00           | $1108.28           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-01-01      | 3.5000%  | 0.0000% | $2000.00           | $189.18            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-02-01      | 4.0000%  | 0.0000% | $50000.00          | $6573.97           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-02-01      | 4.0000%  | 0.0000% | $178299.00         | $12864.29          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2030-07-01      | 3.0000%  | 0.0000% | $255798.00         | $22547.07          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-05-01      | 5.0000%  | 0.0000% | $5000.00           | $175.10            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2030-05-01      | 2.5000%  | 0.0000% | $85378.00          | $5505.88           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2030-03-01      | 3.5000%  | 0.0000% | $11000.00          | $1010.04           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-03-01      | 3.5000%  | 0.0000% | $38296.00          | $10984.77          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2030-02-01      | 3.5000%  | 0.0000% | $180000.00         | $3834.61           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-04-01      | 2.5000%  | 0.0000% | $24493.00          | $6653.00           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-04-01      | 3.0000%  | 0.0000% | $11000.00          | $1462.28           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2031-08-01      | 4.0000%  | 0.0000% | $33000.00          | $3526.26           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2030-08-01      | 3.0000%  | 0.0000% | $16568.00          | $1186.40           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-05-01      | 3.5000%  | 0.0000% | $6295.00           | $994.22            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2030-06-01      | 3.5000%  | 0.0000% | $33000.00          | $1880.29           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-04-01      | 6.7050%  | 0.0000% | $6000000.00        | $20276.65          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-07-01      | 3.5000%  | 0.0000% | $21336.00          | $4776.33           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-07-01      | 3.5000%  | 0.0000% | $18356.00          | $2897.78           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2032-08-01      | 6.4000%  | 0.0000% | $197377.00         | $16980.68          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2032-04-01      | 7.0000%  | 0.0000% | $1073957.00        | $6227.01           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2032-04-01      | 7.5000%  | 0.0000% | $240000.00         | $1697.19           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2032-06-01      | 7.0000%  | 0.0000% | $5000000.00        | $5393.70           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2032-10-01      | 7.0000%  | 0.0000% | $193699.00         | $1642.02           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-08-01      | 4.7500%  | 0.0000% | $1725000.00        | $17239.37          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2032-08-01      | 5.6620%  | 0.0000% | $1500000.00        | $2985.40           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2032-11-01      | 5.5000%  | 0.0000% | $5302000.00        | $17775.56          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-05-01      | 4.5000%  | 0.0000% | $190000.00         | $3993.64           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2032-11-01      | 6.4150%  | 0.0000% | $250000.00         | $149.85            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-08-01      | 5.4000%  | 0.0000% | $215000.00         | $1258.10           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-02-01      | 6.5230%  | 0.0000% | $250000.00         | $889.87            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-02-01      | 5.5000%  | 0.0000% | $278000.00         | $6815.76           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2032-09-01      | 7.5000%  | 0.0000% | $608520.00         | $1055.42           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-11-01      | 5.3080%  | 0.0000% | $4000000.00        | $6103.19           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2031-08-01      | 7.5000%  | 0.0000% | $3900000.00        | $11369.04          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-01-01      | 6.2500%  | 0.0000% | $50000.00          | $36.52             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-03-01      | 6.3740%  | 0.0000% | $500000.00         | $582.94            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-05-01      | 5.0000%  | 0.0000% | $15000.00          | $205.77            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-04-01      | 4.5000%  | 0.0000% | $223797.00         | $13939.81          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-07-01      | 6.2800%  | 0.0000% | $2000000.00        | $4670.74           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-01-01      | 5.8700%  | 0.0000% | $54049.00          | $12786.49          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-03-01      | 5.5000%  | 0.0000% | $907267.00         | $10937.45          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-10-01      | 6.3930%  | 0.0000% | $33524.00          | $5008.69           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-10-01      | 6.1480%  | 0.0000% | $1000000.00        | $25821.21          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-02-01      | 6.1330%  | 0.0000% | $3600000.00        | $10483.56          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-04-01      | 5.5000%  | 0.0000% | $900000.00         | $4018.43           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-05-01      | 6.4650%  | 0.0000% | $12000000.00       | $13390.36          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-05-01      | 7.0000%  | 0.0000% | $122260.00         | $5140.89           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-07-01      | 5.5000%  | 0.0000% | $150000.00         | $1478.41           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-06-01      | 6.2730%  | 0.0000% | $2880000.00        | $7179.43           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-06-01      | 6.2900%  | 0.0000% | $200000.00         | $987.57            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-06-01      | 5.5000%  | 0.0000% | $763000.00         | $5290.62           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-03-01      | 7.5000%  | 0.0000% | $47420.00          | $1094.13           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-06-01      | 5.7600%  | 0.0000% | $350000.00         | $758.28            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2030-10-01      | 3.0000%  | 0.0000% | $275000.00         | $18914.04          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-04-01      | 4.5000%  | 0.0000% | $128042.00         | $10968.53          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2032-08-01      | 4.0000%  | 0.0000% | $154000.00         | $21404.65          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2032-05-01      | 3.5000%  | 0.0000% | $1000.00           | $94.94             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2044-05-01      | 5.5000%  | 0.0000% | $98000.00          | $21437.38          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-12-01      | 3.0000%  | 0.0000% | $210000.00         | $49128.66          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-12-01      | 6.2710%  | 0.0000% | $144000.00         | $4704.37           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2031-04-01      | 3.5000%  | 0.0000% | $30000.00          | $1824.08           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-03-01      | 3.8690%  | 0.0000% | $147000.00         | $20492.97          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-08-01      | 4.5000%  | 0.0000% | $730465.00         | $42023.75          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-06-01      | 5.0000%  | 0.0000% | $109000.00         | $19798.83          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-06-01      | 4.0000%  | 0.0000% | $8000.00           | $1100.05           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-04-01      | 3.5000%  | 0.0000% | $5107.00           | $1084.83           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-06-01      | 4.0000%  | 0.0000% | $30000.00          | $3758.27           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2032-03-01      | 3.5000%  | 0.0000% | $20000.00          | $244.43            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-03-01      | 4.0000%  | 0.0000% | $32500.00          | $7985.66           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2026-07-01      | 4.0000%  | 0.0000% | $2620191.00        | $50.23             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2030-03-01      | 3.0000%  | 0.0000% | $531070.00         | $16282.25          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2030-02-01      | 3.0000%  | 0.0000% | $375000.00         | $7330.15           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-08-01      | 6.0030%  | 0.0000% | $105000.00         | $8714.10           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-09-01      | 4.5000%  | 0.0000% | $3000.00           | $137.09            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-11-01      | 6.3230%  | 0.0000% | $251000.00         | $14845.46          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-10-01      | 4.0000%  | 0.0000% | $55000.00          | $13174.49          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-02-01      | 3.5000%  | 0.0000% | $284000.00         | $37911.65          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-09-01      | 4.5000%  | 0.0000% | $250000.00         | $37921.53          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-11-01      | 3.0000%  | 0.0000% | $14000.00          | $2446.18           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2032-09-01      | 3.0000%  | 0.0000% | $5000.00           | $873.60            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-06-01      | 2.5000%  | 0.0000% | $70000.00          | $22575.80          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-10-01      | 4.0000%  | 0.0000% | $65000.00          | $17533.37          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-09-01      | 4.0000%  | 0.0000% | $2000.00           | $356.58            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2044-04-01      | 6.5380%  | 0.0000% | $163000.00         | $41297.17          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-10-01      | 4.5000%  | 0.0000% | $83000.00          | $3194.51           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-11-01      | 4.5000%  | 0.0000% | $22000.00          | $3546.55           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-02-01      | 3.5000%  | 0.0000% | $75000.00          | $6217.55           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2031-11-01      | 3.5000%  | 0.0000% | $225000.00         | $20471.36          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-04-01      | 3.5000%  | 0.0000% | $52152.00          | $8397.75           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-02-01      | 3.5000%  | 0.0000% | $137000.00         | $11822.02          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-05-01      | 3.5000%  | 0.0000% | $14000.00          | $5168.74           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2044-03-01      | 6.4900%  | 0.0000% | $500000.00         | $26762.72          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-06-01      | 6.4140%  | 0.0000% | $286000.00         | $44353.61          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-09-01      | 6.4220%  | 0.0000% | $1055000.00        | $36273.11          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-09-01      | 3.4310%  | 0.0000% | $160000.00         | $7541.35           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-10-01      | 4.0000%  | 0.0000% | $335052.00         | $11177.16          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-01-01      | 6.1520%  | 0.0000% | $60000.00          | $9237.86           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2030-03-01      | 6.0000%  | 0.0000% | $9408.00           | $1920.07           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-08-01      | 6.3770%  | 0.0000% | $150000.00         | $38024.12          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-08-01      | 6.3830%  | 0.0000% | $175000.00         | $46974.90          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-02-01      | 2.0000%  | 0.0000% | $25000.00          | $13496.97          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-12-01      | 6.3890%  | 0.0000% | $100000.00         | $46510.18          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2060-01-01      | 3.0000%  | 0.0000% | $28626.00          | $21050.15          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-10-01      | 4.5000%  | 0.0000% | $75000.00          | $8577.14           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2027-04-01      | 7.5000%  | 0.0000% | $351000.00         | $111.99            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2027-02-01      | 7.0000%  | 0.0000% | $190000.00         | $23.41             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2027-07-01      | 8.5000%  | 0.0000% | $95000.00          | $120.75            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2027-11-01      | 7.5000%  | 0.0000% | $1356285.00        | $385.22            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2028-01-01      | 7.5000%  | 0.0000% | $375000.00         | $232.27            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2027-12-01      | 7.4250%  | 0.0000% | $8000000.00        | $7889.51           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-10-01      | 4.0000%  | 0.0000% | $23000.00          | $19405.93          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2028-10-01      | 7.0000%  | 0.0000% | $865508.00         | $2084.38           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2028-12-01      | 5.5000%  | 0.0000% | $600000.00         | $2017.89           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2028-10-15      | 6.2800%  | 0.0000% | $11000000.00       | $37771.85          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2029-04-01      | 7.0000%  | 0.0000% | $100000.00         | $118.18            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2029-03-01      | 7.0000%  | 0.0000% | $336539.00         | $2076.12           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2029-04-01      | 7.0000%  | 0.0000% | $1800000.00        | $1186.08           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2029-04-01      | 7.5000%  | 0.0000% | $1303035.00        | $3312.31           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2029-07-01      | 7.0000%  | 0.0000% | $590000.00         | $6315.84           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2029-08-01      | 7.5000%  | 0.0000% | $3357761.00        | $11318.40          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2046-04-01      | 4.0000%  | 0.0000% | $17367.00          | $1842.74           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2045-11-01      | 3.5000%  | 0.0000% | $3004.00           | $314.95            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2046-02-01      | 4.0000%  | 0.0000% | $13000.00          | $1248.15           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2046-04-01      | 4.5000%  | 0.0000% | $16602.00          | $1377.86           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2046-05-01      | 4.5000%  | 0.0000% | $20000.00          | $2232.93           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2046-06-01      | 4.5000%  | 0.0000% | $40000.00          | $3108.28           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2047-05-01      | 3.5000%  | 0.0000% | $22000.00          | $2306.91           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-04-01      | 5.0000%  | 0.0000% | $3000.00           | $2062.04           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2047-02-01      | 3.5000%  | 0.0000% | $12000.00          | $1653.51           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2047-04-01      | 4.0000%  | 0.0000% | $40129.00          | $4257.67           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2030-01-01      | 2.5000%  | 0.0000% | $1000.00           | $65.16             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2030-01-01      | 3.0000%  | 0.0000% | $9038.00           | $590.71            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2029-09-01      | 3.0000%  | 0.0000% | $46000.00          | $2260.23           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2030-09-01      | 3.0000%  | 0.0000% | $15000.00          | $1207.11           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2030-12-01      | 2.5000%  | 0.0000% | $26000.00          | $2703.89           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2030-12-01      | 3.0000%  | 0.0000% | $35000.00          | $3284.04           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2030-12-01      | 3.5000%  | 0.0000% | $35000.00          | $2695.47           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2032-02-01      | 3.0000%  | 0.0000% | $25000.00          | $2841.68           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-04-01      | 4.5000%  | 0.0000% | $1000.00           | $904.42            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2033-07-01      | 3.5000%  | 0.0000% | $29000.00          | $2421.48           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2033-06-01      | 4.0000%  | 0.0000% | $36000.00          | $2660.49           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2033-06-01      | 3.5000%  | 0.0000% | $4000.00           | $357.76            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2037-06-01      | 5.5000%  | 0.0000% | $180000.00         | $321.83            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2035-12-01      | 6.0800%  | 0.0000% | $4561729.00        | $29337.16          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-02-01      | 5.0000%  | 0.0000% | $2000.00           | $11.53             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-02-01      | 6.7350%  | 0.0000% | $800000.00         | $4209.70           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-06-01      | 6.2350%  | 0.0000% | $120000.00         | $452.99            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-02-01      | 6.0850%  | 0.0000% | $990000.00         | $3054.31           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-05-01      | 6.5000%  | 0.0000% | $140000.00         | $5248.39           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-09-01      | 8.5000%  | 0.0000% | $225000.00         | $8617.58           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2027-08-01      | 6.5000%  | 0.0000% | $12826948.00       | $24365.06          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-12-01      | 7.0000%  | 0.0000% | $100000.00         | $900.07            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 5.5000%  | 0.0000% | $2684153.00        | $2598452.47        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-01-01      | 5.0000%  | 0.0000% | $141624.00         | $1021.88           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-02-01      | 5.5000%  | 0.0000% | $578000.00         | $3730.29           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-12-01      | 5.5000%  | 0.0000% | $700000.00         | $16179.04          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-03-01      | 4.5000%  | 0.0000% | $165669.00         | $2357.15           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-04-01      | 4.5000%  | 0.0000% | $30000.00          | $1751.85           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-04-01      | 5.5000%  | 0.0000% | $380000.00         | $9073.27           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-03-01      | 5.0000%  | 0.0000% | $286890.00         | $10058.24          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-04-01      | 5.0000%  | 0.0000% | $306356.00         | $10174.94          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-06-01      | 4.5000%  | 0.0000% | $989600.00         | $11566.07          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-08-01      | 4.5000%  | 0.0000% | $45000.00          | $2046.83           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 6.5000%  | 0.0000% | $10031161.00       | $9598613.40        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-07-01      | 5.5000%  | 0.0000% | $39000.00          | $168.52            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-06-01      | 6.5860%  | 0.0000% | $290000.00         | $5039.65           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-07-01      | 6.5610%  | 0.0000% | $1000000.00        | $5972.29           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-06-01      | 5.0000%  | 0.0000% | $3000.00           | $17.47             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-06-01      | 7.0000%  | 0.0000% | $20000.00          | $510.79            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-06-01      | 5.8500%  | 0.0000% | $3060422.00        | $28263.27          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-08-01      | 6.5000%  | 0.0000% | $712952.00         | $5771.97           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-08-01      | 5.8500%  | 0.0000% | $3380111.00        | $21844.30          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-09-01      | 6.5650%  | 0.0000% | $60000.00          | $112.09            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-09-01      | 6.5000%  | 0.0000% | $242.00            | $0.88              | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 4.5000%  | 0.0000% | $10343186.00       | $10203008.94       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-09-01      | 8.5000%  | 0.0000% | $1500000.00        | $4060.14           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-07-01      | 5.9320%  | 0.0000% | $1500000.00        | $12074.62          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-11-01      | 7.0000%  | 0.0000% | $100000.00         | $2913.17           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-04-01      | 5.5000%  | 0.0000% | $152000.00         | $1188.42           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-03-01      | 5.0000%  | 0.0000% | $6493.00           | $51.60             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-05-01      | 5.0000%  | 0.0000% | $1000.00           | $10.15             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-07-01      | 5.0000%  | 0.0000% | $15000.00          | $127.89            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-02-01      | 5.5000%  | 0.0000% | $948125.00         | $17974.21          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-12-01      | 5.5000%  | 0.0000% | $831613.00         | $1694.15           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-03-01      | 5.5000%  | 0.0000% | $2334149.00        | $11154.52          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-04-01      | 5.0000%  | 0.0000% | $20000.00          | $373.03            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-04-01      | 5.0000%  | 0.0000% | $2507.00           | $22.06             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-06-01      | 5.0000%  | 0.0000% | $748858.00         | $7518.40           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-06-01      | 5.5000%  | 0.0000% | $195388.00         | $758.71            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-05-01      | 5.5000%  | 0.0000% | $15000.00          | $89.41             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-11-01      | 7.0000%  | 0.0000% | $100000.00         | $2068.02           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-01-01      | 4.5000%  | 0.0000% | $2516965.00        | $10266.83          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-01-01      | 5.0000%  | 0.0000% | $4000.00           | $44.15             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-05-01      | 6.3440%  | 0.0000% | $250000.00         | $8528.05           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-02-01      | 6.2090%  | 0.0000% | $745119.00         | $11042.31          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 4.5000%  | 0.0000% | $14545100.00       | $14337390.62       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-08-01      | 5.5000%  | 0.0000% | $810000.00         | $5988.17           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-08-01      | 5.5000%  | 0.0000% | $1310376.00        | $22496.04          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-09-01      | 5.5000%  | 0.0000% | $1339588.00        | $20370.09          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-11-01      | 4.5000%  | 0.0000% | $2000.00           | $26.78             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-11-01      | 6.2110%  | 0.0000% | $235000.00         | $2369.34           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-02-01      | 5.0000%  | 0.0000% | $11000.00          | $157.01            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2029-02-01      | 5.5000%  | 0.0000% | $83000.00          | $252.15            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-11-01      | 6.4680%  | 0.0000% | $1100000.00        | $14036.40          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-07-01      | 6.5050%  | 0.0000% | $1350000.00        | $4612.83           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-04-01      | 4.5000%  | 0.0000% | $10000.00          | $131.63            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-11-01      | 4.5000%  | 0.0000% | $15445198.00       | $15238000.67       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-07-01      | 6.5870%  | 0.0000% | $12483.00          | $77.92             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-08-01      | 5.0000%  | 0.0000% | $1000000.00        | $22369.69          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-01-01      | 5.5000%  | 0.0000% | $486802.00         | $4714.49           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-01-01      | 5.0000%  | 0.0000% | $5000.00           | $29.82             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-06-01      | 5.0000%  | 0.0000% | $890000.00         | $16468.27          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-04-01      | 4.5000%  | 0.0000% | $1608.00           | $11.54             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-04-01      | 4.5000%  | 0.0000% | $367743.00         | $12898.14          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-05-01      | 5.0000%  | 0.0000% | $991894.00         | $18382.96          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-05-01      | 5.0000%  | 0.0000% | $138046.00         | $4192.77           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-08-01      | 5.0000%  | 0.0000% | $833014.00         | $10945.51          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-10-01      | 6.5000%  | 0.0000% | $137094.00         | $143700.12         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-06-01      | 4.5000%  | 0.0000% | $285000.00         | $14377.50          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-06-01      | 4.5000%  | 0.0000% | $173058.00         | $2055.83           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-08-01      | 6.4400%  | 0.0000% | $3200000.00        | $10259.08          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-06-01      | 4.5000%  | 0.0000% | $115000.00         | $10811.44          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-07-01      | 5.0000%  | 0.0000% | $1000.00           | $26.22             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-04-01      | 4.5000%  | 0.0000% | $62000.00          | $1302.96           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-01-01      | 5.0000%  | 0.0000% | $944784.00         | $28382.42          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-06-01      | 4.5000%  | 0.0000% | $572973.00         | $17133.75          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-06-01      | 4.5000%  | 0.0000% | $351043.00         | $14032.93          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-08-01      | 4.5000%  | 0.0000% | $3163.00           | $184.62            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 5.5000%  | 0.0000% | $20111.00          | $20369.83          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-09-01      | 4.0000%  | 0.0000% | $100000.00         | $6544.62           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2046-03-01      | 4.0000%  | 0.0000% | $12000.00          | $1284.79           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2046-03-01      | 4.5000%  | 0.0000% | $24000.00          | $2136.74           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2046-04-01      | 3.5000%  | 0.0000% | $3000.00           | $316.41            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-02-01      | 4.0000%  | 0.0000% | $4000.00           | $428.89            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-09-01      | 4.5000%  | 0.0000% | $63000.00          | $4818.71           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-09-01      | 5.0000%  | 0.0000% | $119553.00         | $10615.08          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-10-01      | 3.5000%  | 0.0000% | $437001.00         | $31467.72          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-10-01      | 4.0000%  | 0.0000% | $170000.00         | $13972.20          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-10-01      | 4.0000%  | 0.0000% | $156000.00         | $11725.08          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-10-01      | 4.5000%  | 0.0000% | $71000.00          | $5866.31           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-11-01      | 4.0000%  | 0.0000% | $90048.00          | $7070.42           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-12-01      | 3.5000%  | 0.0000% | $40000.00          | $3365.61           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-01-01      | 3.5000%  | 0.0000% | $189000.00         | $14151.11          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-01-01      | 4.0000%  | 0.0000% | $64000.00          | $4284.88           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2029-02-01      | 3.5000%  | 0.0000% | $53000.00          | $2785.51           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-02-01      | 3.5000%  | 0.0000% | $59000.00          | $4085.94           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2026-08-01      | 2.0000%  | 0.0000% | $14000.00          | $178.54            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2026-08-01      | 2.5000%  | 0.0000% | $8000.00           | $92.32             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-09-01      | 3.5000%  | 0.0000% | $8000.00           | $1306.25           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2031-11-01      | 2.0000%  | 0.0000% | $10000.00          | $1590.24           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2031-11-01      | 2.5000%  | 0.0000% | $2000.00           | $273.26            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-11-01      | 2.5000%  | 0.0000% | $145000.00         | $21761.90          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2026-12-01      | 2.5000%  | 0.0000% | $75000.00          | $1455.49           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-12-01      | 3.0000%  | 0.0000% | $100000.00         | $16540.85          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2032-01-01      | 2.5000%  | 0.0000% | $6000.00           | $874.65            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2032-01-01      | 3.0000%  | 0.0000% | $80000.00          | $8687.46           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-01-01      | 3.5000%  | 0.0000% | $32000.00          | $5504.99           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-01-01      | 4.0000%  | 0.0000% | $61075.00          | $8076.63           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-02-01      | 4.0000%  | 0.0000% | $4000.00           | $433.16            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-02-01      | 3.5000%  | 0.0000% | $40000.00          | $6247.10           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-03-01      | 4.0000%  | 0.0000% | $5000.00           | $474.23            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2027-03-01      | 3.5000%  | 0.0000% | $3000.00           | $84.58             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-04-01      | 3.0000%  | 0.0000% | $83000.00          | $19172.58          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-04-01      | 4.0000%  | 0.0000% | $30000.00          | $2902.41           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-04-01      | 3.5000%  | 0.0000% | $215000.00         | $31203.87          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2032-04-01      | 3.0000%  | 0.0000% | $130000.00         | $14763.66          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2027-04-01      | 3.0000%  | 0.0000% | $13719.00          | $347.43            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-05-01      | 3.5000%  | 0.0000% | $15000.00          | $2009.02           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2032-05-01      | 3.0000%  | 0.0000% | $90000.00          | $10000.73          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-06-01      | 4.0000%  | 0.0000% | $439000.00         | $45935.42          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-07-01      | 3.0000%  | 0.0000% | $51000.00          | $8794.61           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-07-01      | 4.0000%  | 0.0000% | $12238.00          | $1692.13           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2032-07-01      | 3.5000%  | 0.0000% | $3000.00           | $279.37            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2027-08-01      | 3.5000%  | 0.0000% | $10000.00          | $346.90            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2027-08-01      | 2.5000%  | 0.0000% | $13005.00          | $531.33            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-09-01      | 3.0000%  | 0.0000% | $2000.00           | $348.17            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-09-01      | 3.5000%  | 0.0000% | $23000.00          | $2858.55           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-12-01      | 3.0000%  | 0.0000% | $51000.00          | $8980.51           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2032-11-01      | 3.0000%  | 0.0000% | $5000.00           | $586.67            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-01-01      | 3.0000%  | 0.0000% | $227000.00         | $36537.70          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2032-12-01      | 3.5000%  | 0.0000% | $107870.00         | $13098.74          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2027-12-01      | 3.0000%  | 0.0000% | $46000.00          | $2316.37           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-01-01      | 3.0000%  | 0.0000% | $85000.00          | $13318.09          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-08-01      | 4.5000%  | 0.0000% | $3765000.00        | $14344.51          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-07-01      | 6.1630%  | 0.0000% | $110000.00         | $2481.68           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-06-01      | 6.2790%  | 0.0000% | $2000000.00        | $6583.94           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-07-01      | 6.5000%  | 0.0000% | $200000.00         | $2589.45           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-12-01      | 6.3450%  | 0.0000% | $2000000.00        | $11067.12          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-04-01      | 5.0000%  | 0.0000% | $530000.00         | $12706.22          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-04-01      | 5.0000%  | 0.0000% | $650000.00         | $5510.80           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2033-06-01      | 5.5000%  | 0.0000% | $526000.00         | $809.26            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2033-10-01      | 6.0000%  | 0.0000% | $7000.00           | $34.28             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2033-12-01      | 7.0000%  | 0.0000% | $14000.00          | $59.95             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2034-08-01      | 4.5000%  | 0.0000% | $130000.00         | $4343.94           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2032-01-01      | 5.5000%  | 0.0000% | $2065000.00        | $2415.52           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2032-01-01      | 6.5000%  | 0.0000% | $82982.00          | $96.90             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2032-04-01      | 7.0000%  | 0.0000% | $643176.00         | $3234.45           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2032-06-01      | 7.0000%  | 0.0000% | $25000.00          | $18.66             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2032-06-01      | 7.0000%  | 0.0000% | $75000.00          | $76.26             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2032-06-01      | 7.0000%  | 0.0000% | $1150000.00        | $901.56            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-12-01      | 2.0000%  | 0.0000% | $24000.00          | $10249.60          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2032-08-01      | 6.0000%  | 0.0000% | $32000.00          | $39.74             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2032-09-01      | 5.5000%  | 0.0000% | $1000000.00        | $1314.58           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2032-09-01      | 6.5000%  | 0.0000% | $25000.00          | $90.22             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2032-12-01      | 5.5000%  | 0.0000% | $1100000.00        | $2774.41           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2032-12-01      | 6.0000%  | 0.0000% | $23048.00          | $17.01             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2033-02-01      | 5.5000%  | 0.0000% | $40000.00          | $116.58            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2033-04-01      | 5.5000%  | 0.0000% | $33000.00          | $653.09            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2033-03-01      | 5.5000%  | 0.0000% | $62000.00          | $409.41            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2033-05-01      | 5.5000%  | 0.0000% | $305000.00         | $922.97            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2033-04-01      | 5.5000%  | 0.0000% | $52000.00          | $126.85            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-11-01      | 2.0000%  | 0.0000% | $50000.00          | $24992.87          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-06-01      | 6.5000%  | 0.0000% | $1000.00           | $823.49            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-04-01      | 5.5000%  | 0.0000% | $1012.00           | $882.63            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-09-01      | 5.5000%  | 0.0000% | $4038.00           | $3842.05           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-08-01      | 7.0000%  | 0.0000% | $3024.00           | $1919.37           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-10-01      | 5.0000%  | 0.0000% | $20000.00          | $19060.34          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-10-01      | 5.0000%  | 0.0000% | $49718.00          | $33666.65          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-12-01      | 4.5000%  | 0.0000% | $43457.00          | $37041.64          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-11-01      | 5.0000%  | 0.0000% | $5558.00           | $5227.12           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-02-01      | 5.5000%  | 0.0000% | $35000.00          | $31825.98          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-03-01      | 5.0000%  | 0.0000% | $27000.00          | $24776.86          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-03-01      | 5.5000%  | 0.0000% | $26000.00          | $22692.32          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-05-01      | 5.0000%  | 0.0000% | $2000.00           | $1771.01           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-07-01      | 5.0000%  | 0.0000% | $7000.00           | $6028.86           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-04-01      | 5.5000%  | 0.0000% | $12767343.00       | $11988815.80       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-08-01      | 5.0000%  | 0.0000% | $31572.00          | $28199.16          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-10-01      | 4.0000%  | 0.0000% | $1733.00           | $1556.94           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2031-02-01      | 8.0000%  | 0.0000% | $10000000.00       | $12815.10          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2030-10-01      | 8.5000%  | 0.0000% | $10925000.00       | $16207.63          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2031-06-01      | 8.5000%  | 0.0000% | $1778882.00        | $8032.65           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2031-06-01      | 8.5000%  | 0.0000% | $1214889.00        | $1905.59           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2031-04-01      | 8.0000%  | 0.0000% | $250000.00         | $1990.15           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2031-08-01      | 7.0000%  | 0.0000% | $1440000.00        | $400.52            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2031-05-01      | 8.5000%  | 0.0000% | $16127642.00       | $16290.27          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2031-07-01      | 7.0000%  | 0.0000% | $4000.00           | $8.17              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2032-03-01      | 6.0000%  | 0.0000% | $625000.00         | $828.81            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2031-09-01      | 6.2450%  | 0.0000% | $500000.00         | $3401.24           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-06-01      | 6.0000%  | 0.0000% | $1000.00           | $573.08            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2031-08-01      | 7.0000%  | 0.0000% | $1000.00           | $0.47              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2031-07-01      | 7.0000%  | 0.0000% | $2500000.00        | $6946.24           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2031-09-01      | 7.5000%  | 0.0000% | $1350600.00        | $1349.96           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-08-01      | 4.5000%  | 0.0000% | $33000.00          | $826.98            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-09-01      | 5.5000%  | 0.0000% | $2016.00           | $1961.32           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-08-01      | 6.5000%  | 0.0000% | $2000.00           | $2060.03           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-07-01      | 6.0000%  | 0.0000% | $1000.00           | $799.58            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-08-01      | 6.0000%  | 0.0000% | $20000.00          | $16853.62          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-09-01      | 7.0000%  | 0.0000% | $2000.00           | $1239.87           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-12-01      | 7.0000%  | 0.0000% | $50276.00          | $23995.24          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-09-01      | 5.0000%  | 0.0000% | $2000.00           | $1663.69           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-09-01      | 6.0000%  | 0.0000% | $1024.00           | $943.93            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-09-01      | 6.0000%  | 0.0000% | $3024.00           | $2691.16           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-11-01      | 6.0000%  | 0.0000% | $18280.00          | $16545.53          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-09-01      | 6.6590%  | 0.0000% | $880000.00         | $14576.16          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-10-01      | 5.5000%  | 0.0000% | $1000.00           | $985.58            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-11-01      | 4.0000%  | 0.0000% | $1000.00           | $816.00            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-11-01      | 5.0000%  | 0.0000% | $1001.00           | $922.30            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-12-01      | 5.0000%  | 0.0000% | $25652.00          | $23037.73          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-01-01      | 6.5000%  | 0.0000% | $4368.00           | $3741.19           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-06-01      | 6.5000%  | 0.0000% | $1000.00           | $1039.30           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-04-01      | 6.0000%  | 0.0000% | $216359.00         | $225975.60         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-06-01      | 5.0000%  | 0.0000% | $26412.00          | $21553.21          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-08-01      | 6.0000%  | 0.0000% | $10635577.00       | $10603519.93       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-09-01      | 6.5000%  | 0.0000% | $1937.00           | $2028.80           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-11-01      | 6.5620%  | 0.0000% | $1200000.00        | $18397.21          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-09-01      | 5.5990%  | 0.0000% | $29098.00          | $29736.48          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-11-01      | 5.5000%  | 0.0000% | $1000.00           | $1021.11           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-11-01      | 5.5000%  | 0.0000% | $1000.00           | $1027.77           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-12-01      | 5.1530%  | 0.0000% | $33931622.00       | $34666131.34       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-12-01      | 4.7500%  | 0.0000% | $46465275.00       | $46977856.68       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-11-01      | 6.0000%  | 0.0000% | $1000.00           | $1038.46           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-12-01      | 5.0000%  | 0.0000% | $7041.00           | $7080.02           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2030-08-01      | 3.0000%  | 0.0000% | $164414.00         | $11954.39          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2026-04-01      | 3.5000%  | 0.0000% | $48000.00          | $53.32             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2030-08-01      | 3.0000%  | 0.0000% | $106743.00         | $6398.18           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-08-01      | 6.0000%  | 0.0000% | $200000.00         | $7224.34           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-11-01      | 4.5000%  | 0.0000% | $70000.00          | $20804.31          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-09-01      | 3.5000%  | 0.0000% | $30000.00          | $4274.55           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-01-01      | 3.5000%  | 0.0000% | $19000.00          | $2347.39           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-12-01      | 6.3400%  | 0.0000% | $260000.00         | $130.37            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-11-01      | 4.0000%  | 0.0000% | $10000.00          | $563.08            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-11-01      | 4.0000%  | 0.0000% | $175000.00         | $17960.49          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2031-03-01      | 3.5000%  | 0.0000% | $20625.00          | $2021.17           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-04-01      | 3.5000%  | 0.0000% | $125000.00         | $13117.61          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-01-01      | 3.5000%  | 0.0000% | $125000.00         | $19434.76          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2031-02-01      | 3.0000%  | 0.0000% | $124129.00         | $9750.91           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2031-05-01      | 3.0000%  | 0.0000% | $1010.00           | $123.73            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-02-01      | 3.5000%  | 0.0000% | $4000.00           | $458.59            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-06-01      | 6.2890%  | 0.0000% | $1000000.00        | $43701.86          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-07-01      | 4.5000%  | 0.0000% | $45000.00          | $1506.13           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2031-07-01      | 3.5000%  | 0.0000% | $67038.00          | $2782.71           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-01-01      | 3.5000%  | 0.0000% | $5000.00           | $863.25            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2026-10-01      | 3.5000%  | 0.0000% | $268059.00         | $1088.25           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-02-01      | 4.5000%  | 0.0000% | $120000.00         | $5338.00           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-11-01      | 3.5000%  | 0.0000% | $10001.00          | $8920.38           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2027-07-01      | 5.0000%  | 0.0000% | $6874931.00        | $1456.20           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2030-04-01      | 8.5000%  | 0.0000% | $17640599.00       | $9838.74           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2030-05-01      | 7.0000%  | 0.0000% | $3079969.00        | $670.53            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2030-08-01      | 8.5000%  | 0.0000% | $1174169.00        | $234.61            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2030-08-01      | 8.5000%  | 0.0000% | $2823743.00        | $1503.14           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2031-02-01      | 7.0000%  | 0.0000% | $4890000.00        | $2447.48           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2031-04-01      | 7.0000%  | 0.0000% | $447515.00         | $178.54            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2031-02-01      | 7.0000%  | 0.0000% | $2640000.00        | $915.32            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2031-02-01      | 6.0000%  | 0.0000% | $800000.00         | $1402.51           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2030-05-01      | 8.5000%  | 0.0000% | $289263.00         | $62.72             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2030-05-01      | 9.0000%  | 0.0000% | $2900000.00        | $1339.99           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-01-01      | 4.0000%  | 0.0000% | $1000.00           | $880.54            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2030-02-01      | 6.0000%  | 0.0000% | $21000.00          | $1119.59           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2030-07-01      | 8.5000%  | 0.0000% | $460698.00         | $2215.77           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-09-01      | 5.6110%  | 0.0000% | $5500000.00        | $2472.52           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-12-01      | 4.8930%  | 0.0000% | $5600000.00        | $3253.85           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2031-05-01      | 7.5000%  | 0.0000% | $276045.00         | $141.71            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2031-08-01      | 6.1830%  | 0.0000% | $1500000.00        | $949.09            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2031-09-01      | 7.5000%  | 0.0000% | $407393.00         | $414.54            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2031-09-01      | 7.0000%  | 0.0000% | $3225000.00        | $2237.57           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-12-01      | 6.1550%  | 0.0000% | $600000.00         | $128.65            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2031-11-01      | 7.5000%  | 0.0000% | $2353030.00        | $1253.26           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-02-01      | 5.5000%  | 0.0000% | $15001.00          | $9188.26           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2032-04-01      | 7.0000%  | 0.0000% | $8667012.00        | $9268.06           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2032-06-01      | 7.0000%  | 0.0000% | $2780000.00        | $2900.86           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2032-04-01      | 8.0000%  | 0.0000% | $6603007.00        | $7138.89           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2030-11-01      | 7.5000%  | 0.0000% | $500570.00         | $88.32             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2030-07-01      | 8.5000%  | 0.0000% | $379035.00         | $301.52            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2030-08-01      | 8.5000%  | 0.0000% | $49729.00          | $830.21            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2030-09-01      | 8.5000%  | 0.0000% | $199999.00         | $326.29            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-04-01      | 6.3280%  | 0.0000% | $3500000.00        | $12247.14          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-01-01      | 5.9020%  | 0.0000% | $300000.00         | $3708.36           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-04-01      | 6.4800%  | 0.0000% | $300000.00         | $836.56            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2032-11-01      | 6.2380%  | 0.0000% | $250000.00         | $517.82            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-10-01      | 5.5000%  | 0.0000% | $496000.00         | $2239.03           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-09-01      | 5.8920%  | 0.0000% | $95000.00          | $84.98             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-10-01      | 4.6620%  | 0.0000% | $250000.00         | $2662.24           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2028-03-01      | 6.4750%  | 0.0000% | $1655000.00        | $2443.51           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2030-10-01      | 7.5000%  | 0.0000% | $1923766.00        | $215.74            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2030-08-01      | 8.5000%  | 0.0000% | $1840006.00        | $982.07            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2030-08-01      | 9.0000%  | 0.0000% | $10000000.00       | $4110.94           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2030-09-01      | 8.0000%  | 0.0000% | $31900.00          | $164.24            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-09-01      | 5.5070%  | 0.0000% | $2500000.00        | $4431.17           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-07-01      | 5.0000%  | 0.0000% | $4000.00           | $2811.23           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2030-11-01      | 8.5000%  | 0.0000% | $1216215.00        | $1591.10           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2031-02-01      | 7.5000%  | 0.0000% | $1310000.00        | $3653.79           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2031-03-01      | 7.5000%  | 0.0000% | $1000000.00        | $2527.84           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2030-11-01      | 8.5000%  | 0.0000% | $574012.00         | $2926.44           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2030-10-01      | 8.5000%  | 0.0000% | $1322546.00        | $16048.07          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2030-07-01      | 8.5000%  | 0.0000% | $5101835.00        | $19847.07          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2029-11-01      | 7.5000%  | 0.0000% | $8312733.00        | $2060.64           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2031-03-01      | 7.0000%  | 0.0000% | $2950000.00        | $197.40            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2031-01-01      | 8.5000%  | 0.0000% | $98419.00          | $42.03             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2030-08-01      | 6.6500%  | 0.0000% | $36339109.00       | $2254.29           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-07-01      | 5.5000%  | 0.0000% | $6000.00           | $3670.78           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-10-01      | 3.5000%  | 0.0000% | $10000.00          | $1213.96           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-10-01      | 4.0000%  | 0.0000% | $19000.00          | $2636.02           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-11-01      | 2.5000%  | 0.0000% | $133000.00         | $21040.87          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-11-01      | 3.0000%  | 0.0000% | $43000.00          | $6690.48           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-01-01      | 3.5000%  | 0.0000% | $10000.00          | $1388.54           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2030-01-01      | 3.0000%  | 0.0000% | $1000.00           | $113.48            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-01-01      | 3.0000%  | 0.0000% | $47000.00          | $8311.84           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-01-01      | 3.5000%  | 0.0000% | $173000.00         | $23897.69          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-02-01      | 3.0000%  | 0.0000% | $1000.00           | $185.54            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-02-01      | 3.0000%  | 0.0000% | $18000.00          | $3151.18           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-02-01      | 4.0000%  | 0.0000% | $5000.00           | $687.32            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2029-04-01      | 6.5000%  | 0.0000% | $33849.00          | $26.38             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-04-01      | 6.0030%  | 0.0000% | $290000.00         | $829.92            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-05-01      | 6.8050%  | 0.0000% | $3550000.00        | $5072.94           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-03-01      | 4.5000%  | 0.0000% | $380000.00         | $9190.59           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-03-01      | 5.0000%  | 0.0000% | $2400000.00        | $18272.66          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-03-01      | 6.1750%  | 0.0000% | $2500000.00        | $25101.94          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-11-01      | 5.5000%  | 0.0000% | $47851.00          | $41254.08          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-12-01      | 7.5000%  | 0.0000% | $1364060.00        | $23953.92          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-03-01      | 5.5000%  | 0.0000% | $40556.00          | $39141.20          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-03-01      | 5.5000%  | 0.0000% | $27388.00          | $19124.80          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-04-01      | 5.5000%  | 0.0000% | $43402.00          | $39537.58          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-09-01      | 6.5000%  | 0.0000% | $1000.00           | $1031.33           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-09-01      | 6.0000%  | 0.0000% | $3072.00           | $3003.04           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-08-01      | 7.0000%  | 0.0000% | $1000.00           | $1059.77           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2029-09-01      | 7.0000%  | 0.0000% | $1231856.00        | $496.44            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2029-12-01      | 8.5000%  | 0.0000% | $210000.00         | $69.93             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-11-01      | 3.5000%  | 0.0000% | $1000.00           | $791.40            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2030-03-01      | 7.5000%  | 0.0000% | $667401.00         | $182.53            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2030-09-01      | 7.5000%  | 0.0000% | $399960.00         | $121.62            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2031-01-01      | 6.5000%  | 0.0000% | $359073.00         | $135.68            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2031-01-01      | 8.5000%  | 0.0000% | $1332423.00        | $1475.24           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2031-02-01      | 7.0000%  | 0.0000% | $161250.00         | $78.04             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2030-10-01      | 8.5000%  | 0.0000% | $1316526.00        | $116.12            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-07-01      | 7.0000%  | 0.0000% | $745235.00         | $649.05            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-10-01      | 6.3880%  | 0.0000% | $1000000.00        | $2115.75           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-08-01      | 5.0000%  | 0.0000% | $1900000.00        | $12224.53          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-07-01      | 6.1750%  | 0.0000% | $200000.00         | $431.30            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-08-01      | 4.5000%  | 0.0000% | $9696.00           | $155.13            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-06-01      | 4.5000%  | 0.0000% | $18000.00          | $382.96            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-06-01      | 5.3070%  | 0.0000% | $7602948.00        | $38846.58          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-07-01      | 6.2110%  | 0.0000% | $320000.00         | $803.53            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-08-01      | 6.2070%  | 0.0000% | $500000.00         | $2762.45           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-03-01      | 6.0480%  | 0.0000% | $300000.00         | $5570.62           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-04-01      | 5.0000%  | 0.0000% | $2210000.00        | $20493.85          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-06-01      | 6.2490%  | 0.0000% | $2370000.00        | $7618.58           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-02-01      | 5.5000%  | 0.0000% | $1562000.00        | $13361.94          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-05-01      | 6.3490%  | 0.0000% | $250000.00         | $109.48            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-04-01      | 6.5070%  | 0.0000% | $290000.00         | $543.12            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-04-01      | 6.4220%  | 0.0000% | $300000.00         | $2989.10           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-07-01      | 5.0000%  | 0.0000% | $900000.00         | $43500.73          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-06-01      | 5.0000%  | 0.0000% | $950000.00         | $8910.67           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2044-10-01      | 5.3080%  | 0.0000% | $650000.00         | $5170.23           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-07-01      | 5.0000%  | 0.0000% | $2000.00           | $19.43             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2032-04-01      | 6.4480%  | 0.0000% | $285000.00         | $976.02            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-07-01      | 5.9420%  | 0.0000% | $8600000.00        | $13109.50          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-08-01      | 6.4060%  | 0.0000% | $500000.00         | $3024.51           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-09-01      | 6.0960%  | 0.0000% | $1000.00           | $14.80             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-09-01      | 6.1250%  | 0.0000% | $2000000.00        | $8220.47           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-09-01      | 6.2560%  | 0.0000% | $1100000.00        | $6560.68           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-09-01      | 5.5000%  | 0.0000% | $60000.00          | $254.45            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-07-01      | 5.0000%  | 0.0000% | $745539.00         | $13047.63          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-09-01      | 5.9440%  | 0.0000% | $175000.00         | $3452.83           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-02-01      | 5.0000%  | 0.0000% | $516000.00         | $4950.84           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-09-01      | 6.3000%  | 0.0000% | $35000.00          | $202.20            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-09-01      | 6.2930%  | 0.0000% | $1742020.00        | $6858.55           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-09-01      | 6.4010%  | 0.0000% | $600000.00         | $2701.11           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-11-01      | 5.0000%  | 0.0000% | $3483000.00        | $41345.48          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-05-01      | 6.4580%  | 0.0000% | $1410995.00        | $11261.94          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-01-01      | 6.3920%  | 0.0000% | $45000.00          | $350.80            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-04-01      | 6.4830%  | 0.0000% | $1200000.00        | $14373.95          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-08-01      | 6.3510%  | 0.0000% | $50000.00          | $391.73            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-07-01      | 5.0000%  | 0.0000% | $875000.00         | $16568.05          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-06-01      | 5.0000%  | 0.0000% | $387000.00         | $3701.48           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-07-01      | 5.0000%  | 0.0000% | $76171.00          | $290.11            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-07-01      | 6.3210%  | 0.0000% | $509747.00         | $3021.38           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-11-01      | 6.4120%  | 0.0000% | $60000.00          | $308.08            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2032-11-01      | 6.3630%  | 0.0000% | $400000.00         | $167.13            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-07-01      | 6.3850%  | 0.0000% | $1200000.00        | $8933.17           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-07-01      | 6.5580%  | 0.0000% | $64000.00          | $563.66            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-07-01      | 7.0000%  | 0.0000% | $35000.00          | $496.44            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-04-01      | 6.3890%  | 0.0000% | $250000.00         | $2235.43           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-09-01      | 6.4140%  | 0.0000% | $4000000.00        | $12531.49          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-09-01      | 5.0000%  | 0.0000% | $66235.00          | $8660.38           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-11-01      | 5.5000%  | 0.0000% | $728000.00         | $5250.87           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-01-01      | 6.3360%  | 0.0000% | $7000000.00        | $49242.61          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-07-01      | 6.1550%  | 0.0000% | $5000000.00        | $17630.76          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-06-01      | 6.2700%  | 0.0000% | $1030000.00        | $12186.50          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-05-01      | 6.2100%  | 0.0000% | $200000.00         | $3107.43           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-05-01      | 3.5000%  | 0.0000% | $72637.00          | $4270.06           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-06-01      | 3.0000%  | 0.0000% | $100000.00         | $9359.16           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-06-01      | 4.0000%  | 0.0000% | $200000.00         | $21763.20          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-06-01      | 4.0000%  | 0.0000% | $200000.00         | $33062.82          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-06-01      | 3.0000%  | 0.0000% | $215000.00         | $45366.20          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-07-01      | 3.5000%  | 0.0000% | $61863.00          | $10208.10          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-07-01      | 4.5000%  | 0.0000% | $12201.00          | $175.48            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-09-01      | 4.5000%  | 0.0000% | $284075.00         | $17486.50          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-10-01      | 5.0000%  | 0.0000% | $240000.00         | $16964.49          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-12-01      | 4.5000%  | 0.0000% | $236000.00         | $4871.95           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-12-01      | 5.0000%  | 0.0000% | $164000.00         | $6476.34           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2031-07-01      | 4.5000%  | 0.0000% | $63000.00          | $2288.28           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2031-08-01      | 4.0000%  | 0.0000% | $21000.00          | $690.01            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2031-08-01      | 4.5000%  | 0.0000% | $125000.00         | $5592.54           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2031-10-01      | 4.0000%  | 0.0000% | $112000.00         | $4839.25           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2031-11-01      | 3.5000%  | 0.0000% | $109933.00         | $3531.53           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2029-09-01      | 4.5000%  | 0.0000% | $1000000.00        | $11254.26          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2029-12-01      | 4.5000%  | 0.0000% | $52000.00          | $709.66            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-06-01      | 4.0000%  | 0.0000% | $6000.00           | $1358.13           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-08-01      | 3.5000%  | 0.0000% | $1000.00           | $877.56            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-05-01      | 5.0000%  | 0.0000% | $1000.00           | $113.66            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-07-01      | 3.5000%  | 0.0000% | $24000.00          | $4146.04           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-07-01      | 4.5000%  | 0.0000% | $110000.00         | $17110.53          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-08-01      | 3.5000%  | 0.0000% | $18000.00          | $1632.86           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-08-01      | 3.0000%  | 0.0000% | $42000.00          | $16595.29          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-09-01      | 3.5000%  | 0.0000% | $135000.00         | $19893.68          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-02-01      | 4.0000%  | 0.0000% | $156000.00         | $13460.34          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-09-01      | 3.5000%  | 0.0000% | $32000.00          | $6879.31           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-09-01      | 3.5000%  | 0.0000% | $102000.00         | $20915.17          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-06-01      | 3.5000%  | 0.0000% | $178000.00         | $20713.19          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-05-01      | 5.5000%  | 0.0000% | $14526612.00       | $14303727.02       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-09-01      | 3.5000%  | 0.0000% | $41000.00          | $6426.02           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-11-01      | 4.0000%  | 0.0000% | $94000.00          | $9243.63           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2030-07-01      | 3.0000%  | 0.0000% | $125000.00         | $16357.87          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-03-01      | 2.5000%  | 0.0000% | $43000.00          | $16032.78          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-08-01      | 4.0000%  | 0.0000% | $48000.00          | $11003.17          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-06-01      | 3.5000%  | 0.0000% | $28000.00          | $3160.87           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-01-01      | 3.5000%  | 0.0000% | $51534.00          | $10664.43          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-02-01      | 3.5000%  | 0.0000% | $54000.00          | $11440.87          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-04-01      | 2.5000%  | 0.0000% | $12000.00          | $3352.34           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-05-01      | 3.0000%  | 0.0000% | $31000.00          | $7459.52           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-07-01      | 4.0000%  | 0.0000% | $1000.00           | $930.93            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2029-09-01      | 6.0000%  | 0.0000% | $200000.00         | $13648.23          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-02-01      | 3.0000%  | 0.0000% | $50000.00          | $21181.09          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-09-01      | 4.5000%  | 0.0000% | $24000.00          | $187.72            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-04-01      | 3.5000%  | 0.0000% | $22000.00          | $3735.03           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2030-06-01      | 3.0000%  | 0.0000% | $55000.00          | $6505.72           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-04-01      | 3.0000%  | 0.0000% | $15000.00          | $2894.56           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-02-01      | 3.5000%  | 0.0000% | $92000.00          | $14366.09          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-03-01      | 3.0000%  | 0.0000% | $46000.00          | $14573.25          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-05-01      | 3.5000%  | 0.0000% | $15000.00          | $2759.59           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-11-01      | 3.5000%  | 0.0000% | $61001.00          | $11388.26          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 6.0000%  | 0.0000% | $12160062.00       | $12007426.86       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-08-01      | 2.0000%  | 0.0000% | $35000.00          | $11648.72          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-11-01      | 4.5000%  | 0.0000% | $24000.00          | $4890.75           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-05-01      | 3.5000%  | 0.0000% | $45882.00          | $5325.28           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2027-03-01      | 5.0000%  | 0.0000% | $3027433.00        | $500.71            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-07-01      | 5.0000%  | 0.0000% | $1000.00           | $363.38            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-09-01      | 2.0000%  | 0.0000% | $16000.00          | $8459.53           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-12-01      | 3.5000%  | 0.0000% | $20000.00          | $6052.61           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-07-01      | 3.0000%  | 0.0000% | $75000.00          | $23685.88          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-08-01      | 2.5000%  | 0.0000% | $39249.00          | $20249.04          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-01-01      | 3.5000%  | 0.0000% | $40000.00          | $9443.62           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-12-01      | 3.5000%  | 0.0000% | $8000.00           | $1202.08           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-01-01      | 3.5000%  | 0.0000% | $5000.00           | $1341.42           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-03-01      | 4.0000%  | 0.0000% | $29000.00          | $7641.97           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-10-01      | 4.0000%  | 0.0000% | $46000.00          | $13889.73          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-11-01      | 2.0000%  | 0.0000% | $20000.00          | $10558.73          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-11-01      | 2.5000%  | 0.0000% | $82000.00          | $42907.62          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-05-01      | 4.5000%  | 0.0000% | $14000.00          | $4674.20           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-07-01      | 4.0000%  | 0.0000% | $2000.00           | $460.49            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-09-01      | 4.0000%  | 0.0000% | $121000.00         | $28129.64          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-06-01      | 3.5000%  | 0.0000% | $124000.00         | $34561.80          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 7.0000%  | 0.0000% | $7436632.00        | $7077350.41        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-03-01      | 3.0000%  | 0.0000% | $20000.00          | $5854.63           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-11-01      | 4.0000%  | 0.0000% | $39000.00          | $12118.38          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-01-01      | 2.0000%  | 0.0000% | $25000.00          | $12386.31          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-08-01      | 3.5000%  | 0.0000% | $3000.00           | $987.04            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-02-01      | 2.5000%  | 0.0000% | $49084.00          | $26468.75          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-08-01      | 4.0000%  | 0.0000% | $78216.00          | $19016.73          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-01-01      | 2.0000%  | 0.0000% | $25000.00          | $14232.64          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2044-07-01      | 5.0000%  | 0.0000% | $6000.00           | $2294.40           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-08-01      | 5.0000%  | 0.0000% | $3000.00           | $1089.53           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-02-01      | 2.0000%  | 0.0000% | $50000.00          | $25722.43          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 6.0000%  | 0.0000% | $9733418.00        | $8426218.66        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-01-01      | 3.5000%  | 0.0000% | $15000.00          | $6551.47           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2044-05-01      | 5.5000%  | 0.0000% | $36000.00          | $15226.99          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-07-01      | 4.0000%  | 0.0000% | $26000.00          | $8930.17           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-10-01      | 4.0000%  | 0.0000% | $12000.00          | $2521.60           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2027-01-01      | 4.5000%  | 0.0000% | $3423611.00        | $23583.49          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-06-01      | 3.5000%  | 0.0000% | $3000.00           | $951.05            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-07-01      | 3.0000%  | 0.0000% | $32000.00          | $10324.99          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-03-01      | 3.5000%  | 0.0000% | $40000.00          | $15147.53          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-05-01      | 2.0000%  | 0.0000% | $10000.00          | $5770.14           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-05-01      | 2.5000%  | 0.0000% | $4080.00           | $2501.12           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-04-01      | 6.0000%  | 0.0000% | $7617920.00        | $7609454.58        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-07-01      | 4.0000%  | 0.0000% | $5000.00           | $1507.55           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-02-01      | 2.5000%  | 0.0000% | $27002.00          | $5543.15           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-05-01      | 2.0000%  | 0.0000% | $60000.00          | $38395.38          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-03-01      | 4.0000%  | 0.0000% | $138640.00         | $45965.44          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-09-01      | 4.0000%  | 0.0000% | $2000.00           | $750.03            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-10-02      | 4.5000%  | 0.0000% | $7238.00           | $2212.36           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-03-01      | 3.5000%  | 0.0000% | $16000.00          | $5471.55           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-01-01      | 3.5000%  | 0.0000% | $109001.00         | $36791.97          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-02-01      | 3.5000%  | 0.0000% | $25000.00          | $12050.77          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-06-01      | 3.0000%  | 0.0000% | $30000.00          | $18014.79          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-10-01      | 4.5000%  | 0.0000% | $700000.00         | $669989.54         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-05-01      | 3.5000%  | 0.0000% | $1000.00           | $286.98            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-09-01      | 3.5000%  | 0.0000% | $3000.00           | $596.93            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-07-01      | 2.5000%  | 0.0000% | $8000.00           | $4566.13           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-12-01      | 3.0000%  | 0.0000% | $1000.00           | $331.08            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-07-01      | 2.0000%  | 0.0000% | $10000.00          | $5938.59           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-09-01      | 2.0000%  | 0.0000% | $24000.00          | $13139.08          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-09-01      | 2.0000%  | 0.0000% | $2000.00           | $1235.28           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-09-01      | 2.0000%  | 0.0000% | $39182.00          | $24154.27          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-11-01      | 2.0000%  | 0.0000% | $35000.00          | $22219.90          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2030-12-01      | 7.0000%  | 0.0000% | $1000000.00        | $406.04            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2031-04-01      | 7.0000%  | 0.0000% | $23000.00          | $11.15             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2033-09-01      | 6.5000%  | 0.0000% | $30734.00          | $117.52            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2034-06-01      | 6.0000%  | 0.0000% | $170233.00         | $1660.19           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-11-01      | 4.0000%  | 0.0000% | $1000.00           | $805.31            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2033-11-01      | 7.0000%  | 0.0000% | $250000.00         | $3279.38           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2034-02-01      | 6.5000%  | 0.0000% | $7580.00           | $138.75            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2036-10-01      | 7.0000%  | 0.0000% | $230000.00         | $2208.86           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2040-12-01      | 3.5000%  | 0.0000% | $25000.00          | $830.14            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2044-11-01      | 3.5000%  | 0.0000% | $4050.00           | $386.05            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2043-02-01      | 3.5000%  | 0.0000% | $6000.00           | $791.76            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2026-07-01      | 7.0000%  | 0.0000% | $59299.00          | $4.77              | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2026-08-01      | 7.5000%  | 0.0000% | $7425000.00        | $663.71            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2026-05-01      | 3.5000%  | 0.0000% | $76000.00          | $121.13            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2026-05-01      | 3.5000%  | 0.0000% | $696255.00         | $699.94            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2028-12-01      | 5.0000%  | 0.0000% | $686547.00         | $915.99            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2037-05-01      | 3.5000%  | 0.0000% | $16000.00          | $2066.26           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2027-01-01      | 3.5000%  | 0.0000% | $175000.00         | $414.13            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2030-06-01      | 3.0000%  | 0.0000% | $19583.00          | $1617.54           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-10-01      | 4.5000%  | 0.0000% | $56000.00          | $4789.72           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-05-01      | 4.5000%  | 0.0000% | $3000.00           | $326.93            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2032-05-01      | 9.0000%  | 0.0000% | $400000.00         | $18.20             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2026-11-01      | 8.5000%  | 0.0000% | $6390000.00        | $1679.99           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2027-08-01      | 7.0000%  | 0.0000% | $2095640.00        | $249.82            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2028-07-01      | 8.5000%  | 0.0000% | $1000000.00        | $92.85             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-12-01      | 4.5000%  | 0.0000% | $34000.00          | $20503.88          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2030-03-01      | 8.5000%  | 0.0000% | $618000.00         | $1033.91           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2031-03-01      | 7.0000%  | 0.0000% | $35000.00          | $20.11             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2031-02-01      | 7.5000%  | 0.0000% | $417039.00         | $70.97             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2031-04-01      | 7.0000%  | 0.0000% | $164181.00         | $57.33             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2031-08-01      | 7.0000%  | 0.0000% | $50000.00          | $20.61             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2031-09-01      | 7.0000%  | 0.0000% | $5505337.00        | $2827.82           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2032-04-01      | 7.0000%  | 0.0000% | $2458.00           | $1.92              | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2032-07-01      | 7.0000%  | 0.0000% | $424000.00         | $1938.67           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2032-07-01      | 7.0000%  | 0.0000% | $2596168.00        | $2099.17           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2032-07-01      | 7.5000%  | 0.0000% | $59000.00          | $1274.17           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-12-01      | 4.0000%  | 0.0000% | $20931.00          | $17156.90          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2037-02-01      | 7.0000%  | 0.0000% | $61943.00          | $578.57            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2038-01-01      | 6.5000%  | 0.0000% | $15000.00          | $124.52            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2038-04-01      | 5.5000%  | 0.0000% | $312019.00         | $1922.45           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2038-06-01      | 6.0000%  | 0.0000% | $123169.00         | $1700.10           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2038-08-01      | 6.5000%  | 0.0000% | $45000.00          | $291.88            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2038-12-01      | 7.0000%  | 0.0000% | $200000.00         | $4157.58           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2039-07-01      | 4.5000%  | 0.0000% | $46000.00          | $1089.53           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2038-11-01      | 7.0000%  | 0.0000% | $160000.00         | $1363.70           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2039-10-01      | 5.5000%  | 0.0000% | $211000.00         | $4450.31           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2036-02-01      | 6.5000%  | 0.0000% | $25000.00          | $277.92            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-12-01      | 6.0000%  | 0.0000% | $34152.00          | $24760.58          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2036-10-01      | 7.0000%  | 0.0000% | $10367.00          | $107.83            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2044-12-01      | 3.5000%  | 0.0000% | $28000.00          | $2316.48           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2046-12-01      | 3.5000%  | 0.0000% | $9520000.00        | $1346205.60        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2047-04-01      | 4.5000%  | 0.0000% | $20000.00          | $1745.98           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2047-09-01      | 4.5000%  | 0.0000% | $11327.00          | $1322.17           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2047-11-01      | 4.5000%  | 0.0000% | $30593.00          | $3822.79           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-07-01      | 4.5000%  | 0.0000% | $5000.00           | $445.50            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-07-01      | 3.5000%  | 0.0000% | $20000.00          | $1450.85           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2026-02-01      | 4.0000%  | 0.0000% | $26000.00          | $0.37              | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2029-07-01      | 6.5000%  | 0.0000% | $339307.00         | $59.02             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2029-07-01      | 6.5000%  | 0.0000% | $595873.00         | $165.90            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2029-08-01      | 6.5000%  | 0.0000% | $121179.00         | $51.85             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2032-06-01      | 3.5000%  | 0.0000% | $4000.00           | $1794.93           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2029-07-01      | 8.5000%  | 0.0000% | $453000.00         | $1654.83           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2029-08-01      | 6.5000%  | 0.0000% | $462702.00         | $321.33            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2029-10-01      | 7.5000%  | 0.0000% | $5503644.00        | $2333.62           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2029-11-01      | 7.5000%  | 0.0000% | $1257145.00        | $739.09            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2029-11-01      | 7.5000%  | 0.0000% | $1224760.00        | $351.42            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2030-01-01      | 7.0000%  | 0.0000% | $669618.00         | $138.13            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2029-12-01      | 7.0000%  | 0.0000% | $2021370.00        | $734.60            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2030-03-01      | 8.5000%  | 0.0000% | $3986000.00        | $4295.32           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2030-03-01      | 7.5000%  | 0.0000% | $1000000.00        | $392.75            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2030-05-01      | 7.0000%  | 0.0000% | $45375.00          | $23.03             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2030-10-01      | 7.5000%  | 0.0000% | $125000.00         | $1129.56           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2030-08-01      | 6.5000%  | 0.0000% | $380000.00         | $162.33            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2030-11-01      | 7.5000%  | 0.0000% | $1000.00           | $0.37              | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2030-12-01      | 7.5000%  | 0.0000% | $100000.00         | $138.78            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2030-12-01      | 7.5000%  | 0.0000% | $373521.00         | $1146.38           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2031-01-01      | 7.5000%  | 0.0000% | $8000.00           | $2.06              | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2031-05-01      | 7.0000%  | 0.0000% | $3000.00           | $33.64             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2031-05-01      | 7.0000%  | 0.0000% | $730000.00         | $101.47            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2031-06-01      | 7.0000%  | 0.0000% | $127000.00         | $1313.83           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2028-01-01      | 7.5000%  | 0.0000% | $200000.00         | $314.22            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-07-01      | 3.5000%  | 0.0000% | $46000.00          | $27479.45          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2031-07-01      | 7.0000%  | 0.0000% | $1000000.00        | $3909.23           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2031-07-01      | 6.5000%  | 0.0000% | $350000.00         | $27.86             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2032-06-01      | 7.0000%  | 0.0000% | $40791.00          | $20.82             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2032-07-01      | 7.0000%  | 0.0000% | $424000.00         | $3252.90           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2031-11-01      | 7.0000%  | 0.0000% | $925000.00         | $3910.31           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2032-03-01      | 6.5000%  | 0.0000% | $456593.00         | $273.66            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2032-03-01      | 7.0000%  | 0.0000% | $46101.00          | $417.61            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2032-04-01      | 7.0000%  | 0.0000% | $152000.00         | $2857.12           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2032-04-01      | 7.0000%  | 0.0000% | $62000.00          | $304.36            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2032-08-01      | 6.5000%  | 0.0000% | $1383.00           | $11.05             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-09-01      | 2.5000%  | 0.0000% | $2202.00           | $1457.45           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2032-08-01      | 6.5000%  | 0.0000% | $625000.00         | $479.48            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2032-07-01      | 6.5000%  | 0.0000% | $25000.00          | $225.75            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2032-08-01      | 6.5000%  | 0.0000% | $50000.00          | $129.15            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2032-03-01      | 6.5000%  | 0.0000% | $226137.00         | $129.25            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2033-01-01      | 5.5000%  | 0.0000% | $565910.00         | $664.50            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2033-04-01      | 5.5000%  | 0.0000% | $40000.00          | $143.57            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2026-05-01      | 6.5000%  | 0.0000% | $360443.00         | $24.29             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2026-07-01      | 7.5000%  | 0.0000% | $9906468.00        | $2362.64           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2031-10-01      | 7.5000%  | 0.0000% | $46040.00          | $235.05            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2031-11-01      | 7.5000%  | 0.0000% | $448800.00         | $2427.85           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2031-07-01      | 7.5000%  | 0.0000% | $38360.00          | $219.42            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2031-02-01      | 7.5000%  | 0.0000% | $296000.00         | $787.94            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2031-01-01      | 8.0000%  | 0.0000% | $170000.00         | $352.78            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2032-01-01      | 7.0000%  | 0.0000% | $378168.00         | $481.63            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2032-05-01      | 6.3750%  | 0.0000% | $250000.00         | $450.56            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-10-01      | 4.5000%  | 0.0000% | $14000.00          | $13014.35          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2032-02-01      | 8.5000%  | 0.0000% | $2253759.00        | $3265.71           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2026-12-01      | 5.1050%  | 0.0000% | $4492553.00        | $10317.18          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2031-02-01      | 7.5000%  | 0.0000% | $58800.00          | $483.04            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-02-01      | 4.5000%  | 0.0000% | $11000.00          | $426.00            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-01-01      | 3.5000%  | 0.0000% | $425000.00         | $24870.51          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-12-01      | 4.0000%  | 0.0000% | $47000.00          | $2306.13           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-12-01      | 3.5000%  | 0.0000% | $250000.00         | $14947.09          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2025-12-25      | 3.5000%  | 0.0000% | $18059.00          | $2.12              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2026-01-01      | 4.0000%  | 0.0000% | $31000.00          | $6.10              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2026-01-01      | 4.0000%  | 0.0000% | $9250962.00        | $3396.38           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-09-01      | 4.0000%  | 0.0000% | $6000.00           | $5349.02           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2026-01-01      | 3.5000%  | 0.0000% | $13000.00          | $4.93              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2026-01-01      | 3.5000%  | 0.0000% | $37113.00          | $15.41             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-01-01      | 3.5000%  | 0.0000% | $350000.00         | $17754.89          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-02-01      | 4.0000%  | 0.0000% | $75000.00          | $3783.65           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-02-01      | 6.8150%  | 0.0000% | $1700000.00        | $3458.21           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2026-04-01      | 4.0000%  | 0.0000% | $37031.00          | $20.93             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-02-01      | 5.0000%  | 0.0000% | $82100.00          | $6507.88           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2026-02-01      | 3.5000%  | 0.0000% | $33000.00          | $22.26             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2026-02-01      | 4.0000%  | 0.0000% | $112000.00         | $82.63             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2026-02-01      | 4.0000%  | 0.0000% | $573000.00         | $249.90            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-09-01      | 6.0000%  | 0.0000% | $28868.00          | $23408.33          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2026-02-01      | 3.5000%  | 0.0000% | $549048.00         | $294.03            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2026-03-01      | 3.5000%  | 0.0000% | $181731.00         | $249.25            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2026-02-01      | 4.0000%  | 0.0000% | $1098165.00        | $660.19            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-03-01      | 4.0000%  | 0.0000% | $370000.00         | $20736.20          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2026-03-01      | 3.5000%  | 0.0000% | $335000.00         | $349.50            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2026-08-01      | 3.5000%  | 0.0000% | $5000000.00        | $8462.04           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-05-01      | 6.7290%  | 0.0000% | $1000000.00        | $19065.86          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2026-04-01      | 3.5000%  | 0.0000% | $412500.00         | $712.54            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2026-03-01      | 4.0000%  | 0.0000% | $516311.00         | $234.50            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2026-04-01      | 4.0000%  | 0.0000% | $380542.00         | $329.14            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-09-01      | 5.5000%  | 0.0000% | $31000.00          | $20380.46          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2026-04-01      | 4.0000%  | 0.0000% | $93000.00          | $71.42             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2031-05-01      | 5.0000%  | 0.0000% | $500000.00         | $5672.71           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-04-01      | 4.5000%  | 0.0000% | $48000.00          | $3423.50           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2026-04-01      | 3.5000%  | 0.0000% | $60000.00          | $95.43             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-05-01      | 4.5000%  | 0.0000% | $500000.00         | $5323.75           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-05-01      | 5.0000%  | 0.0000% | $100000.00         | $6616.88           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-05-01      | 5.0000%  | 0.0000% | $300000.00         | $18246.81          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2026-04-01      | 4.0000%  | 0.0000% | $895592.00         | $1402.82           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2026-04-01      | 4.0000%  | 0.0000% | $39000.00          | $70.96             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2026-05-01      | 4.0000%  | 0.0000% | $2216970.00        | $3479.78           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-12-01      | 5.5000%  | 0.0000% | $56869.00          | $45939.63          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-05-01      | 5.0000%  | 0.0000% | $165000.00         | $11662.63          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2026-05-01      | 3.5000%  | 0.0000% | $848511.00         | $764.26            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2026-05-01      | 4.0000%  | 0.0000% | $84644.00          | $173.31            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-07-01      | 4.5000%  | 0.0000% | $695000.00         | $11500.68          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2026-05-01      | 4.0000%  | 0.0000% | $55000.00          | $86.00             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-06-01      | 4.5000%  | 0.0000% | $1000.00           | $44.44             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-08-01      | 6.4650%  | 0.0000% | $1235737.00        | $9234.82           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-06-01      | 4.5000%  | 0.0000% | $58000.00          | $1344.59           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2026-06-01      | 4.0000%  | 0.0000% | $2605000.00        | $5539.08           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-07-01      | 5.0000%  | 0.0000% | $2000.00           | $162.76            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-11-01      | 4.5000%  | 0.0000% | $28597.00          | $26502.72          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2026-07-01      | 3.5000%  | 0.0000% | $50000.00          | $183.22            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2026-11-01      | 3.0000%  | 0.0000% | $488522.00         | $3462.14           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2026-08-01      | 4.5000%  | 0.0000% | $205338.00         | $8037.46           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2026-07-01      | 4.0000%  | 0.0000% | $2000000.00        | $7488.45           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-08-01      | 4.5000%  | 0.0000% | $168113.00         | $5084.60           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2026-08-01      | 3.5000%  | 0.0000% | $530000.00         | $2250.26           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2026-08-01      | 3.5000%  | 0.0000% | $611000.00         | $1586.31           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2026-09-01      | 3.5000%  | 0.0000% | $25000.00          | $62.26             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2026-09-01      | 3.5000%  | 0.0000% | $102000.00         | $345.92            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-11-01      | 6.3990%  | 0.0000% | $810000.00         | $9461.92           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-11-01      | 5.5000%  | 0.0000% | $3000.00           | $2259.34           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-07-01      | 6.1620%  | 0.0000% | $500000.00         | $23246.30          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-10-01      | 4.0000%  | 0.0000% | $1000.00           | $39.04             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-07-01      | 6.5000%  | 0.0000% | $3619490.00        | $36295.74          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2026-10-01      | 3.5000%  | 0.0000% | $23000.00          | $97.65             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2026-11-01      | 3.0000%  | 0.0000% | $1787870.00        | $15177.40          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2026-11-01      | 3.5000%  | 0.0000% | $41000.00          | $120.15            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2026-11-01      | 3.5000%  | 0.0000% | $17000.00          | $94.42             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2026-12-01      | 3.0000%  | 0.0000% | $2962722.00        | $23812.89          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2026-11-01      | 3.0000%  | 0.0000% | $22000.00          | $389.04            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2026-11-01      | 3.5000%  | 0.0000% | $50000.00          | $276.20            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-12-01      | 4.0000%  | 0.0000% | $4000.00           | $164.71            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2026-12-01      | 3.0000%  | 0.0000% | $3000000.00        | $22401.68          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-12-01      | 4.0000%  | 0.0000% | $15000.00          | $785.64            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-01-01      | 4.0000%  | 0.0000% | $215000.00         | $10798.06          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2027-01-01      | 3.5000%  | 0.0000% | $1366944.00        | $6731.91           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2027-01-01      | 3.0000%  | 0.0000% | $223367.00         | $1323.92           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2027-01-01      | 3.5000%  | 0.0000% | $30000.00          | $202.43            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-02-01      | 6.7070%  | 0.0000% | $900585.00         | $11011.27          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2027-01-01      | 3.5000%  | 0.0000% | $75000.00          | $498.18            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-02-01      | 3.5000%  | 0.0000% | $1000.00           | $71.69             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-11-01      | 6.0000%  | 0.0000% | $32000.00          | $22215.05          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-04-01      | 3.5000%  | 0.0000% | $80000.00          | $5849.92           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2027-03-01      | 3.5000%  | 0.0000% | $149000.00         | $2449.36           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-04-01      | 4.0000%  | 0.0000% | $250000.00         | $10086.13          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-03-01      | 4.5000%  | 0.0000% | $672178.00         | $19445.66          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-04-01      | 6.6250%  | 0.0000% | $810000.00         | $2850.20           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-04-01      | 4.0000%  | 0.0000% | $100000.00         | $11079.38          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2026-02-01      | 5.0000%  | 0.0000% | $1180000.00        | $37.47             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2026-07-01      | 5.0000%  | 0.0000% | $460000.00         | $347.42            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-09-01      | 6.3600%  | 0.0000% | $1000000.00        | $15136.48          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-09-01      | 3.5000%  | 0.0000% | $1000.00           | $125.66            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2032-10-01      | 3.0000%  | 0.0000% | $103017.00         | $32420.29          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-09-01      | 4.5000%  | 0.0000% | $23293.00          | $1546.28           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-10-01      | 6.5000%  | 0.0000% | $1039084.00        | $16170.16          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-09-01      | 4.5000%  | 0.0000% | $18079.00          | $2256.20           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-11-01      | 4.5000%  | 0.0000% | $22553.00          | $1371.69           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2032-01-01      | 3.0000%  | 0.0000% | $73000.00          | $7274.88           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2057-01-01      | 4.0000%  | 0.0000% | $153171.00         | $42127.94          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-01-01      | 4.0000%  | 0.0000% | $140000.00         | $24853.33          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2057-09-01      | 4.5000%  | 0.0000% | $100000.00         | $29215.65          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-06-01      | 4.0000%  | 0.0000% | $100000.00         | $23093.08          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-05-01      | 4.5000%  | 0.0000% | $1000.00           | $192.26            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-04-01      | 4.0000%  | 0.0000% | $90000.00          | $5329.71           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-10-01      | 3.5000%  | 0.0000% | $43000.00          | $6469.41           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2025-12-25      | 4.5000%  | 0.0000% | $8608.00           | $0.92              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-09-01      | 6.3700%  | 0.0000% | $50000.00          | $3475.26           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-08-01      | 3.5000%  | 0.0000% | $11000.00          | $1512.00           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-07-01      | 3.5000%  | 0.0000% | $65000.00          | $7811.81           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2032-11-01      | 2.5000%  | 0.0000% | $19192.00          | $2629.36           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-07-01      | 6.3100%  | 0.0000% | $350000.00         | $24481.41          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-09-01      | 4.5000%  | 0.0000% | $51000.00          | $15708.64          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-10-01      | 4.5000%  | 0.0000% | $87000.00          | $22612.25          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-08-01      | 4.5000%  | 0.0000% | $64848.00          | $701.06            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-08-01      | 4.5000%  | 0.0000% | $54756.00          | $2623.72           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-09-01      | 6.3500%  | 0.0000% | $320000.00         | $20690.38          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-02-01      | 4.5000%  | 0.0000% | $35000.00          | $1513.41           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-10-01      | 4.0000%  | 0.0000% | $65000.00          | $10616.16          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2032-11-01      | 3.5000%  | 0.0000% | $51000.00          | $13036.34          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-01-01      | 3.5000%  | 0.0000% | $34000.00          | $7495.79           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-11-01      | 4.5000%  | 0.0000% | $33000.00          | $7224.73           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-12-01      | 4.5000%  | 0.0000% | $40000.00          | $20521.04          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-03-01      | 3.5000%  | 0.0000% | $182000.00         | $26060.75          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-05-01      | 4.5000%  | 0.0000% | $17709.00          | $1890.81           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-05-01      | 6.5660%  | 0.0000% | $400000.00         | $41120.91          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-02-01      | 4.5000%  | 0.0000% | $233335.00         | $13812.70          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-03-01      | 4.5000%  | 0.0000% | $61000.00          | $18354.25          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-08-01      | 6.5000%  | 0.0000% | $425000.00         | $899.35            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-02-01      | 2.5000%  | 0.0000% | $11000.00          | $2025.66           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-08-01      | 5.0000%  | 0.0000% | $8066.00           | $1008.86           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-06-01      | 4.5000%  | 0.0000% | $19700.00          | $1060.99           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-09-01      | 4.5000%  | 0.0000% | $50556.00          | $9525.18           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-08-01      | 4.0000%  | 0.0000% | $235000.00         | $24706.13          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-07-01      | 4.5000%  | 0.0000% | $45000.00          | $15689.05          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-09-01      | 3.0000%  | 0.0000% | $300000.00         | $15702.30          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-12-01      | 4.0000%  | 0.0000% | $125000.00         | $7078.80           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-01-01      | 4.5000%  | 0.0000% | $389809.00         | $22809.97          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2026-01-01      | 4.0000%  | 0.0000% | $39000.00          | $2.02              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2031-02-01      | 4.0000%  | 0.0000% | $1076000.00        | $20829.43          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2026-02-01      | 3.0000%  | 0.0000% | $1000000.00        | $878.38            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2026-04-01      | 3.5000%  | 0.0000% | $606520.00         | $451.09            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-07-01      | 4.5000%  | 0.0000% | $615882.00         | $13602.76          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-08-01      | 4.5000%  | 0.0000% | $57000.00          | $1717.27           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2026-10-01      | 3.5000%  | 0.0000% | $570000.00         | $4176.66           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-12-01      | 5.0000%  | 0.0000% | $87857.00          | $88534.29          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2026-11-01      | 3.5000%  | 0.0000% | $2379578.00        | $14850.90          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2026-11-01      | 3.0000%  | 0.0000% | $1551.00           | $10.72             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2026-11-01      | 3.0000%  | 0.0000% | $9000.00           | $55.18             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2026-11-01      | 3.5000%  | 0.0000% | $381764.00         | $2119.81           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2026-12-01      | 4.0000%  | 0.0000% | $521673.00         | $1589.77           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2026-12-01      | 3.0000%  | 0.0000% | $1675000.00        | $12488.13          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-12-01      | 4.0000%  | 0.0000% | $61473.00          | $2487.04           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2027-01-01      | 3.0000%  | 0.0000% | $1017.00           | $7.94              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2027-01-01      | 3.0000%  | 0.0000% | $1000.00           | $9.10              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-06-01      | 3.5000%  | 0.0000% | $2000.00           | $219.21            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-12-01      | 5.5000%  | 0.0000% | $6927432.00        | $7162763.80        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2027-04-01      | 2.0000%  | 0.0000% | $101000.00         | $3189.97           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2027-05-01      | 3.0000%  | 0.0000% | $76000.00          | $1059.42           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-07-01      | 3.5000%  | 0.0000% | $45000.00          | $4003.06           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2027-07-01      | 3.0000%  | 0.0000% | $54000.00          | $699.71            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-09-01      | 3.5000%  | 0.0000% | $50000.00          | $4759.47           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2027-10-01      | 3.5000%  | 0.0000% | $25000.00          | $377.81            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-10-01      | 3.0000%  | 0.0000% | $6000.00           | $1072.15           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2027-11-01      | 2.5000%  | 0.0000% | $9000.00           | $210.06            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-01-01      | 2.5000%  | 0.0000% | $5000.00           | $1038.54           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-02-01      | 2.5000%  | 0.0000% | $10000.00          | $2119.61           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-10-01      | 6.5000%  | 0.0000% | $2316838.00        | $2333063.12        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-02-01      | 3.0000%  | 0.0000% | $50360.00          | $6349.61           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-04-01      | 2.5000%  | 0.0000% | $250000.00         | $47488.36          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-10-01      | 7.0000%  | 0.0000% | $14249.00          | $14445.44          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-09-01      | 7.0000%  | 0.0000% | $30734.00          | $30558.69          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-10-01      | 7.5000%  | 0.0000% | $138975.00         | $146910.82         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-11-01      | 7.0000%  | 0.0000% | $67424.00          | $71225.30          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2040-06-01      | 6.0000%  | 0.0000% | $1000.00           | $811.28            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2040-07-01      | 6.0000%  | 0.0000% | $4000.00           | $3572.38           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2040-11-01      | 4.5000%  | 0.0000% | $11983739.00       | $12031578.09       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-12-01      | 5.0000%  | 0.0000% | $85113.00          | $85695.68          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-11-01      | 6.0000%  | 0.0000% | $1000.00           | $1035.05           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-12-01      | 4.5000%  | 0.0000% | $75842.00          | $74689.51          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-02-01      | 3.5000%  | 0.0000% | $60000.00          | $8333.85           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-02-01      | 2.0000%  | 0.0000% | $39291.00          | $10950.84          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-03-01      | 3.5000%  | 0.0000% | $47000.00          | $6705.13           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-03-01      | 3.0000%  | 0.0000% | $48406.00          | $8864.23           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-03-01      | 4.0000%  | 0.0000% | $8000.00           | $1199.22           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-05-01      | 3.0000%  | 0.0000% | $8000.00           | $1724.46           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-04-01      | 3.0000%  | 0.0000% | $56000.00          | $10933.51          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-04-01      | 3.5000%  | 0.0000% | $40000.00          | $6476.59           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-04-01      | 4.0000%  | 0.0000% | $1000.00           | $164.47            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-04-01      | 4.5000%  | 0.0000% | $35000.00          | $4356.71           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-05-01      | 2.5000%  | 0.0000% | $10417.00          | $2571.35           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-05-01      | 3.0000%  | 0.0000% | $57000.00          | $15405.44          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-05-01      | 2.5000%  | 0.0000% | $10000.00          | $3051.72           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-05-01      | 3.0000%  | 0.0000% | $79000.00          | $19795.72          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-06-01      | 2.5000%  | 0.0000% | $20000.00          | $5645.22           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-07-01      | 4.0000%  | 0.0000% | $17000.00          | $4130.80           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-08-01      | 2.0000%  | 0.0000% | $26952.00          | $8872.20           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2027-11-01      | 7.0000%  | 0.0000% | $7096.00           | $1.30              | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2028-02-01      | 6.5000%  | 0.0000% | $4524.00           | $0.81              | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2026-06-01      | 7.0000%  | 0.0000% | $44000.00          | $1.04              | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2026-10-01      | 7.5000%  | 0.0000% | $73000.00          | $2.67              | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2026-11-01      | 7.0000%  | 0.0000% | $25000.00          | $0.38              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-08-01      | 3.0000%  | 0.0000% | $41000.00          | $12140.12          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2026-12-01      | 7.5000%  | 0.0000% | $98151.00          | $11.63             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2026-08-01      | 6.0000%  | 0.0000% | $5050000.00        | $409.26            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2027-05-01      | 8.5000%  | 0.0000% | $837819.00         | $63.98             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2027-09-01      | 7.0000%  | 0.0000% | $15000.00          | $3.62              | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2027-07-01      | 7.0000%  | 0.0000% | $15000.00          | $1.95              | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2034-06-01      | 7.0000%  | 0.0000% | $5000.00           | $27.43             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2035-02-01      | 6.0000%  | 0.0000% | $56699.00          | $521.60            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2027-08-01      | 8.5000%  | 0.0000% | $50000.00          | $6.26              | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2028-07-01      | 6.5000%  | 0.0000% | $93000.00          | $28.93             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2028-08-01      | 8.5000%  | 0.0000% | $50420.00          | $10.93             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-09-01      | 1.5000%  | 0.0000% | $16000.00          | $6323.98           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2030-11-01      | 6.5000%  | 0.0000% | $15000.00          | $7.19              | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2031-02-01      | 7.0000%  | 0.0000% | $342937.00         | $60.72             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2031-04-01      | 7.0000%  | 0.0000% | $129000.00         | $38.25             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2031-08-01      | 7.0000%  | 0.0000% | $40000.00          | $16.50             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2031-09-01      | 7.0000%  | 0.0000% | $60000.00          | $30.62             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2031-09-01      | 7.0000%  | 0.0000% | $71000.00          | $36.50             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2031-10-01      | 7.0000%  | 0.0000% | $18000.00          | $13.68             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2032-10-01      | 5.5000%  | 0.0000% | $1997000.00        | $3793.34           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2030-12-01      | 6.5000%  | 0.0000% | $110000.00         | $178.46            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2033-06-01      | 5.5000%  | 0.0000% | $152000.00         | $604.27            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-09-01      | 2.0000%  | 0.0000% | $41000.00          | $14509.10          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-04-01      | 4.5000%  | 0.0000% | $35000.00          | $20636.50          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2039-12-01      | 5.5000%  | 0.0000% | $7000.00           | $787.82            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2047-04-01      | 4.5000%  | 0.0000% | $15000.00          | $1618.30           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-05-01      | 3.5000%  | 0.0000% | $7307247.00        | $1417968.18        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2046-12-01      | 4.5000%  | 0.0000% | $6000.00           | $3137.60           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-07-01      | 4.0000%  | 0.0000% | $3000.00           | $263.40            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-10-01      | 4.0000%  | 0.0000% | $16000.00          | $1122.67           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2045-12-01      | 4.5000%  | 0.0000% | $10000.00          | $1484.85           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2045-12-01      | 4.0000%  | 0.0000% | $6000.00           | $618.09            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2045-07-01      | 4.5000%  | 0.0000% | $1000.00           | $143.34            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2046-01-01      | 4.0000%  | 0.0000% | $15000.00          | $2475.44           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-04-01      | 5.0000%  | 0.0000% | $8000.00           | $4483.57           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2047-08-01      | 4.5000%  | 0.0000% | $8000.00           | $2066.44           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2046-09-01      | 3.0000%  | 0.0000% | $24573.00          | $4133.45           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2046-12-01      | 3.0000%  | 0.0000% | $19000.00          | $4471.84           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2026-01-01      | 7.5000%  | 0.0000% | $75000.00          | $0.14              | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2026-07-01      | 8.0000%  | 0.0000% | $201488.00         | $8.63              | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2026-06-01      | 7.5000%  | 0.0000% | $59000.00          | $3.41              | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2026-09-01      | 8.0000%  | 0.0000% | $1685000.00        | $132.71            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2026-12-01      | 8.0000%  | 0.0000% | $1609483.00        | $387.09            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2034-01-01      | 6.3290%  | 0.0000% | $200000.00         | $1288.59           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2035-01-01      | 6.2690%  | 0.0000% | $315133.00         | $2485.99           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-04-01      | 3.5000%  | 0.0000% | $19000.00          | $15854.81          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-10-01      | 3.0000%  | 0.0000% | $10000.00          | $1706.61           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2051-11-01      | 3.0000%  | 0.0000% | $1000.00           | $746.15            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-06-01      | 4.0000%  | 0.0000% | $14218650.00       | $10943509.87       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-06-01      | 5.0000%  | 0.0000% | $604507.00         | $535419.09         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-06-01      | 3.5000%  | 0.0000% | $1332.00           | $1037.82           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-08-01      | 6.0000%  | 0.0000% | $1490598.00        | $1321636.92        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-10-01      | 5.5000%  | 0.0000% | $2000.00           | $1444.70           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-01-01      | 7.5000%  | 0.0000% | $1366847.00        | $1445038.30        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-08-01      | 6.0000%  | 0.0000% | $3000.00           | $2786.93           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2035-04-01      | 3.0000%  | 0.0000% | $7000.00           | $1323.48           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-04-01      | 3.0000%  | 0.0000% | $1000.00           | $780.80            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2036-02-01      | 1.5000%  | 0.0000% | $21421376.00       | $10849704.39       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2051-04-01      | 2.0000%  | 0.0000% | $5000.00           | $2936.52           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2051-10-01      | 2.5000%  | 0.0000% | $16544262.00       | $10362248.03       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-04-01      | 3.0000%  | 0.0000% | $4429.00           | $3191.08           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-04-01      | 5.5000%  | 0.0000% | $247070.00         | $183797.19         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-05-01      | 5.5000%  | 0.0000% | $12996512.00       | $11681021.37       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2045-06-01      | 5.5000%  | 0.0000% | $12564647.00       | $11678839.02       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2030-04-01      | 3.0000%  | 0.0000% | $15000.00          | $2581.97           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2032-08-01      | 4.0000%  | 0.0000% | $129057.00         | $57021.69          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-05-01      | 6.0000%  | 0.0000% | $1789740.00        | $1411704.85        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-04-01      | 3.5000%  | 0.0000% | $4000.00           | $3170.61           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-05-01      | 6.0000%  | 0.0000% | $666250.00         | $591997.51         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-05-01      | 6.0000%  | 0.0000% | $2055025.00        | $1964852.86        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-05-01      | 6.0000%  | 0.0000% | $1634686.00        | $1524125.57        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-05-01      | 6.0000%  | 0.0000% | $1638136.00        | $1239803.20        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-05-01      | 7.0000%  | 0.0000% | $1364611.00        | $1429234.76        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-05-01      | 7.0000%  | 0.0000% | $1762840.00        | $1445688.30        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-05-01      | 5.5000%  | 0.0000% | $1522508.00        | $1372789.17        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-06-01      | 7.0000%  | 0.0000% | $1034.00           | $753.14            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-06-01      | 7.0000%  | 0.0000% | $1540272.00        | $1325421.48        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2039-10-01      | 5.0000%  | 0.0000% | $1432448.00        | $1375002.34        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-07-01      | 4.5000%  | 0.0000% | $17000.00          | $14419.78          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2039-08-01      | 6.0000%  | 0.0000% | $1628100.00        | $1348868.88        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-06-01      | 6.6020%  | 0.0000% | $1100000.00        | $46594.59          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2026-06-01      | 4.5000%  | 0.0000% | $520000.00         | $1223.65           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2026-03-01      | 4.0000%  | 0.0000% | $284000.00         | $229.10            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-07-01      | 4.5000%  | 0.0000% | $394000.00         | $15879.39          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2027-04-01      | 3.5000%  | 0.0000% | $285000.00         | $3024.49           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2026-09-01      | 4.5000%  | 0.0000% | $17000.00          | $26.87             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2026-10-01      | 4.5000%  | 0.0000% | $213000.00         | $561.14            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2026-09-01      | 4.5000%  | 0.0000% | $229000.00         | $136.42            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2026-12-01      | 4.5000%  | 0.0000% | $2110748.00        | $3295.07           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-02-01      | 4.5000%  | 0.0000% | $2000.00           | $1888.79           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-01-01      | 6.6610%  | 0.0000% | $1500000.00        | $20922.56          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-01-01      | 6.7130%  | 0.0000% | $405515.00         | $5601.15           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2026-12-01      | 4.5000%  | 0.0000% | $555000.00         | $587.42            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-10-01      | 6.3530%  | 0.0000% | $155000.00         | $6414.22           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2027-01-01      | 4.0000%  | 0.0000% | $60000.00          | $269.58            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-07-01      | 6.7260%  | 0.0000% | $520000.00         | $13382.83          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2027-08-01      | 4.0000%  | 0.0000% | $24000.00          | $98.03             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2026-04-01      | 4.5000%  | 0.0000% | $695000.00         | $437.44            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-11-01      | 3.5000%  | 0.0000% | $10000.00          | $816.03            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2027-02-01      | 4.0000%  | 0.0000% | $98000.00          | $133.03            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-02-01      | 6.0000%  | 0.0000% | $6000.00           | $4249.72           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2027-06-01      | 3.5000%  | 0.0000% | $66000.00          | $141.05            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2026-06-01      | 5.0000%  | 0.0000% | $2513000.00        | $203.34            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2026-08-01      | 4.0000%  | 0.0000% | $1206268.00        | $937.27            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-07-01      | 4.5000%  | 0.0000% | $699078.00         | $43817.06          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2027-07-01      | 3.5000%  | 0.0000% | $10000.00          | $96.53             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-08-01      | 3.5000%  | 0.0000% | $77000.00          | $6935.88           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-01-01      | 6.6330%  | 0.0000% | $1050000.00        | $10080.93          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2032-08-01      | 3.5000%  | 0.0000% | $229137.00         | $15209.77          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-05-01      | 3.5000%  | 0.0000% | $150000.00         | $21658.14          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-04-01      | 4.0000%  | 0.0000% | $200000.00         | $33815.40          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-05-01      | 4.0000%  | 0.0000% | $19000.00          | $17652.64          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-05-01      | 6.2450%  | 0.0000% | $423000.00         | $879.27            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2027-09-01      | 4.0000%  | 0.0000% | $185000.00         | $731.40            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-05-01      | 6.4220%  | 0.0000% | $304806.00         | $24501.82          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2027-08-01      | 3.0000%  | 0.0000% | $1437943.00        | $13417.80          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-01-01      | 6.3800%  | 0.0000% | $296000.00         | $4503.65           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-12-01      | 3.5000%  | 0.0000% | $200000.00         | $22231.14          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2027-10-01      | 3.5000%  | 0.0000% | $100000.00         | $1679.69           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2027-03-01      | 4.5000%  | 0.0000% | $1000000.00        | $3069.06           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2026-11-01      | 4.5000%  | 0.0000% | $45000.00          | $14.60             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-05-01      | 4.0000%  | 0.0000% | $70000.00          | $5201.62           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-06-01      | 5.5000%  | 0.0000% | $21000.00          | $19315.41          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-03-01      | 6.3910%  | 0.0000% | $1980.00           | $8.83              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2028-04-01      | 3.5000%  | 0.0000% | $1000000.00        | $22611.53          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2026-10-01      | 4.5000%  | 0.0000% | $4536000.00        | $12704.12          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2028-06-01      | 2.5000%  | 0.0000% | $463477.00         | $15624.90          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2028-11-01      | 3.5000%  | 0.0000% | $36000.00          | $1252.17           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-11-01      | 4.5000%  | 0.0000% | $18000.00          | $1825.79           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-01-01      | 3.5000%  | 0.0000% | $175000.00         | $15885.39          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2027-03-01      | 5.0000%  | 0.0000% | $300000.00         | $68.16             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2028-02-01      | 3.0000%  | 0.0000% | $1000.00           | $24.42             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2028-01-01      | 3.5000%  | 0.0000% | $97000.00          | $70.90             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2029-12-01      | 7.0000%  | 0.0000% | $7000.00           | $16.46             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-12-01      | 5.5000%  | 0.0000% | $8000.00           | $4495.61           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2029-12-01      | 7.5000%  | 0.0000% | $82994.00          | $8.59              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2028-04-01      | 6.3550%  | 0.0000% | $250000.00         | $494.96            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2029-12-01      | 7.5000%  | 0.0000% | $372157.00         | $1021.31           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2030-04-01      | 8.5000%  | 0.0000% | $1140807.00        | $1403.12           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2030-02-01      | 7.5000%  | 0.0000% | $155432.00         | $218.61            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2030-03-01      | 6.4020%  | 0.0000% | $2200000.00        | $3038.60           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2030-09-01      | 8.5000%  | 0.0000% | $1857242.00        | $670.08            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2028-10-01      | 6.1950%  | 0.0000% | $49000000.00       | $4134.28           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2030-02-01      | 7.5000%  | 0.0000% | $400000.00         | $113.68            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2030-02-01      | 7.0000%  | 0.0000% | $2830000.00        | $1224.59           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-12-01      | 6.0000%  | 0.0000% | $37000.00          | $18319.81          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 6.5000%  | 0.0000% | $5189288.00        | $5297299.84        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-07-01      | 5.0000%  | 0.0000% | $30000.00          | $23121.82          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-12-01      | 3.0000%  | 0.0000% | $32000.00          | $24933.28          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-08-01      | 3.5000%  | 0.0000% | $21000.00          | $16720.87          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-01-01      | 7.0000%  | 0.0000% | $20000.00          | $14618.07          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-12-01      | 2.0000%  | 0.0000% | $3000.00           | $2264.04           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-06-01      | 5.5000%  | 0.0000% | $48095.00          | $43923.86          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-06-01      | 2.0000%  | 0.0000% | $27000.00          | $19914.23          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-03-01      | 4.0000%  | 0.0000% | $5000.00           | $4327.60           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-03-01      | 2.0000%  | 0.0000% | $10000.00          | $7456.25           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-04-01      | 2.5000%  | 0.0000% | $52000.00          | $40894.59          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-11-01      | 5.5000%  | 0.0000% | $1000.00           | $928.85            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-01-01      | 2.5000%  | 0.0000% | $46000.00          | $35210.49          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-11-01      | 3.5000%  | 0.0000% | $1000.00           | $866.85            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2044-10-01      | 5.5000%  | 0.0000% | $1000.00           | $910.75            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-10-25      | 3.5000%  | 0.0000% | $30900.00          | $25226.55          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-05-01      | 6.5000%  | 0.0000% | $1016.00           | $1002.18           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-07-01      | 6.0000%  | 0.0000% | $3486852.00        | $3301003.75        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-09-01      | 5.5000%  | 0.0000% | $43309064.00       | $43870851.23       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-06-01      | 6.2500%  | 0.0000% | $8700000.00        | $5295.80           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-08-01      | 6.4440%  | 0.0000% | $300000.00         | $2727.02           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-06-01      | 6.0000%  | 0.0000% | $17428.00          | $17765.64          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-03-01      | 7.0000%  | 0.0000% | $2151000.00        | $15137.22          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-07-01      | 6.3970%  | 0.0000% | $420000.00         | $6247.78           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-03-01      | 7.0000%  | 0.0000% | $950000.00         | $2725.68           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-03-01      | 6.3950%  | 0.0000% | $410000.00         | $3216.16           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2026-10-01      | 6.5000%  | 0.0000% | $4245000.00        | $4784.78           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-02-01      | 5.5000%  | 0.0000% | $20995.00          | $135.58            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-02-01      | 6.4790%  | 0.0000% | $800000.00         | $13253.85          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-05-01      | 6.7150%  | 0.0000% | $400000.00         | $1846.98           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-09-01      | 5.0000%  | 0.0000% | $3000.00           | $33.89             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-05-01      | 6.3990%  | 0.0000% | $799088.00         | $9326.19           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-11-01      | 6.5000%  | 0.0000% | $45000.00          | $33542.01          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-09-01      | 5.9170%  | 0.0000% | $1161754.00        | $14200.45          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-06-01      | 6.0600%  | 0.0000% | $878956.00         | $3858.59           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-07-01      | 6.3640%  | 0.0000% | $1374209.00        | $25777.50          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-04-01      | 6.4680%  | 0.0000% | $53000.00          | $666.27            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-11-01      | 6.0000%  | 0.0000% | $500000.00         | $7917.14           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-08-01      | 5.5000%  | 0.0000% | $403000.00         | $2858.10           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-09-01      | 6.5940%  | 0.0000% | $170000.00         | $945.40            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-11-01      | 7.5000%  | 0.0000% | $900000.00         | $4165.15           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-12-01      | 6.4210%  | 0.0000% | $200000.00         | $1914.15           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-12-01      | 6.5000%  | 0.0000% | $35000.00          | $238.14            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-03-01      | 6.0000%  | 0.0000% | $560848.00         | $427652.16         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-10-01      | 5.0000%  | 0.0000% | $3753000.00        | $45996.32          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-06-01      | 5.5000%  | 0.0000% | $195000.00         | $1179.63           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-06-01      | 5.5000%  | 0.0000% | $57000.00          | $433.27            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-06-01      | 5.5000%  | 0.0000% | $2000.00           | $12.03             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-05-01      | 6.0000%  | 0.0000% | $1000.00           | $6.15              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-07-01      | 5.9920%  | 0.0000% | $3697505.00        | $43152.88          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-08-01      | 6.0000%  | 0.0000% | $1535000.00        | $23279.29          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-09-01      | 5.5000%  | 0.0000% | $180000.00         | $2947.89           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2026-04-01      | 4.0000%  | 0.0000% | $103000.00         | $51.59             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2026-10-01      | 3.5000%  | 0.0000% | $35000.00          | $22.44             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-04-01      | 5.5000%  | 0.0000% | $40651.00          | $33900.93          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2026-12-01      | 3.5000%  | 0.0000% | $100000.00         | $215.02            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2027-07-01      | 3.5000%  | 0.0000% | $33000.00          | $267.07            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2027-09-01      | 3.5000%  | 0.0000% | $40000.00          | $107.95            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2027-03-01      | 4.0000%  | 0.0000% | $475585.00         | $4864.34           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-04-01      | 2.5000%  | 0.0000% | $40000.00          | $4289.34           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2026-04-01      | 5.0000%  | 0.0000% | $165000.00         | $20.29             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2027-01-01      | 4.5000%  | 0.0000% | $130000.00         | $3.46              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2032-08-01      | 3.0000%  | 0.0000% | $185000.00         | $28258.81          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2032-12-01      | 4.0000%  | 0.0000% | $68000.00          | $8351.71           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-07-01      | 3.5000%  | 0.0000% | $1000.00           | $135.68            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-07-01      | 5.5000%  | 0.0000% | $40078.00          | $36988.03          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2036-08-01      | 6.5050%  | 0.0000% | $250000.00         | $1969.66           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2037-06-01      | 6.8910%  | 0.0000% | $100000.00         | $892.60            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2038-05-01      | 6.7450%  | 0.0000% | $1000000.00        | $7499.97           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2036-11-01      | 6.2650%  | 0.0000% | $200000.00         | $1962.43           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2036-12-01      | 6.3150%  | 0.0000% | $250000.00         | $939.00            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-04-01      | 5.5000%  | 0.0000% | $25000.00          | $15588.20          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2037-05-01      | 7.1800%  | 0.0000% | $285000.00         | $4338.87           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2026-05-01      | 6.5000%  | 0.0000% | $2360000.00        | $1586.26           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2027-02-01      | 5.0000%  | 0.0000% | $3379.00           | $3.02              | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2029-04-01      | 4.5000%  | 0.0000% | $428000.00         | $1946.77           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2029-12-01      | 4.5000%  | 0.0000% | $338481.00         | $4475.19           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2030-03-01      | 4.5000%  | 0.0000% | $125748.00         | $1469.42           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2030-10-01      | 4.0000%  | 0.0000% | $103000.00         | $2316.61           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2031-06-01      | 5.0000%  | 0.0000% | $75000.00          | $2289.95           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2036-04-01      | 3.5000%  | 0.0000% | $18000.00          | $2460.55           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2037-05-01      | 3.0000%  | 0.0000% | $4000.00           | $550.68            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-04-01      | 4.5000%  | 0.0000% | $31000.00          | $21770.06          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2026-02-01      | 4.0000%  | 0.0000% | $498000.00         | $390.18            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2026-01-01      | 3.5000%  | 0.0000% | $8000.00           | $3.84              | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2026-03-01      | 4.0000%  | 0.0000% | $21000.00          | $18.15             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2026-06-01      | 4.0000%  | 0.0000% | $23000.00          | $74.92             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2026-06-01      | 4.0000%  | 0.0000% | $47000.00          | $73.18             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2026-09-01      | 3.5000%  | 0.0000% | $246000.00         | $511.96            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2026-11-01      | 3.0000%  | 0.0000% | $35000.00          | $220.72            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2026-12-01      | 3.0000%  | 0.0000% | $262000.00         | $2132.08           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2026-12-01      | 4.0000%  | 0.0000% | $111000.00         | $634.84            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2027-01-01      | 3.0000%  | 0.0000% | $153000.00         | $1147.42           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-05-01      | 6.0000%  | 0.0000% | $3000.00           | $2249.73           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2037-02-01      | 7.2270%  | 0.0000% | $775000.00         | $2528.98           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2037-04-01      | 6.3200%  | 0.0000% | $12000000.00       | $2276.10           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2036-12-01      | 6.5050%  | 0.0000% | $8513104.00        | $1092.62           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2036-10-01      | 6.5030%  | 0.0000% | $200000.00         | $2364.94           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2037-02-01      | 6.4890%  | 0.0000% | $5200000.00        | $38908.40          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2036-11-01      | 6.5350%  | 0.0000% | $5049942.00        | $11675.18          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2037-07-01      | 6.3250%  | 0.0000% | $861905.00         | $719.85            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2037-04-01      | 6.5400%  | 0.0000% | $16515.00          | $726.68            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2038-11-01      | 6.4390%  | 0.0000% | $820000.00         | $12982.51          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2037-05-01      | 6.1210%  | 0.0000% | $903290.00         | $38255.64          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-06-01      | 5.5000%  | 0.0000% | $7000.00           | $5969.34           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2037-10-01      | 6.5000%  | 0.0000% | $1361568.00        | $3015.21           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2036-12-01      | 6.0000%  | 0.0000% | $40515.00          | $65.79             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2038-08-01      | 5.5000%  | 0.0000% | $523750.00         | $2694.38           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2029-04-01      | 5.5000%  | 0.0000% | $108000.00         | $141.37            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2029-08-01      | 7.0000%  | 0.0000% | $40000.00          | $17.18             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2029-07-01      | 7.5000%  | 0.0000% | $50000.00          | $34.86             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2029-09-01      | 7.5000%  | 0.0000% | $44000.00          | $27.62             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2026-02-01      | 7.0000%  | 0.0000% | $21000.00          | $0.26              | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2026-03-01      | 7.5000%  | 0.0000% | $44000.00          | $0.81              | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2028-02-01      | 6.0000%  | 0.0000% | $108900.00         | $14.98             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2028-04-01      | 6.0000%  | 0.0000% | $69000.00          | $24.39             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2029-04-01      | 7.0000%  | 0.0000% | $1000.00           | $0.79              | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2029-05-01      | 6.5000%  | 0.0000% | $1599371.00        | $1148.28           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2034-01-01      | 5.5000%  | 0.0000% | $82000.00          | $737.46            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2034-03-01      | 5.5000%  | 0.0000% | $108000.00         | $1107.35           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2029-12-01      | 8.0000%  | 0.0000% | $4826400.00        | $2025.94           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2030-01-01      | 7.5000%  | 0.0000% | $50000.00          | $24.13             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2030-04-01      | 8.0000%  | 0.0000% | $7601596.00        | $1512.81           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2030-07-01      | 8.0000%  | 0.0000% | $4800000.00        | $921.69            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2030-06-01      | 7.5000%  | 0.0000% | $1066737.00        | $111.89            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-06-01      | 5.0000%  | 0.0000% | $28000.00          | $19414.79          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2030-06-01      | 8.5000%  | 0.0000% | $60000.00          | $13.35             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2030-08-01      | 8.0000%  | 0.0000% | $1247757.00        | $293.47            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2030-11-01      | 7.5000%  | 0.0000% | $116473.00         | $31.29             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2031-01-01      | 6.0000%  | 0.0000% | $25000.00          | $24.00             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2031-06-01      | 7.0000%  | 0.0000% | $32000.00          | $18.70             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2031-04-01      | 6.0000%  | 0.0000% | $56000.00          | $57.41             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2031-07-01      | 7.5000%  | 0.0000% | $40000.00          | $48.03             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2031-08-01      | 7.0000%  | 0.0000% | $30000.00          | $29.52             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2031-09-01      | 6.0000%  | 0.0000% | $250505.00         | $397.46            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2031-09-01      | 7.0000%  | 0.0000% | $45000.00          | $36.03             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-06-01      | 5.5000%  | 0.0000% | $8000.00           | $5004.57           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2031-10-01      | 6.5000%  | 0.0000% | $196835.00         | $161.33            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2031-11-01      | 6.0000%  | 0.0000% | $53000.00          | $47.91             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2031-12-01      | 6.5000%  | 0.0000% | $800000.00         | $822.27            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2032-05-01      | 7.0000%  | 0.0000% | $160000.00         | $414.23            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2032-09-01      | 6.0000%  | 0.0000% | $13000.00          | $28.66             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2033-07-01      | 5.5000%  | 0.0000% | $144000.00         | $1036.38           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2034-05-01      | 6.5000%  | 0.0000% | $150000.00         | $1858.63           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2037-07-01      | 6.0000%  | 0.0000% | $1509.00           | $80.27             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2028-07-01      | 7.0000%  | 0.0000% | $5000.00           | $5.83              | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2039-02-01      | 5.5000%  | 0.0000% | $100000.00         | $3441.73           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-01-01      | 3.0000%  | 0.0000% | $15000.00          | $9358.49           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2039-04-01      | 5.0000%  | 0.0000% | $179000.00         | $1599.40           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2039-05-01      | 4.0000%  | 0.0000% | $345051.00         | $3247.16           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2039-09-01      | 5.5000%  | 0.0000% | $65000.00          | $1782.20           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2039-09-01      | 4.5000%  | 0.0000% | $110129.00         | $3351.85           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2039-10-01      | 4.5000%  | 0.0000% | $188000.00         | $4293.98           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2040-03-01      | 4.5000%  | 0.0000% | $210000.00         | $4513.43           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-01-01      | 2.0000%  | 0.0000% | $37000.00          | $20704.02          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-04-01      | 2.0000%  | 0.0000% | $30154.00          | $15541.30          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-12-01      | 5.0000%  | 0.0000% | $11653562.00       | $11751335.39       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-06-01      | 2.5000%  | 0.0000% | $18000.00          | $9564.51           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-10-01      | 2.5000%  | 0.0000% | $25000.00          | $16356.13          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-07-01      | 3.0000%  | 0.0000% | $2000.00           | $1381.39           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2031-07-01      | 1.5000%  | 0.0000% | $24000.00          | $9626.75           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-07-01      | 3.5000%  | 0.0000% | $14911.00          | $4900.99           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-07-01      | 3.5000%  | 0.0000% | $13530.00          | $5825.08           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-08-01      | 2.5000%  | 0.0000% | $69999.00          | $43023.07          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-08-01      | 3.5000%  | 0.0000% | $10220.00          | $4281.11           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-08-01      | 3.5000%  | 0.0000% | $6775.00           | $3418.07           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-09-01      | 3.0000%  | 0.0000% | $27175414.00       | $16395006.71       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-09-01      | 3.5000%  | 0.0000% | $30689.00          | $18410.88          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-01-01      | 3.0000%  | 0.0000% | $26776.00          | $17496.11          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-10-01      | 2.5000%  | 0.0000% | $34000.00          | $21359.55          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-09-01      | 2.5000%  | 0.0000% | $35000.00          | $20958.92          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-11-01      | 3.0000%  | 0.0000% | $21000.00          | $13558.29          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-11-01      | 2.0000%  | 0.0000% | $28770.00          | $18299.06          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-12-01      | 2.5000%  | 0.0000% | $20872.00          | $13369.62          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-01-01      | 3.0000%  | 0.0000% | $8000.00           | $5516.31           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-01-01      | 2.5000%  | 0.0000% | $7000.00           | $4604.32           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-02-01      | 2.5000%  | 0.0000% | $33412.00          | $21727.95          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-02-01      | 5.0000%  | 0.0000% | $14916570.00       | $13928715.64       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-02-01      | 2.5000%  | 0.0000% | $25000.00          | $14708.33          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-03-01      | 2.5000%  | 0.0000% | $63000.00          | $44680.61          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-03-01      | 3.0000%  | 0.0000% | $31000.00          | $21758.94          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-04-01      | 3.0000%  | 0.0000% | $55216.00          | $40579.55          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-04-01      | 2.5000%  | 0.0000% | $38000.00          | $23866.50          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-04-01      | 2.5000%  | 0.0000% | $26000.00          | $16859.97          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-04-01      | 2.5000%  | 0.0000% | $18000.00          | $12948.77          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-04-01      | 3.5000%  | 0.0000% | $28000.00          | $15752.99          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-06-01      | 3.5000%  | 0.0000% | $54001.00          | $39620.10          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-06-01      | 3.0000%  | 0.0000% | $23000.00          | $16179.53          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-06-01      | 5.5000%  | 0.0000% | $13085792.00       | $12188490.88       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-06-01      | 3.5000%  | 0.0000% | $34023.00          | $25540.40          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-06-01      | 4.0000%  | 0.0000% | $14000.00          | $10812.39          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-07-01      | 5.0000%  | 0.0000% | $1002.00           | $737.08            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-07-01      | 3.5000%  | 0.0000% | $12000.00          | $8692.78           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-07-01      | 3.5000%  | 0.0000% | $24000.00          | $17509.39          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-07-01      | 3.5000%  | 0.0000% | $9000.00           | $5670.26           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-08-01      | 4.5000%  | 0.0000% | $13000.00          | $9770.86           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-08-01      | 5.0000%  | 0.0000% | $29000.00          | $19088.93          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-01      | 4.5000%  | 0.0000% | $12000.00          | $9564.26           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-10-01      | 4.5000%  | 0.0000% | $55000.00          | $44925.53          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-04-01      | 4.0000%  | 0.0000% | $15680325.00       | $13768905.12       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-10-01      | 5.5000%  | 0.0000% | $26979.00          | $19093.35          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-10-01      | 5.5000%  | 0.0000% | $45000.00          | $33924.27          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-10-01      | 5.5000%  | 0.0000% | $42000.00          | $34189.69          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-11-01      | 5.5000%  | 0.0000% | $11000.00          | $9246.27           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-11-01      | 4.0000%  | 0.0000% | $42000.00          | $32680.63          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-09-01      | 6.0000%  | 0.0000% | $1000000.00        | $19610.91          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-12-01      | 5.0000%  | 0.0000% | $5000.00           | $59.15             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-11-01      | 6.1220%  | 0.0000% | $415000.00         | $3842.24           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-12-01      | 5.5000%  | 0.0000% | $21000.00          | $229.56            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-06-01      | 4.5000%  | 0.0000% | $1500000.00        | $3649.58           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-08-01      | 4.5000%  | 0.0000% | $129000.00         | $3202.24           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-02-01      | 5.0000%  | 0.0000% | $15000.00          | $35.08             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-06-01      | 5.5000%  | 0.0000% | $600000.00         | $4939.18           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-01-01      | 6.2720%  | 0.0000% | $80000.00          | $918.87            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-09-01      | 5.0000%  | 0.0000% | $1129.00           | $1093.05           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-08-01      | 6.3200%  | 0.0000% | $1000000.00        | $20013.56          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2027-08-01      | 3.0000%  | 0.0000% | $293355.00         | $6415.83           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2027-08-01      | 3.0000%  | 0.0000% | $642508.00         | $9073.68           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-09-01      | 3.5000%  | 0.0000% | $245393.00         | $14665.22          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-03-01      | 2.5000%  | 0.0000% | $126000.00         | $13565.76          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-09-01      | 4.0000%  | 0.0000% | $100000.00         | $15318.21          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2027-09-01      | 2.5000%  | 0.0000% | $475602.00         | $14931.44          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2032-10-01      | 3.0000%  | 0.0000% | $183000.00         | $18148.07          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-11-01      | 3.5000%  | 0.0000% | $155800.00         | $20066.90          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-01-01      | 4.0000%  | 0.0000% | $100000.00         | $14087.23          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-10-01      | 5.5000%  | 0.0000% | $8814.00           | $8780.16           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-12-01      | 4.0000%  | 0.0000% | $100000.00         | $10745.86          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-12-01      | 3.5000%  | 0.0000% | $1000.00           | $119.57            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-01-01      | 3.0000%  | 0.0000% | $2000.00           | $360.47            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-12-01      | 3.0000%  | 0.0000% | $97000.00          | $20217.70          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-01-01      | 3.0000%  | 0.0000% | $2000.00           | $493.59            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-12-01      | 3.0000%  | 0.0000% | $2000.00           | $678.51            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-02-01      | 2.5000%  | 0.0000% | $39000.00          | $5086.20           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-02-01      | 2.5000%  | 0.0000% | $69000.00          | $13493.32          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-06-01      | 3.0000%  | 0.0000% | $100000.00         | $13904.89          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-08-01      | 3.5000%  | 0.0000% | $134550.00         | $14725.46          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-11-01      | 5.0000%  | 0.0000% | $2839069.00        | $2846899.15        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2028-07-01      | 3.5000%  | 0.0000% | $54000.00          | $1758.62           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-07-01      | 3.5000%  | 0.0000% | $116733.00         | $15158.26          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-07-01      | 3.5000%  | 0.0000% | $179401.00         | $21050.08          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-07-01      | 3.0000%  | 0.0000% | $300000.00         | $45253.51          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-08-01      | 2.5000%  | 0.0000% | $2000.00           | $474.22            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2028-10-01      | 3.5000%  | 0.0000% | $232000.00         | $8705.26           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2029-02-01      | 3.5000%  | 0.0000% | $50000.00          | $1615.81           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2044-02-01      | 4.5000%  | 0.0000% | $17000.00          | $623.10            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-11-01      | 4.5000%  | 0.0000% | $1000.00           | $70.33             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-12-01      | 5.0000%  | 0.0000% | $33000.00          | $2159.90           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-11-01      | 4.5000%  | 0.0000% | $1000.00           | $992.71            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2044-01-01      | 3.5000%  | 0.0000% | $91346.00          | $12010.25          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2044-01-01      | 4.5000%  | 0.0000% | $110000.00         | $7536.81           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-07-01      | 6.0000%  | 0.0000% | $62365.00          | $45850.10          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2026-06-01      | 7.5000%  | 0.0000% | $727696.00         | $17.63             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2026-06-01      | 7.0000%  | 0.0000% | $10000.00          | $0.36              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2026-08-01      | 7.5000%  | 0.0000% | $3143400.00        | $108.70            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2026-12-01      | 7.5000%  | 0.0000% | $1732598.00        | $185.85            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2026-11-01      | 9.0000%  | 0.0000% | $745840.00         | $25.36             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2027-02-01      | 7.0000%  | 0.0000% | $530000.00         | $71.73             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2027-06-01      | 7.0000%  | 0.0000% | $49000.00          | $10.03             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2028-09-01      | 7.0000%  | 0.0000% | $11251000.00       | $9665.56           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2029-09-01      | 7.5000%  | 0.0000% | $3000000.00        | $1783.50           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2028-10-01      | 6.0000%  | 0.0000% | $84000.00          | $94.35             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-08-01      | 5.5000%  | 0.0000% | $72032.00          | $57892.05          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2029-02-01      | 7.0000%  | 0.0000% | $8890294.00        | $11278.91          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2029-02-01      | 7.0000%  | 0.0000% | $1000000.00        | $399.70            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2029-03-01      | 7.0000%  | 0.0000% | $12000000.00       | $9925.41           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2029-05-01      | 6.5000%  | 0.0000% | $255260.00         | $645.99            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2029-06-01      | 7.0000%  | 0.0000% | $155737.00         | $220.25            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2029-07-01      | 7.5000%  | 0.0000% | $4000400.00        | $6540.40           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2029-08-01      | 7.0000%  | 0.0000% | $1459816.00        | $925.84            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2029-09-01      | 7.0000%  | 0.0000% | $9000.00           | $3.96              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2029-09-01      | 7.5000%  | 0.0000% | $532181.00         | $234.67            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2029-07-01      | 7.0000%  | 0.0000% | $5000.00           | $3.61              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2029-10-01      | 7.0000%  | 0.0000% | $6026.00           | $1.93              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2029-10-01      | 7.5000%  | 0.0000% | $150000.00         | $108.14            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2030-04-01      | 8.5000%  | 0.0000% | $6307107.00        | $5471.44           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2030-07-01      | 8.5000%  | 0.0000% | $45643411.00       | $7149.25           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-07-01      | 5.0000%  | 0.0000% | $3100000.00        | $18542.18          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2032-07-01      | 7.0000%  | 0.0000% | $10397903.00       | $23741.68          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2032-12-01      | 5.5000%  | 0.0000% | $1000000.00        | $3002.81           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-11-01      | 7.0000%  | 0.0000% | $357918.00         | $2210.83           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-05-01      | 5.5000%  | 0.0000% | $2536000.00        | $25135.38          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-11-01      | 5.5000%  | 0.0000% | $350000.00         | $3405.02           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-09-01      | 6.0000%  | 0.0000% | $7000.00           | $5020.96           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-12-01      | 6.0000%  | 0.0000% | $650000.00         | $1958.16           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2026-12-01      | 6.5000%  | 0.0000% | $61378.00          | $207.18            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-01-01      | 5.5000%  | 0.0000% | $440716.00         | $1093.51           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2027-02-01      | 5.5000%  | 0.0000% | $550000.00         | $774.58            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-03-01      | 6.6250%  | 0.0000% | $110000.00         | $129.71            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-08-01      | 6.4770%  | 0.0000% | $702920.00         | $9812.90           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2025-12-25      | 5.0000%  | 0.0000% | $11996135.00       | $328.67            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2025-12-25      | 6.5000%  | 0.0000% | $1348154.00        | $63.49             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2026-01-01      | 6.5000%  | 0.0000% | $76095.00          | $3.29              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2026-03-01      | 5.0000%  | 0.0000% | $8818996.00        | $265.73            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-10-01      | 5.0000%  | 0.0000% | $4000.00           | $3479.33           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2026-04-01      | 5.0000%  | 0.0000% | $8045968.00        | $1372.68           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2026-05-01      | 6.5000%  | 0.0000% | $37274.00          | $18.35             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-07-01      | 5.5000%  | 0.0000% | $1480000.00        | $11441.19          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2026-08-01      | 6.5000%  | 0.0000% | $1481183.00        | $800.99            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2027-03-01      | 6.5000%  | 0.0000% | $2216870.00        | $1545.83           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2027-03-01      | 6.5000%  | 0.0000% | $877051.00         | $1500.63           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2027-06-01      | 6.0000%  | 0.0000% | $2400000.00        | $7320.02           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2027-07-01      | 6.0000%  | 0.0000% | $3177500.00        | $7616.02           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-07-01      | 7.0000%  | 0.0000% | $1061322.00        | $3664.90           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2027-07-01      | 6.5000%  | 0.0000% | $1004.00           | $5.55              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-10-01      | 5.0000%  | 0.0000% | $45000.00          | $28993.75          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-08-01      | 5.5000%  | 0.0000% | $270000.00         | $522.46            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2027-10-01      | 6.5000%  | 0.0000% | $5234363.00        | $14805.71          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-10-01      | 7.0000%  | 0.0000% | $375000.00         | $4823.37           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2027-10-01      | 6.5000%  | 0.0000% | $1000.00           | $5.73              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-11-01      | 6.5000%  | 0.0000% | $2500000.00        | $10487.46          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2028-03-01      | 5.0000%  | 0.0000% | $5880361.00        | $12737.77          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-04-01      | 5.5000%  | 0.0000% | $333708.00         | $1129.01           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-05-01      | 5.5000%  | 0.0000% | $1530000.00        | $20607.99          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2029-01-01      | 5.0000%  | 0.0000% | $82000.00          | $207.33            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2028-11-01      | 4.4390%  | 0.0000% | $5110057.00        | $5516.35           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-09-01      | 5.0000%  | 0.0000% | $14000.00          | $8837.50           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-02-01      | 7.5000%  | 0.0000% | $100000.00         | $738.60            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2026-08-01      | 3.5000%  | 0.0000% | $10000.00          | $14.53             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-08-01      | 5.5000%  | 0.0000% | $319000.00         | $10674.18          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2027-04-01      | 6.4790%  | 0.0000% | $15000000.00       | $4759.96           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-05-01      | 4.4120%  | 0.0000% | $6558645.00        | $12966.46          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2028-10-01      | 7.0000%  | 0.0000% | $21000.00          | $4.22              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2029-08-01      | 6.1250%  | 0.0000% | $2000000.00        | $2521.82           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2029-10-01      | 7.0000%  | 0.0000% | $155869.00         | $57.80             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2026-04-01      | 7.5000%  | 0.0000% | $200000.00         | $1.82              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2026-08-01      | 6.1250%  | 0.0000% | $60000.00          | $13.28             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-11-01      | 5.0000%  | 0.0000% | $3000.00           | $2086.98           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2029-09-01      | 7.5000%  | 0.0000% | $25668.00          | $4.13              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2026-12-01      | 7.5000%  | 0.0000% | $85700.00          | $20.13             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2026-10-01      | 7.5000%  | 0.0000% | $58000.00          | $6.06              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2026-11-01      | 8.5000%  | 0.0000% | $438735.00         | $571.92            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2026-07-01      | 7.5000%  | 0.0000% | $1500000.00        | $478.06            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2026-08-01      | 7.5000%  | 0.0000% | $990000.00         | $165.84            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-08-01      | 3.0000%  | 0.0000% | $9000.00           | $6684.98           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2026-08-01      | 7.5000%  | 0.0000% | $4990000.00        | $1232.06           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2026-09-01      | 8.5000%  | 0.0000% | $400000.00         | $459.11            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2026-12-01      | 7.5000%  | 0.0000% | $5050000.00        | $2478.79           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2026-12-01      | 7.0000%  | 0.0000% | $533703.00         | $287.81            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2027-03-01      | 7.0000%  | 0.0000% | $340466.00         | $92.86             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2026-10-01      | 8.5000%  | 0.0000% | $206000.00         | $470.69            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2027-06-01      | 7.5000%  | 0.0000% | $197000.00         | $229.64            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2027-12-01      | 7.0000%  | 0.0000% | $123478.00         | $72.30             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2027-12-01      | 7.0000%  | 0.0000% | $345139.00         | $43.73             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2028-01-01      | 5.5000%  | 0.0000% | $150000.00         | $219.11            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-07-01      | 4.0000%  | 0.0000% | $3000.00           | $1686.92           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2026-09-01      | 3.5000%  | 0.0000% | $267360.00         | $555.84            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2026-09-01      | 3.5000%  | 0.0000% | $43000.00          | $244.57            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2026-09-01      | 3.5000%  | 0.0000% | $159000.00         | $677.06            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2026-02-01      | 3.5000%  | 0.0000% | $4500000.00        | $2863.86           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2026-02-01      | 3.5000%  | 0.0000% | $560000.00         | $294.67            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2026-03-01      | 3.5000%  | 0.0000% | $200000.00         | $168.94            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2026-04-01      | 3.5000%  | 0.0000% | $227000.00         | $401.74            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2026-04-01      | 4.5000%  | 0.0000% | $3960000.00        | $4023.87           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2026-05-01      | 4.0000%  | 0.0000% | $185000.00         | $289.22            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2026-05-01      | 3.5000%  | 0.0000% | $707500.00         | $1249.45           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-08-01      | 5.0000%  | 0.0000% | $35000.00          | $25471.24          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2026-05-01      | 3.5000%  | 0.0000% | $344356.00         | $712.82            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2026-07-01      | 3.5000%  | 0.0000% | $100184.00         | $63.48             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2026-08-01      | 3.5000%  | 0.0000% | $250000.00         | $587.43            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2027-02-01      | 3.5000%  | 0.0000% | $100000.00         | $390.44            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2027-04-01      | 3.5000%  | 0.0000% | $100415.00         | $4480.89           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2029-06-01      | 2.5000%  | 0.0000% | $1000.00           | $41.47             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2027-03-01      | 3.5000%  | 0.0000% | $34000.00          | $489.39            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2027-03-01      | 3.5000%  | 0.0000% | $33000.00          | $505.56            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2037-10-01      | 5.5000%  | 0.0000% | $3100000.00        | $1974.57           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2030-01-01      | 6.0000%  | 0.0000% | $200000.00         | $294.25            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-08-01      | 4.0000%  | 0.0000% | $2000.00           | $1131.36           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2034-07-01      | 5.0000%  | 0.0000% | $14915.00          | $33.28             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2036-08-01      | 5.5000%  | 0.0000% | $1000000.00        | $2228.43           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2037-05-01      | 5.0000%  | 0.0000% | $257202.00         | $315.48            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2042-10-01      | 3.5000%  | 0.0000% | $10152.00          | $571.89            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2047-07-01      | 3.5000%  | 0.0000% | $20459000.00       | $2429931.37        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-05-01      | 4.5000%  | 0.0000% | $10000.00          | $1013.66           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-11-01      | 4.5000%  | 0.0000% | $39000.00          | $1383.04           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-12-01      | 3.5000%  | 0.0000% | $1000.00           | $114.44            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2034-03-01      | 3.5000%  | 0.0000% | $29000.00          | $2634.33           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2046-03-01      | 6.5020%  | 0.0000% | $197000.00         | $5738.37           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-10-01      | 3.5000%  | 0.0000% | $12000.00          | $9317.59           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2047-06-01      | 3.0830%  | 0.0000% | $139424.00         | $17042.02          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2047-08-01      | 6.3900%  | 0.0000% | $320000.00         | $19837.08          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2032-03-01      | 7.0000%  | 0.0000% | $40000.00          | $62.79             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2032-04-01      | 6.5000%  | 0.0000% | $206637.00         | $323.51            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2026-02-01      | 7.5000%  | 0.0000% | $5000000.00        | $41.20             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2026-04-01      | 7.0000%  | 0.0000% | $417223.00         | $14.46             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2026-05-01      | 7.0000%  | 0.0000% | $1000000.00        | $70.71             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2027-06-01      | 7.0000%  | 0.0000% | $100100.00         | $2.80              | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2027-03-01      | 7.0000%  | 0.0000% | $1341300.00        | $135.39            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2027-05-01      | 7.5000%  | 0.0000% | $10255000.00       | $658.71            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-10-01      | 4.0000%  | 0.0000% | $1070.00           | $837.09            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2027-12-01      | 7.0000%  | 0.0000% | $286383.00         | $58.26             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2027-12-01      | 6.5000%  | 0.0000% | $486565.00         | $84.95             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2028-07-01      | 7.0000%  | 0.0000% | $238439.00         | $48.67             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2029-05-01      | 7.0000%  | 0.0000% | $235000.00         | $89.35             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2029-04-01      | 6.5000%  | 0.0000% | $260000.00         | $376.44            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2029-02-01      | 7.0000%  | 0.0000% | $200158.00         | $135.28            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2029-11-01      | 7.0000%  | 0.0000% | $92464.00          | $40.43             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2029-07-01      | 7.5000%  | 0.0000% | $78171.00          | $54.45             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-10-01      | 4.0000%  | 0.0000% | $250000.00         | $22850.69          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-10-01      | 5.0000%  | 0.0000% | $442539.00         | $35642.40          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-02-01      | 4.0000%  | 0.0000% | $55000.00          | $3539.04           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-02-01      | 3.0000%  | 0.0000% | $27545.00          | $2692.37           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-03-01      | 4.0000%  | 0.0000% | $33000.00          | $6913.73           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-02-01      | 4.5000%  | 0.0000% | $50000.00          | $12229.93          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-02-01      | 3.5000%  | 0.0000% | $140000.00         | $11279.86          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-04-01      | 3.5000%  | 0.0000% | $83000.00          | $20964.58          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-04-01      | 3.5000%  | 0.0000% | $87000.00          | $9817.69           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-06-01      | 4.0000%  | 0.0000% | $110000.00         | $15701.87          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-05-01      | 4.0000%  | 0.0000% | $17000.00          | $2376.73           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-05-01      | 5.0000%  | 0.0000% | $29000.00          | $9532.62           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-09-01      | 5.0000%  | 0.0000% | $34000.00          | $2803.62           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-07-01      | 3.5000%  | 0.0000% | $73000.00          | $9451.35           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-08-01      | 3.0490%  | 0.0000% | $190000.00         | $35913.46          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2030-03-01      | 5.0000%  | 0.0000% | $596723.00         | $9190.25           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2030-10-01      | 3.5000%  | 0.0000% | $1000000.00        | $24579.03          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-12-01      | 4.0000%  | 0.0000% | $252744.00         | $9524.95           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2030-12-01      | 4.0000%  | 0.0000% | $121000.00         | $2847.71           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2026-01-01      | 3.5000%  | 0.0000% | $37000.00          | $7.86              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2026-02-01      | 3.5000%  | 0.0000% | $34000.00          | $19.32             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2031-04-01      | 4.5000%  | 0.0000% | $700000.00         | $17000.06          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2044-01-01      | 4.5000%  | 0.0000% | $5000.00           | $485.86            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2031-11-01      | 4.0000%  | 0.0000% | $2000.00           | $93.44             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2026-10-01      | 4.0000%  | 0.0000% | $150000.00         | $457.99            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2027-01-01      | 4.5000%  | 0.0000% | $45000.00          | $261.67            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2032-05-01      | 3.5000%  | 0.0000% | $8000.00           | $506.52            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2032-04-01      | 3.5000%  | 0.0000% | $114000.00         | $6594.64           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2027-04-01      | 3.5000%  | 0.0000% | $27000.00          | $319.60            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2032-06-01      | 4.0000%  | 0.0000% | $161000.00         | $8466.81           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2032-05-01      | 4.0000%  | 0.0000% | $68000.00          | $3163.54           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2032-09-01      | 3.0000%  | 0.0000% | $160000.00         | $13067.63          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-09-01      | 4.0000%  | 0.0000% | $200000.00         | $22068.59          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-11-01      | 3.5000%  | 0.0000% | $173187.00         | $17786.30          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-11-01      | 3.0000%  | 0.0000% | $110444.00         | $16282.85          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-02-01      | 2.5000%  | 0.0000% | $9000.00           | $1443.10           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-02-01      | 3.0000%  | 0.0000% | $28000.00          | $2926.78           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-03-01      | 3.0000%  | 0.0000% | $17000.00          | $1825.10           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-03-01      | 2.5000%  | 0.0000% | $39000.00          | $7722.42           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2028-04-01      | 3.0000%  | 0.0000% | $75000.00          | $2321.77           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-06-01      | 3.0000%  | 0.0000% | $61000.00          | $6523.77           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-09-01      | 3.0000%  | 0.0000% | $50000.00          | $6133.95           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-09-01      | 3.5000%  | 0.0000% | $17000.00          | $1608.19           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2028-08-01      | 3.5000%  | 0.0000% | $250000.00         | $7792.67           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2028-10-01      | 3.5000%  | 0.0000% | $15000.00          | $605.69            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-07-01      | 3.0000%  | 0.0000% | $13839.00          | $1896.87           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2029-01-01      | 4.0000%  | 0.0000% | $50000.00          | $2042.80           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-06-01      | 3.0000%  | 0.0000% | $256727.00         | $25101.16          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2044-07-01      | 3.5000%  | 0.0000% | $121000.00         | $7965.17           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-08-01      | 3.5000%  | 0.0000% | $92000.00          | $7106.56           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-09-01      | 3.5000%  | 0.0000% | $20000.00          | $1788.22           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-08-01      | 3.0000%  | 0.0000% | $171538.00         | $9029.22           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2044-09-01      | 3.5000%  | 0.0000% | $1000.00           | $101.21            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-12-01      | 3.0000%  | 0.0000% | $215557.00         | $15539.54          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2044-11-01      | 4.5000%  | 0.0000% | $5000.00           | $323.50            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2029-12-01      | 3.5000%  | 0.0000% | $94875.00          | $7627.50           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-02-01      | 3.5000%  | 0.0000% | $110000.00         | $11436.68          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-03-01      | 3.0000%  | 0.0000% | $218470.00         | $20476.75          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-05-01      | 3.0000%  | 0.0000% | $90523.00          | $11043.98          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-06-01      | 4.5000%  | 0.0000% | $115000.00         | $13352.76          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-07-01      | 3.5000%  | 0.0000% | $57500.00          | $7615.21           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-09-01      | 3.0000%  | 0.0000% | $100000.00         | $10684.31          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-10-01      | 4.0000%  | 0.0000% | $60000.00          | $6547.66           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-11-01      | 3.5000%  | 0.0000% | $14000.00          | $1654.17           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2030-11-01      | 3.0000%  | 0.0000% | $1000.00           | $80.63             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2025-12-25      | 3.5000%  | 0.0000% | $10000.00          | $0.94              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-11-01      | 3.5000%  | 0.0000% | $26000.00          | $2822.67           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-03-01      | 3.5000%  | 0.0000% | $44000.00          | $5472.04           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2031-03-01      | 3.0000%  | 0.0000% | $1000.00           | $89.16             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2031-03-01      | 3.5000%  | 0.0000% | $15000.00          | $1457.67           | Agency Mortgage-Backed Securities |

### Security 187: Bank of America Securities, Inc.

- **C.1 - Title:** Bank of America Securities, Inc. 4.160000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP19VYD9, C.3 - LEI: 549300HN4UKV, C.5 - Other ID: ARP19VYD9_4.16_1205
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2026-07-29
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Bank                   | 2025-12-19      | 4.0100%  | 0.0000% | $9910000.00        | $9989021.24        | Agency Mortgage-Backed Securities |
| Federal Home Loan Bank                   | 2026-12-08      | 4.0900%  | 0.0000% | $80000000.00       | $80757040.00       | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank                 | 2030-09-23      | 1.5700%  | 0.0000% | $15000000.00       | $13656025.83       | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank                 | 2042-07-14      | 5.1200%  | 0.0000% | $5860000.00        | $5822711.52        | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank                 | 2027-01-27      | 3.7700%  | 0.0000% | $19207000.00       | $19261286.45       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2026-02-18      | N/A      | 0.0000% | $685000.00         | $679061.05         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-02-20      | 3.5000%  | 0.0000% | $93571000.00       | $13852143.25       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-03-20      | 3.5000%  | 0.0000% | $11001000.00       | $7614009.08        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-07-20      | 4.0000%  | 0.0000% | $2085956.00        | $1544230.93        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-01-20      | 3.0000%  | 0.0000% | $159801.00         | $109341.06         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-08-20      | 3.0000%  | 0.0000% | $195044.00         | $149731.01         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-01-20      | 3.0000%  | 0.0000% | $187435.00         | $117205.99         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-08-20      | 3.0000%  | 0.0000% | $25000.00          | $12694.88          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-09-15      | 5.6650%  | 0.0000% | $447609.00         | $473448.43         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-07-20      | 3.0000%  | 0.0000% | $148854.00         | $101015.67         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-07-20      | 3.0000%  | 0.0000% | $257684.00         | $166467.10         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-01-20      | 3.0000%  | 0.0000% | $47295.00          | $28193.23          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-08-20      | 3.0000%  | 0.0000% | $25000.00          | $10857.85          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-01-20      | 3.0000%  | 0.0000% | $25000.00          | $11089.25          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-06-20      | 3.0000%  | 0.0000% | $25000.00          | $17290.71          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2043-05-20      | 3.0000%  | 0.0000% | $50000.00          | $32433.76          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-11-20      | 3.0000%  | 0.0000% | $50000.00          | $27168.83          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-08-20      | 3.0000%  | 0.0000% | $50000.00          | $27242.01          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-11-20      | 3.0000%  | 0.0000% | $25000.00          | $11953.55          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-01-20      | 3.0000%  | 0.0000% | $200000.00         | $103122.72         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-04-20      | 3.5000%  | 0.0000% | $275077.00         | $151791.06         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-01-20      | 3.0000%  | 0.0000% | $24999.00          | $11675.55          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-09-20      | 3.0000%  | 0.0000% | $45497.00          | $22011.30          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-10-20      | 3.0000%  | 0.0000% | $100000.00         | $44368.89          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2044-01-20      | 3.0000%  | 0.0000% | $25000.00          | $14088.36          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-03-20      | 3.0000%  | 0.0000% | $100330.00         | $49092.30          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-11-20      | 3.0000%  | 0.0000% | $25000.00          | $10097.32          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-05-20      | 3.0000%  | 0.0000% | $175000.00         | $106276.24         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-01-20      | 3.0000%  | 0.0000% | $75000.00          | $35365.33          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-03-20      | 3.0000%  | 0.0000% | $25000.00          | $17617.33          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-07-20      | 3.0000%  | 0.0000% | $150000.00         | $90037.54          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-11-20      | 3.0000%  | 0.0000% | $450000.00         | $264181.93         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-01-20      | 3.0000%  | 0.0000% | $75000.00          | $45148.57          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-12-20      | 3.0000%  | 0.0000% | $100000.00         | $55187.46          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-07-20      | 3.0000%  | 0.0000% | $75000.00          | $48747.13          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-01-20      | 3.0000%  | 0.0000% | $93942.00          | $61987.85          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-08-20      | 3.0000%  | 0.0000% | $60739.00          | $23298.70          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-08-20      | 3.0000%  | 0.0000% | $171417.00         | $112259.49         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-11-15      | 5.2500%  | 0.0000% | $3712144.00        | $3828740.59        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-10-20      | 3.0000%  | 0.0000% | $81063.00          | $52289.49          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-01-20      | 3.0000%  | 0.0000% | $35526.00          | $16952.40          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-02-20      | 3.0000%  | 0.0000% | $72348.00          | $52972.67          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-05-15      | 5.9500%  | 0.0000% | $1248432.00        | $1338488.26        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-02-15      | 5.7900%  | 0.0000% | $965626.00         | $1024984.73        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-04-15      | 5.6500%  | 0.0000% | $661410.00         | $696100.25         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-01-20      | 4.5000%  | 0.0000% | $2294608.00        | $2182107.62        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-12-20      | 6.5000%  | 0.0000% | $475588.00         | $350252.79         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-02-20      | 7.0000%  | 0.0000% | $1768724.00        | $1223361.39        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2075-04-20      | 5.7010%  | 0.0000% | $10914288.00       | $12092557.30       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-07-15      | 5.4400%  | 0.0000% | $713540.00         | $744271.99         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-10-15      | 5.6600%  | 0.0000% | $625912.00         | $662147.53         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $4361112.00        | $4552827.73        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 4.5000%  | 0.0000% | $1706012.00        | $1645837.40        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-10-15      | 5.1500%  | 0.0000% | $3377776.00        | $3458472.76        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-10-15      | 5.1500%  | 0.0000% | $2401284.00        | $2458651.88        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-10-15      | 5.1500%  | 0.0000% | $5347152.00        | $5474898.13        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $5280576.00        | $5397250.21        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-05-20      | 3.5000%  | 0.0000% | $172801.00         | $157003.31         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2075-08-20      | 5.6470%  | 0.0000% | $21753376.00       | $23642588.26       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2075-09-20      | 5.6020%  | 0.0000% | $12783360.00       | $13849113.91       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-09-20      | 3.0000%  | 0.0000% | $1383216.00        | $1237004.18        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-10-20      | 6.0000%  | 0.0000% | $40519488.00       | $41643338.11       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-11-20      | 6.0000%  | 0.0000% | $28721152.00       | $29431167.59       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-10-20      | 6.5000%  | 0.0000% | $2142744.00        | $2219517.38        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-11-15      | 5.4400%  | 0.0000% | $7453232.00        | $7794448.42        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 5.5000%  | 0.0000% | $6014632.00        | $6076574.61        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-10-15      | 4.5700%  | 0.0000% | $5495504.00        | $5403141.45        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-11-20      | 6.5000%  | 0.0000% | $1395520.00        | $1446071.32        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2075-09-20      | 5.3420%  | 0.0000% | $1592960.00        | $1715368.58        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-12-20      | 7.5000%  | 0.0000% | $5192936.00        | $3519514.38        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-04-20      | 5.0000%  | 0.0000% | $102932800.00      | $101735788.10      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-12-20      | 3.5000%  | 0.0000% | $3542868.00        | $3221776.03        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $33968.00          | $34771.79          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 5.0000%  | 0.0000% | $24031680.00       | $24303768.59       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 3.5000%  | 0.0000% | $4920000.00        | $4835905.12        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 4.5000%  | 0.0000% | $8599552.00        | $8669251.37        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.5000%  | 0.0000% | $1201652.00        | $1256391.74        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-11-20      | 6.0000%  | 0.0000% | $4662840.00        | $4789072.40        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-11-20      | 6.5000%  | 0.0000% | $2600000.00        | $2709865.60        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-12-20      | 5.2320%  | 0.0000% | $6751639.00        | $1694911.41        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-08-20      | 5.3030%  | 0.0000% | $2760000.00        | $1772573.86        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-08-20      | 5.2830%  | 0.0000% | $1538094.00        | $1197705.78        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-08-20      | 5.3670%  | 0.0000% | $2249196.00        | $1832192.27        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 4.7500%  | 0.0000% | $14383808.00       | $14543863.83       | Agency Mortgage-Backed Securities |

### Security 188: Bank of America Securities, Inc.

- **C.1 - Title:** Bank of America Securities, Inc. 4.140000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP19VYE7, C.3 - LEI: 549300HN4UKV, C.5 - Other ID: ARP19VYE7_4.14_1205
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2026-07-29
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name         | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note  | 2030-03-31      | 3.6250%  | 0.0000% | $38251700.00       | $38586887.67       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2031-06-30      | 4.2500%  | 0.0000% | $229368800.00      | $240456225.99      | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2039-02-15      | N/A      | 0.0000% | $233661996.10      | $128956887.30      | U.S. Treasuries (including strips) |

### Security 189: Natixis SA

- **C.1 - Title:** Natixis SA 4.300000%
- **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: ARP19WJO0, C.3 - LEI: KX1WK48MPD4Y, C.5 - Other ID: ARP19WJO0_4.30_0129
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.3000%
- **C.11 - Maturity Date (WAM):** 2026-01-29
- **C.12 - Maturity Date (WAL):** 2026-01-29
- **C.13 - Final Legal Maturity Date:** 2026-01-29
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp.      | 2055-04-01      | 7.0000%  | 0.0000% | $1000.00           | $1011.62           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 6.0000%  | 0.0000% | $8424807.00        | $8160020.13        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-10-01      | 6.0000%  | 0.0000% | $1024.00           | $1054.79           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-08-01      | 5.5000%  | 0.0000% | $50932368.00       | $48301119.96       | Agency Mortgage-Backed Securities  |
| U.S. Treasury Bond                    | 2052-11-15      | 4.0000%  | 0.0000% | $8500.00           | $7634.52           | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2043-08-15      | 4.3750%  | 0.0000% | $100.00            | $99.07             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2044-08-15      | 4.1250%  | 0.0000% | $100.00            | $95.28             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2029-07-31      | 2.6250%  | 0.0000% | $57100.00          | $55843.84          | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2030-07-31      | 4.0000%  | 0.0000% | $4999200.00        | $5156662.20        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2031-01-31      | 4.0000%  | 0.0000% | $12295800.00       | $12683873.62       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-08-15      | 3.7500%  | 0.0000% | $100.00            | $101.44            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2032-07-31      | 4.0000%  | 0.0000% | $10272700.00       | $10564788.59       | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp.      | 2053-09-01      | 4.8030%  | 0.0000% | $1001.00           | $842.42            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2047-04-01      | 3.0000%  | 0.0000% | $3148983.00        | $590225.11         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-09-01      | 5.5000%  | 0.0000% | $50449490.00       | $42060390.15       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2038-01-01      | 2.9200%  | 0.0000% | $14911024.00       | $12492306.79       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-01-01      | 2.0000%  | 0.0000% | $24934688.00       | $15849745.45       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $765.59            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2030-08-01      | 3.8600%  | 0.0000% | $3184.00           | $3128.73           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2030-07-01      | 3.6800%  | 0.0000% | $3327724.00        | $3300300.23        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2030-04-01      | 3.4900%  | 0.0000% | $14280000.00       | $13468302.81       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2033-05-01      | 3.5100%  | 0.0000% | $15814000.00       | $15196819.11       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2046-09-01      | 3.5000%  | 0.0000% | $3603.00           | $948.67            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-10-01      | 6.0000%  | 0.0000% | $1058.00           | $1095.03           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-10-01      | 6.5000%  | 0.0000% | $1000.00           | $1047.83           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2034-05-01      | 3.5000%  | 0.0000% | $1000.00           | $932.07            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2034-05-01      | 3.3500%  | 0.0000% | $9808223.00        | $9229346.58        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2034-05-01      | 3.3400%  | 0.0000% | $9334385.00        | $8587861.39        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2029-07-01      | 4.8600%  | 0.0000% | $1000.00           | $1034.54           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-02-01      | 3.0000%  | 0.0000% | $1000.00           | $654.58            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-01-01      | 4.5000%  | 0.0000% | $1000.00           | $933.13            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-06-01      | 6.5000%  | 0.0000% | $1996.00           | $1905.98           | Agency Mortgage-Backed Securities  |

### Security 190: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 4.340000%
- **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: ARP19XFR5, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP19XFR5_4.34_0202
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.3400%
- **C.11 - Maturity Date (WAM):** 2026-02-02
- **C.12 - Maturity Date (WAL):** 2026-02-02
- **C.13 - Final Legal Maturity Date:** 2026-02-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp.      | 2038-07-01      | 2.0000%  | 0.0000% | $1011472.00        | $927505.45         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2038-07-01      | 3.0000%  | 0.0000% | $81722.00          | $61118.90          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2038-02-01      | 2.5000%  | 0.0000% | $15608271.00       | $12882190.09       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2038-01-01      | 2.5000%  | 0.0000% | $7253857.00        | $6262507.71        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2038-12-01      | 6.5000%  | 0.0000% | $18326154.00       | $8262333.12        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2039-01-01      | 6.5000%  | 0.0000% | $43517561.00       | $21384325.44       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-09-01      | 3.8800%  | 0.0000% | $9931613.00        | $8983654.30        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-07-01      | 6.3250%  | 0.0000% | $2471000.00        | $119497.53         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-02-01      | 3.5600%  | 0.0000% | $4037160.00        | $3218629.56        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-05-01      | 3.5600%  | 0.0000% | $13639985.00       | $12309349.90       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-08-01      | 5.0000%  | 0.0000% | $1648814.00        | $464396.33         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-10-01      | 2.1500%  | 0.0000% | $19027878.00       | $14369197.00       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-04-01      | 4.5000%  | 0.0000% | $272037.00         | $200387.21         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-12-01      | 6.0000%  | 0.0000% | $2003026.00        | $1902255.70        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-12-01      | 5.0000%  | 0.0000% | $10781.00          | $5312.86           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-04-01      | 4.5000%  | 0.0000% | $1082455.00        | $910481.64         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-04-01      | 5.0000%  | 0.0000% | $1064800.00        | $341641.05         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-05-01      | 4.5000%  | 0.0000% | $1059338.00        | $670099.57         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-05-01      | 6.0000%  | 0.0000% | $1000000.00        | $590502.59         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-06-01      | 4.5000%  | 0.0000% | $1000060.00        | $646472.25         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-06-01      | 5.5000%  | 0.0000% | $1005288.00        | $838934.93         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-08-01      | 4.0000%  | 0.0000% | $485051.00         | $79236.45          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-02-01      | 4.5000%  | 0.0000% | $579333.00         | $362242.54         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-12-01      | 6.5000%  | 0.0000% | $3049512.00        | $2062351.49        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-03-01      | 2.5000%  | 0.0000% | $8300000.00        | $2063013.58        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-12-01      | 4.5000%  | 0.0000% | $2091933.00        | $701051.22         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-06-01      | 3.0000%  | 0.0000% | $500000.00         | $173622.92         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-08-01      | 5.0000%  | 0.0000% | $1042146.00        | $461946.34         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-03-01      | 4.5000%  | 0.0000% | $140000.00         | $88502.12          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-01-01      | 8.0000%  | 0.0000% | $418546.00         | $182402.75         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-03-01      | 4.0000%  | 0.0000% | $371838.00         | $239793.92         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-10-01      | 6.0000%  | 0.0000% | $670833.00         | $478003.24         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-12-01      | 3.5000%  | 0.0000% | $1000.00           | $767.31            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-03-01      | 5.5000%  | 0.0000% | $6300000.00        | $76744.06          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-05-01      | 5.0000%  | 0.0000% | $19733606.00       | $223867.99         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-04-01      | 3.5000%  | 0.0000% | $773060.00         | $105615.08         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-07-01      | 4.5000%  | 0.0000% | $373000.00         | $240655.00         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-07-01      | 3.5000%  | 0.0000% | $70000.00          | $51290.97          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-04-01      | 7.5000%  | 0.0000% | $4809820.00        | $58707.31          | Agency Mortgage-Backed Securities |

### Security 191: Bank of America NA

- **C.1 - Title:** Bank of America NA 4.180000%
- **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: ARP19ZT61, C.3 - LEI: B4TYDEB6GKMZ, C.5 - Other ID: ARP19ZT61_4.18_0204
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **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:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association | 2047-11-01      | 3.5000%  | 0.0000% | $414094731.00      | $55145279.00       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-04-01      | 2.5000%  | 0.0000% | $120949580.00      | $47854721.32       | Agency Mortgage-Backed Securities |

### Security 192: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 4.170000%
- **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: ARP1A5WB0, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP1A5WB0_4.17_0211
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.1700%
- **C.11 - Maturity Date (WAM):** 2026-02-11
- **C.12 - Maturity Date (WAL):** 2026-02-11
- **C.13 - Final Legal Maturity Date:** 2026-02-11
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association | 2049-08-01      | 3.1980%  | 0.0000% | $8630425.00        | $1373753.94        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-09-01      | 3.5000%  | 0.0000% | $11591000.00       | $2215712.20        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-09-01      | 3.1800%  | 0.0000% | $380000.00         | $70918.95          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-11-01      | 2.7760%  | 0.0000% | $400000.00         | $87519.30          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-11-01      | 3.1330%  | 0.0000% | $460000.00         | $50356.55          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-09-01      | 3.5000%  | 0.0000% | $1595000.00        | $192579.21         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-07-01      | 4.0000%  | 0.0000% | $1875000.00        | $126513.84         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-07-01      | 4.0000%  | 0.0000% | $370000.00         | $117586.64         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-03-01      | 3.5000%  | 0.0000% | $738000.00         | $81213.01          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-04-01      | 3.5000%  | 0.0000% | $65994389.00       | $8724462.19        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-08-01      | 3.5000%  | 0.0000% | $2744364.00        | $1788023.12        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-10-01      | 4.0000%  | 0.0000% | $1376854.00        | $1232844.49        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-10-01      | 4.5000%  | 0.0000% | $2673076.00        | $2460180.38        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-11-01      | 3.5000%  | 0.0000% | $9623763.00        | $8513024.93        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-01-01      | 3.5000%  | 0.0000% | $1428541.00        | $1252292.64        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-12-01      | 3.0000%  | 0.0000% | $2499000.00        | $1103970.13        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-07-01      | 3.5000%  | 0.0000% | $392000.00         | $117410.15         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-11-01      | 3.5000%  | 0.0000% | $681350.00         | $151292.60         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-03-01      | 4.0000%  | 0.0000% | $723000.00         | $110574.54         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-06-01      | 4.0000%  | 0.0000% | $1000.00           | $296.02            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-07-01      | 3.5000%  | 0.0000% | $400000.00         | $128569.89         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-01-01      | 3.5000%  | 0.0000% | $8000000.00        | $1813999.77        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-03-01      | 3.5000%  | 0.0000% | $1478000.00        | $446860.22         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-02-01      | 4.0000%  | 0.0000% | $249000.00         | $91287.63          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-07-01      | 3.5000%  | 0.0000% | $268000.00         | $121917.48         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-06-01      | 3.5000%  | 0.0000% | $5250000.00        | $2208323.02        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-12-01      | 3.5000%  | 0.0000% | $2326506.00        | $1465777.15        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-07-01      | 3.5000%  | 0.0000% | $187754.00         | $116193.99         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-01-01      | 3.5000%  | 0.0000% | $1816794.00        | $1383797.12        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-12-01      | 5.0000%  | 0.0000% | $4900000.00        | $3346251.44        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-07-01      | 5.0000%  | 0.0000% | $32690398.00       | $24471372.79       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-07-01      | 3.5000%  | 0.0000% | $690000.00         | $511698.24         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-07-01      | 3.5000%  | 0.0000% | $553000.00         | $461045.88         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-02-01      | 3.0000%  | 0.0000% | $10417780.00       | $8529842.71        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-02-01      | 3.5000%  | 0.0000% | $33741224.00       | $28773461.93       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-06-25      | 3.5000%  | 0.0000% | $13348746.00       | $10675279.15       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-09-01      | 6.5000%  | 0.0000% | $8571609.00        | $158248.76         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-09-01      | 5.7000%  | 0.0000% | $4250000.00        | $96801.13          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-06-01      | 3.5000%  | 0.0000% | $681805.00         | $72415.05          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-07-01      | 3.5000%  | 0.0000% | $4126000.00        | $446867.30         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-08-01      | 3.5000%  | 0.0000% | $9095999.00        | $1024152.29        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-08-01      | 4.0000%  | 0.0000% | $1053803.00        | $111446.01         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-09-01      | 4.0000%  | 0.0000% | $5816000.00        | $664309.84         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-10-01      | 3.5000%  | 0.0000% | $872000.00         | $104499.73         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-12-01      | 3.5000%  | 0.0000% | $7895423.00        | $1018728.89        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-12-01      | 4.0000%  | 0.0000% | $2716296.00        | $342460.78         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-11-01      | 3.5000%  | 0.0000% | $10046587.00       | $1313142.26        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-01-01      | 3.5000%  | 0.0000% | $1646088.00        | $229237.31         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-01-01      | 4.0000%  | 0.0000% | $2413137.00        | $308953.86         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-04-01      | 3.5000%  | 0.0000% | $1116000.00        | $144235.20         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-05-01      | 3.5000%  | 0.0000% | $10440000.00       | $1215032.72        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-08-01      | 3.5000%  | 0.0000% | $1170000.00        | $111221.20         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-05-01      | 3.5000%  | 0.0000% | $1930000.00        | $111880.94         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-11-01      | 3.0000%  | 0.0000% | $25261936.00       | $21831669.49       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-11-01      | 4.5000%  | 0.0000% | $3743766.00        | $3582145.35        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2047-11-01      | 4.0000%  | 0.0000% | $20066102.00       | $2370850.45        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-05-15      | 3.5000%  | 0.0000% | $8974129.00        | $7447134.27        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-06-01      | 3.2520%  | 0.0000% | $14935617.00       | $2315647.90        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-01-01      | 3.5000%  | 0.0000% | $9284000.00        | $1177688.53        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2047-10-01      | 3.5000%  | 0.0000% | $18777078.00       | $2339061.04        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2047-06-01      | 4.5000%  | 0.0000% | $1008178.00        | $240625.01         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2047-12-01      | 4.0000%  | 0.0000% | $6105041.00        | $735745.78         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2047-12-01      | 4.0000%  | 0.0000% | $15605215.00       | $2527393.70        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-02-01      | 4.0000%  | 0.0000% | $14445469.00       | $2716830.90        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-01-01      | 4.0000%  | 0.0000% | $29389707.00       | $3947317.28        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-03-01      | 4.0000%  | 0.0000% | $9201515.00        | $1955447.38        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-11-01      | 3.5000%  | 0.0000% | $469780.00         | $127665.58         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-01-01      | 4.0000%  | 0.0000% | $14015504.00       | $1781694.03        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2047-10-01      | 4.5000%  | 0.0000% | $3413148.00        | $2671324.07        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-10-01      | 3.4900%  | 0.0000% | $250000.00         | $189367.22         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-09-01      | 4.0200%  | 0.0000% | $989450.00         | $845538.45         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-06-01      | 3.5000%  | 0.0000% | $1000.00           | $204.08            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-07-01      | 3.5000%  | 0.0000% | $2655000.00        | $352326.46         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-09-01      | 3.5000%  | 0.0000% | $647706.00         | $153604.97         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-11-01      | 3.5000%  | 0.0000% | $1410000.00        | $493688.28         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-10-01      | 3.5000%  | 0.0000% | $700000.00         | $106140.67         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-07-01      | 3.2500%  | 0.0000% | $10000000.00       | $1525694.16        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-11-01      | 3.5000%  | 0.0000% | $1000000.00        | $158970.72         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-09-01      | 6.2250%  | 0.0000% | $2000000.00        | $70924.14          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-10-01      | 6.1000%  | 0.0000% | $10748510.00       | $534889.54         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-11-01      | 3.5000%  | 0.0000% | $500000.00         | $89658.25          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-08-01      | 6.3600%  | 0.0000% | $10400000.00       | $287526.33         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-03-01      | 3.5000%  | 0.0000% | $2485000.00        | $360384.27         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-03-01      | 3.5000%  | 0.0000% | $11356362.00       | $1741629.85        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-09-01      | 4.0000%  | 0.0000% | $1110022.00        | $469830.73         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-12-01      | 3.5000%  | 0.0000% | $542000.00         | $63983.36          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-12-01      | 4.0000%  | 0.0000% | $14382551.00       | $2201090.78        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-01-01      | 4.0000%  | 0.0000% | $525000.00         | $72092.55          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-12-01      | 3.5000%  | 0.0000% | $942116.00         | $136923.35         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-01-01      | 4.0000%  | 0.0000% | $36329822.00       | $4464775.31        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-06-01      | 3.5000%  | 0.0000% | $625000.00         | $55703.65          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-12-01      | 4.2800%  | 0.0000% | $379989.00         | $332031.89         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-04-01      | 4.0800%  | 0.0000% | $5077495.00        | $4450769.63        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-06-01      | 6.4370%  | 0.0000% | $120613.00         | $7008.51           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-03-01      | 3.5000%  | 0.0000% | $3840000.00        | $634363.80         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-11-01      | 3.5000%  | 0.0000% | $1937000.00        | $444853.99         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-10-01      | 6.2910%  | 0.0000% | $950000.00         | $98521.45          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-04-01      | 4.0000%  | 0.0000% | $925000.00         | $198733.10         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-03-01      | 3.5000%  | 0.0000% | $3700000.00        | $1040453.83        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-10-01      | 6.3580%  | 0.0000% | $808000.00         | $56333.82          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-08-01      | 6.3720%  | 0.0000% | $25874237.00       | $1413459.76        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-04-01      | 3.5000%  | 0.0000% | $7225999.00        | $1026443.45        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-12-01      | 6.3120%  | 0.0000% | $10000000.00       | $381832.63         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-12-01      | 6.4420%  | 0.0000% | $750000.00         | $82236.21          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-09-01      | 6.3630%  | 0.0000% | $737832.00         | $240255.27         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-01-01      | 6.4370%  | 0.0000% | $900000.00         | $266439.09         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-12-01      | 5.0000%  | 0.0000% | $511000.00         | $61546.02          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-07-01      | 3.3000%  | 0.0000% | $11435350.00       | $1331982.44        | Agency Mortgage-Backed Securities |

### Security 193: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 4.040000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1A6E85, C.3 - LEI: R0MUWSFPU8MP, C.5 - Other ID: ARP1A6E85_4.04_1205
- **C.18 - Value (incl. sponsor support):** $425000000.00
- **C.18.a - Value (excl. sponsor support):** $425000000.00
- **C.19 - Percentage of Net Assets:** 0.2200%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2026-02-12
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bond               | 2055-02-15      | 2.3750%  | 0.0000% | $260200.00         | $265009.72         | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-08-15      | 2.2500%  | 0.0000% | $100.00            | $98.52             | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2028-05-15      | 2.8750%  | 0.0000% | $3333000.00        | $3288932.60        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2029-01-15      | 0.8750%  | 0.0000% | $234200.00         | $298727.77         | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2029-07-15      | 0.2500%  | 0.0000% | $1600.00           | $1968.00           | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2030-02-15      | 1.5000%  | 0.0000% | $100.00            | $92.52             | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-04-30      | 0.5000%  | 0.0000% | $100.00            | $95.83             | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-09-30      | 0.3750%  | 0.0000% | $400.00            | $378.10            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2031-01-15      | 0.1250%  | 0.0000% | $4460300.00        | $5232530.91        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2028-02-29      | 1.1250%  | 0.0000% | $100.00            | $95.21             | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2031-05-15      | 1.6250%  | 0.0000% | $35650400.00       | $32163347.51       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2028-06-30      | 1.2500%  | 0.0000% | $2800.00           | $2660.98           | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2028-08-31      | 1.1250%  | 0.0000% | $100.00            | $94.14             | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2026-10-15      | 0.1250%  | 0.0000% | $1814400.00        | $2136731.05        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2029-02-28      | 1.8750%  | 0.0000% | $100.00            | $95.49             | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-02-28      | 1.8750%  | 0.0000% | $1100.00           | $1082.07           | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2032-07-15      | 0.6250%  | 0.0000% | $294200.00         | $312820.97         | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-07-31      | 2.7500%  | 0.0000% | $100.00            | $99.64             | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2032-08-15      | 2.7500%  | 0.0000% | $53400.00          | $50690.29          | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-12-31      | 3.8750%  | 0.0000% | $2488500.00        | $2547340.92        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2033-01-15      | 1.1250%  | 0.0000% | $62570500.00       | $66548287.28       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2030-02-28      | 4.0000%  | 0.0000% | $86976700.00       | $89377626.93       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2030-03-31      | 3.6250%  | 0.0000% | $6845200.00        | $6905182.34        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2026-07-15      | 4.5000%  | 0.0000% | $7678100.00        | $7842107.55        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2030-09-30      | 4.6250%  | 0.0000% | $100.00            | $105.36            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2028-10-31      | 4.8750%  | 0.0000% | $1214600.00        | $1265765.89        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2028-12-31      | 3.7500%  | 0.0000% | $4919300.00        | $5033414.12        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2031-01-31      | 4.0000%  | 0.0000% | $960800.00         | $991124.26         | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2034-01-15      | 1.7500%  | 0.0000% | $5566000.00        | $5959629.85        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2029-02-28      | 4.2500%  | 0.0000% | $3021800.00        | $3122549.52        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2031-03-31      | 4.1250%  | 0.0000% | $100.00            | $103.12            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2029-03-31      | 4.1250%  | 0.0000% | $55800.00          | $57262.86          | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-04-15      | 4.5000%  | 0.0000% | $100.00            | $101.77            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2029-05-31      | 4.5000%  | 0.0000% | $918700.00         | $969002.59         | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2031-05-31      | 4.6250%  | 0.0000% | $86100.00          | $92314.03          | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2034-07-15      | 1.8750%  | 0.0000% | $11000.00          | $11659.30          | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-10-15      | 3.8750%  | 0.0000% | $800.00            | $809.03            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2029-10-31      | 4.1250%  | 0.0000% | $10479700.00       | $10739498.13       | U.S. Treasuries (including strips) |
| U.S. Treasury Floating Rate Note | 2026-10-31      | 3.9854%  | 0.0000% | $200.00            | $200.69            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2031-10-31      | 4.1250%  | 0.0000% | $399100.00         | $409985.29         | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2030-01-31      | 4.2500%  | 0.0000% | $900.00            | $936.94            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-01-31      | 4.1250%  | 0.0000% | $12479300.00       | $12719789.68       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2032-05-31      | 4.1250%  | 0.0000% | $19900.00          | $20766.24          | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2028-08-15      | 3.6250%  | 0.0000% | $168500.00         | $170901.64         | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-08-31      | 3.6250%  | 0.0000% | $100.00            | $101.07            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-09-30      | 3.5000%  | 0.0000% | $7933200.00        | $7976936.34        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2028-10-15      | 3.5000%  | 0.0000% | $3200.00           | $3215.30           | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2033-08-15      | N/A      | 0.0000% | $32821020.84       | $24207045.46       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2034-02-15      | N/A      | 0.0000% | $1031618.56        | $743042.87         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2034-08-15      | N/A      | 0.0000% | $1304488.48        | $916596.22         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2035-08-15      | N/A      | 0.0000% | $229959.99         | $153619.02         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2036-08-15      | N/A      | 0.0000% | $161138.48         | $102120.38         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2037-02-15      | N/A      | 0.0000% | $33.31             | $20.58             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2030-11-15      | N/A      | 0.0000% | $313.70            | $261.28            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2026-11-15      | N/A      | 0.0000% | $100.64            | $97.21             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2027-08-15      | N/A      | 0.0000% | $326.40            | $307.09            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2028-02-15      | N/A      | 0.0000% | $52.83             | $48.86             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2029-02-15      | N/A      | 0.0000% | $0.01              | $0.01              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2029-11-15      | N/A      | 0.0000% | $97125.00          | $84181.35          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2030-08-15      | N/A      | 0.0000% | $1008047.95        | $848056.63         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2036-11-15      | N/A      | 0.0000% | $6316898.38        | $3950417.69        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2037-05-15      | N/A      | 0.0000% | $38604948.43       | $23518983.89       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2037-08-15      | N/A      | 0.0000% | $11675.64          | $7027.31           | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2037-11-15      | N/A      | 0.0000% | $26687531.68       | $15858398.51       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2038-08-15      | N/A      | 0.0000% | $21513663.59       | $12247728.68       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2040-11-15      | N/A      | 0.0000% | $450.56            | $224.47            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2041-08-15      | N/A      | 0.0000% | $5616796.74        | $2684306.48        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2042-08-15      | N/A      | 0.0000% | $81.92             | $36.90             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2044-02-15      | N/A      | 0.0000% | $308.12            | $127.43            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2046-05-15      | N/A      | 0.0000% | $7683875.19        | $2836418.00        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2047-02-15      | N/A      | 0.0000% | $73.92             | $26.33             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2050-08-15      | N/A      | 0.0000% | $1003000.00        | $300382.45         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2051-08-15      | N/A      | 0.0000% | $1.27              | $0.36              | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2042-05-15      | 3.2500%  | 0.0000% | $100.00            | $85.45             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2028-11-15      | N/A      | 0.0000% | $200.00            | $180.47            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2036-02-15      | N/A      | 0.0000% | $1646800.00        | $1103907.68        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2039-11-15      | N/A      | 0.0000% | $28903700.00       | $15668666.87       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2040-02-15      | N/A      | 0.0000% | $20953900.00       | $11205600.92       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2040-05-15      | N/A      | 0.0000% | $23233000.00       | $12251945.78       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2043-02-15      | N/A      | 0.0000% | $100.00            | $44.93             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2045-02-15      | N/A      | 0.0000% | $1704000.00        | $688201.30         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2045-05-15      | N/A      | 0.0000% | $199000.00         | $79450.95          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2045-08-15      | N/A      | 0.0000% | $81800.00          | $32207.44          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2046-02-15      | N/A      | 0.0000% | $329000.00         | $126167.22         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2047-05-15      | N/A      | 0.0000% | $20495900.00       | $7386107.48        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2047-08-15      | N/A      | 0.0000% | $100.00            | $35.53             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2050-08-15      | N/A      | 0.0000% | $200.00            | $61.50             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2040-08-15      | N/A      | 0.0000% | $100.00            | $51.93             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2050-11-15      | N/A      | 0.0000% | $200.00            | $60.66             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2051-08-15      | N/A      | 0.0000% | $250000.00         | $73150.00          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2052-02-15      | N/A      | 0.0000% | $200.00            | $57.20             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2053-11-15      | N/A      | 0.0000% | $100.00            | $26.82             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip              | 2054-02-15      | N/A      | 0.0000% | $10514600.00       | $2779849.95        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2026-01-15      | 2.0000%  | 0.0000% | $36000.00          | $59261.15          | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2039-11-15      | 4.3750%  | 0.0000% | $1300.00           | $1307.25           | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2040-05-15      | 4.3750%  | 0.0000% | $1638100.00        | $1641799.04        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2040-08-15      | 3.8750%  | 0.0000% | $300.00            | $286.33            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2045-02-15      | 0.7500%  | 0.0000% | $23520100.00       | $24403542.61       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2047-02-15      | 0.8750%  | 0.0000% | $1012500.00        | $1016198.66        | U.S. Treasuries (including strips) |

### Security 194: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 4.100000%
- **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: ARP1A7G32, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP1A7G32_4.10_0217
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **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:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association | 2052-04-01      | 3.0000%  | 0.0000% | $400000.00         | $268963.07         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-04-01      | 3.0000%  | 0.0000% | $602678.00         | $435567.81         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-04-01      | 2.5000%  | 0.0000% | $12251696.00       | $8935007.29        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-02-01      | 2.5000%  | 0.0000% | $913728.00         | $611994.40         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-02-01      | 2.5000%  | 0.0000% | $565950.00         | $376072.85         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-02-01      | 3.0000%  | 0.0000% | $4055719.00        | $2743458.61        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-04-01      | 3.0000%  | 0.0000% | $155503.00         | $87837.80          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-02-01      | 2.5000%  | 0.0000% | $1463664.00        | $953151.12         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-04-01      | 2.5000%  | 0.0000% | $2150395.00        | $1486424.31        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-02-01      | 2.0000%  | 0.0000% | $460906.00         | $305974.13         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-02-01      | 2.0000%  | 0.0000% | $271045.00         | $176466.25         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-03-01      | 2.0000%  | 0.0000% | $3659276.00        | $2452917.24        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-02-01      | 2.5000%  | 0.0000% | $234854.00         | $153295.95         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-04-01      | 3.5000%  | 0.0000% | $899999.00         | $497129.28         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-05-01      | 3.0000%  | 0.0000% | $5889704.00        | $4300057.75        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-04-01      | 3.5000%  | 0.0000% | $563847.00         | $418213.93         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-03-01      | 2.5000%  | 0.0000% | $1073867.00        | $728917.50         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-04-01      | 3.0000%  | 0.0000% | $961208.00         | $633824.77         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-04-01      | 4.0000%  | 0.0000% | $912426.00         | $825775.54         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-04-01      | 3.0000%  | 0.0000% | $300000.00         | $244026.50         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-05-01      | 2.5000%  | 0.0000% | $100000.00         | $62231.56          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-05-01      | 3.0000%  | 0.0000% | $801135.00         | $590381.09         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-05-01      | 4.0000%  | 0.0000% | $2890000.00        | $2233320.90        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-01-01      | 2.5000%  | 0.0000% | $431793.00         | $303334.42         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-01-01      | 2.5000%  | 0.0000% | $2275930.00        | $1603017.48        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-05-01      | 3.0000%  | 0.0000% | $1105099.00        | $809534.54         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-05-01      | 3.0000%  | 0.0000% | $730000.00         | $519372.27         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-05-01      | 3.0000%  | 0.0000% | $182118.00         | $134296.56         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-02-01      | 3.0000%  | 0.0000% | $349150.00         | $246439.61         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-02-01      | 2.5000%  | 0.0000% | $3700000.00        | $2378271.66        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-02-01      | 2.0000%  | 0.0000% | $5500000.00        | $3424626.87        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-02-01      | 2.5000%  | 0.0000% | $662989.00         | $446937.52         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-02-01      | 3.0000%  | 0.0000% | $155108.00         | $113095.95         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-03-01      | 2.5000%  | 0.0000% | $458000.00         | $320454.07         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-03-01      | 2.5000%  | 0.0000% | $1248911.00        | $792436.07         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-03-01      | 2.5000%  | 0.0000% | $122163.00         | $84928.29          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-03-01      | 2.0000%  | 0.0000% | $189577.00         | $123752.91         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-03-01      | 3.0000%  | 0.0000% | $930862.00         | $601929.91         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-04-01      | 3.0000%  | 0.0000% | $200000.00         | $136539.27         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-04-01      | 3.0000%  | 0.0000% | $2220746.00        | $1477212.12        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-04-01      | 3.0000%  | 0.0000% | $481901.00         | $316138.02         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-04-01      | 3.5000%  | 0.0000% | $500000.00         | $351652.99         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-04-01      | 3.0000%  | 0.0000% | $898100.00         | $664023.58         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-03-01      | 3.0000%  | 0.0000% | $2301454.00        | $1635949.98        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-05-01      | 3.5000%  | 0.0000% | $10458631.00       | $8153250.33        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-02-01      | 3.0000%  | 0.0000% | $513409.00         | $344998.99         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-01-01      | 3.0000%  | 0.0000% | $231986.00         | $172837.87         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-01-01      | 2.5000%  | 0.0000% | $811697.00         | $558637.19         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-01-01      | 2.5000%  | 0.0000% | $1000.00           | $700.41            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-01-01      | 2.5000%  | 0.0000% | $217549.00         | $150190.52         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-02-01      | 2.5000%  | 0.0000% | $400000.00         | $268815.97         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-02-01      | 2.5000%  | 0.0000% | $2400000.00        | $1600718.21        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-02-01      | 3.0000%  | 0.0000% | $206000.00         | $133648.41         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-01-01      | 3.0000%  | 0.0000% | $2096000.00        | $1150584.29        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-04-01      | 2.5000%  | 0.0000% | $487174.00         | $350417.95         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-05-01      | 4.0000%  | 0.0000% | $193000.00         | $138652.79         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-03-01      | 3.0000%  | 0.0000% | $108000.00         | $78431.85          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-03-01      | 3.0000%  | 0.0000% | $500068.00         | $347296.36         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-03-01      | 3.0000%  | 0.0000% | $1800000.00        | $1171237.29        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-03-01      | 3.0000%  | 0.0000% | $130000.00         | $91721.54          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-03-01      | 3.0000%  | 0.0000% | $927760.00         | $657614.40         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-04-01      | 2.5000%  | 0.0000% | $599019.00         | $421819.96         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-01-01      | 2.5000%  | 0.0000% | $6532.00           | $4374.83           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-04-01      | 3.5000%  | 0.0000% | $2898500.00        | $1927333.38        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-05-01      | 3.0000%  | 0.0000% | $1005000.00        | $697908.42         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-04-01      | 2.5000%  | 0.0000% | $10600000.00       | $7060484.44        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-01-01      | 2.5000%  | 0.0000% | $881420.00         | $630187.23         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-02-01      | 3.0000%  | 0.0000% | $935000.00         | $699716.22         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-04-01      | 2.5000%  | 0.0000% | $200000.00         | $140039.53         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-03-01      | 2.5000%  | 0.0000% | $1600000.00        | $1091841.85        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-02-01      | 3.0000%  | 0.0000% | $4400000.00        | $3115362.77        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-01-01      | 3.0000%  | 0.0000% | $79000.00          | $55211.48          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-03-01      | 2.0000%  | 0.0000% | $7100000.00        | $4875787.08        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-03-01      | 2.0000%  | 0.0000% | $100000.00         | $67746.70          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-04-01      | 3.5000%  | 0.0000% | $124900.00         | $91110.95          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-04-01      | 2.5000%  | 0.0000% | $1300000.00        | $934711.74         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-04-01      | 3.0000%  | 0.0000% | $1600000.00        | $1216900.34        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-04-01      | 2.0000%  | 0.0000% | $6250000.00        | $4451324.51        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-03-01      | 2.0000%  | 0.0000% | $100000.00         | $71198.11          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-03-01      | 3.0000%  | 0.0000% | $17957740.00       | $13645494.59       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-02-01      | 2.5000%  | 0.0000% | $533102.00         | $367413.36         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-02-01      | 2.5000%  | 0.0000% | $519683.00         | $359505.58         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-04-01      | 3.0000%  | 0.0000% | $193538.00         | $142674.08         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-04-01      | 3.0000%  | 0.0000% | $430112.00         | $286332.93         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-04-01      | 3.5000%  | 0.0000% | $16108926.00       | $10708434.64       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-01-01      | 3.0000%  | 0.0000% | $95000.00          | $68892.85          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-04-01      | 2.5000%  | 0.0000% | $229528.00         | $171011.69         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-03-01      | 2.5000%  | 0.0000% | $2100000.00        | $1546865.76        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-02-01      | 2.5000%  | 0.0000% | $140201.00         | $92820.31          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-05-01      | 2.0000%  | 0.0000% | $3223295.00        | $2178278.43        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-02-01      | 4.0000%  | 0.0000% | $1109716.00        | $779347.94         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-03-01      | 2.5000%  | 0.0000% | $4128331.00        | $2750764.15        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-03-01      | 2.0000%  | 0.0000% | $1111326.00        | $721353.97         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-03-01      | 2.0000%  | 0.0000% | $1498971.00        | $976034.96         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-04-01      | 2.5000%  | 0.0000% | $247862.00         | $168488.34         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-02-01      | 3.0000%  | 0.0000% | $115000.00         | $81651.16          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-02-01      | 2.5000%  | 0.0000% | $1250000.00        | $796782.78         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-02-01      | 2.5000%  | 0.0000% | $542000.00         | $345260.66         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-03-01      | 3.5000%  | 0.0000% | $2817101.00        | $1946488.95        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-05-01      | 4.5000%  | 0.0000% | $22374314.00       | $15776251.55       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-05-01      | 4.5000%  | 0.0000% | $9095947.00        | $7691530.40        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-02-25      | 2.5000%  | 0.0000% | $109000.00         | $79916.80          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-01-01      | 2.5000%  | 0.0000% | $100000.00         | $66987.77          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-04-01      | 2.5000%  | 0.0000% | $100000.00         | $74842.28          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-02-01      | 2.0000%  | 0.0000% | $6183845.00        | $4748771.34        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-04-01      | 2.5000%  | 0.0000% | $82000.00          | $64115.96          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-01-01      | 4.0000%  | 0.0000% | $6538224.00        | $340089.78         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-03-01      | 2.0000%  | 0.0000% | $483606.00         | $323374.38         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-04-01      | 2.0000%  | 0.0000% | $265000.00         | $179811.09         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-05-01      | 2.0000%  | 0.0000% | $4339207.00        | $2947273.09        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-05-01      | 3.0000%  | 0.0000% | $725000.00         | $522574.25         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-02-01      | 2.5000%  | 0.0000% | $15071102.00       | $12732133.06       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-02-01      | 2.5000%  | 0.0000% | $28507713.00       | $24444102.74       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-04-01      | 2.5000%  | 0.0000% | $10363767.00       | $8947129.18        | Agency Mortgage-Backed Securities |

### Security 195: Bank of America NA

- **C.1 - Title:** Bank of America NA 4.140000%
- **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: ARP1AB6F7, C.3 - LEI: B4TYDEB6GKMZ, C.5 - Other ID: ARP1AB6F7_4.14_0218
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.1400%
- **C.11 - Maturity Date (WAM):** 2026-02-18
- **C.12 - Maturity Date (WAL):** 2026-02-18
- **C.13 - Final Legal Maturity Date:** 2026-02-18
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association | 2046-09-01      | 3.0000%  | 0.0000% | $194192317.00      | $43375967.52       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-11-01      | 3.0000%  | 0.0000% | $224990968.00      | $56046649.56       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-02-01      | 4.0000%  | 0.0000% | $390732214.00      | $50378759.14       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-10-01      | 3.0000%  | 0.0000% | $340026728.00      | $56198623.80       | Agency Mortgage-Backed Securities |

### Security 196: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 4.160000%
- **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: ARP1AB7A7, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP1AB7A7_4.16_0218
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.1600%
- **C.11 - Maturity Date (WAM):** 2026-02-18
- **C.12 - Maturity Date (WAL):** 2026-02-18
- **C.13 - Final Legal Maturity Date:** 2026-02-18
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp.      | 2052-05-01      | 4.5000%  | 0.0000% | $8104974.00        | $6899417.98        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-05-01      | 4.5000%  | 0.0000% | $4721500.00        | $4167933.37        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-05-01      | 4.5000%  | 0.0000% | $2525210.00        | $2135316.91        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-05-01      | 3.5000%  | 0.0000% | $317417.00         | $118286.30         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-05-01      | 3.0000%  | 0.0000% | $84901.00          | $62193.79          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-05-01      | 3.0000%  | 0.0000% | $136618.00         | $96752.73          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-05-01      | 4.5000%  | 0.0000% | $2655003.00        | $1799253.59        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-05-01      | 3.5000%  | 0.0000% | $2324.00           | $1811.72           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-05-01      | 4.0000%  | 0.0000% | $1000.00           | $718.41            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-05-01      | 4.0000%  | 0.0000% | $5291040.00        | $4043316.82        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-05-01      | 3.0000%  | 0.0000% | $762915.00         | $559030.03         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-05-01      | 3.0000%  | 0.0000% | $122000.00         | $92649.64          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-05-01      | 2.5000%  | 0.0000% | $400000.00         | $294291.26         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-05-01      | 2.5000%  | 0.0000% | $29271419.00       | $25163715.12       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-05-01      | 2.0000%  | 0.0000% | $25598766.00       | $21253212.69       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-05-01      | 2.5000%  | 0.0000% | $42377457.00       | $36312763.57       | Agency Mortgage-Backed Securities |

### Security 197: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 4.060000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1AC4F7, C.3 - LEI: R0MUWSFPU8MP, C.5 - Other ID: ARP1AC4F7_4.06_1205
- **C.18 - Value (incl. sponsor support):** $850000000.00
- **C.18.a - Value (excl. sponsor support):** $850000000.00
- **C.19 - Percentage of Net Assets:** 0.4300%
- **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:** 2026-02-19
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name         | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bill  | 2026-01-06      | N/A      | 0.0000% | $84541800.00       | $84190528.82       | U.S. Treasuries (including strips) |
| U.S. Treasury Bill  | 2026-10-29      | N/A      | 0.0000% | $128600.00         | $124424.36         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2040-08-15      | N/A      | 0.0000% | $157000.00         | $81525.08          | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2040-05-15      | 4.3750%  | 0.0000% | $170179000.00      | $170563286.77      | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2042-02-15      | 0.7500%  | 0.0000% | $11065700.00       | $12709254.42       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2029-01-31      | 1.7500%  | 0.0000% | $20996600.00       | $20022389.71       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2026-08-15      | 4.3750%  | 0.0000% | $5987000.00        | $6089276.02        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2030-06-30      | 3.8750%  | 0.0000% | $551618000.00      | $567679536.25      | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2053-11-15      | N/A      | 0.0000% | $21226831.95       | $5539778.60        | U.S. Treasuries (including strips) |

### Security 198: Bank of America NA

- **C.1 - Title:** Bank of America NA 4.100000%
- **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: ARP1AKRC1, C.3 - LEI: B4TYDEB6GKMZ, C.5 - Other ID: ARP1AKRC1_4.10_0302
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association | 2046-11-01      | 3.0000%  | 0.0000% | $365393646.00      | $61799716.86       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-03-01      | 4.0000%  | 0.0000% | $57213491.00       | $8281709.80        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-11-01      | 3.0000%  | 0.0000% | $152079979.00      | $32918573.38       | Agency Mortgage-Backed Securities |

### Security 199: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada 4.090000%
- **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: ARP1ALZJ5, C.3 - LEI: ES7IP3U3RHIG, C.5 - Other ID: ARP1ALZJ5_4.09_1205
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 1.0200%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2026-01-20
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp.      | 2048-10-01      | 4.0000%  | 0.0000% | $13014.00          | $933.63            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2033-01-01      | 5.5000%  | 0.0000% | $1000.00           | $105.51            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2047-10-01      | 3.5000%  | 0.0000% | $1000.00           | $66.62             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $871.34            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-10-01      | 5.5000%  | 0.0000% | $1008.00           | $774.13            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-10-01      | 5.0000%  | 0.0000% | $1000.00           | $940.47            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-10-01      | 5.5000%  | 0.0000% | $1024.00           | $925.83            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-08-01      | 5.5000%  | 0.0000% | $1000.00           | $864.84            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-11-01      | 5.0000%  | 0.0000% | $10416.00          | $9649.28           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 4.5000%  | 0.0000% | $74103.00          | $69431.40          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-10-01      | 7.5000%  | 0.0000% | $1000.00           | $718.58            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2051-03-01      | 2.0000%  | 0.0000% | $1000.00           | $570.63            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2052-10-01      | 5.0000%  | 0.0000% | $157485.00         | $136458.71         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-05-01      | 5.0000%  | 0.0000% | $1712792.00        | $1392766.18        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-11-01      | 7.0000%  | 0.0000% | $1000.00           | $988.67            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-11-01      | 7.0000%  | 0.0000% | $1000.00           | $948.50            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-11-01      | 6.5000%  | 0.0000% | $1000.00           | $769.07            | Agency Mortgage-Backed Securities  |
| U.S. Treasury Note                    | 2030-11-30      | 4.3750%  | 0.0000% | $960300.00         | $1014101.70        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2025-12-31      | 4.2500%  | 0.0000% | $113200.00         | $115213.70         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2026-01-31      | 4.2500%  | 0.0000% | $76927400.00       | $78032284.83       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2034-02-15      | 4.0000%  | 0.0000% | $687418500.00      | $701080972.63      | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-03-15      | 4.2500%  | 0.0000% | $37411800.00       | $38045063.75       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2031-04-30      | 4.6250%  | 0.0000% | $469900.00         | $494049.27         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2026-05-31      | 4.8750%  | 0.0000% | $250100.00         | $257436.83         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2031-05-31      | 4.6250%  | 0.0000% | $3596700.00        | $3851433.65        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-06-15      | 4.6250%  | 0.0000% | $127536300.00      | $132242360.89      | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2034-08-15      | 3.8750%  | 0.0000% | $956500.00         | $963382.38         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2026-09-30      | 3.5000%  | 0.0000% | $45824100.00       | $46022292.75       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2026-10-31      | 4.1250%  | 0.0000% | $4784700.00        | $4819769.97        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2026-11-30      | 4.2500%  | 0.0000% | $274300.00         | $281708.50         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2031-11-30      | 4.1250%  | 0.0000% | $40003300.00       | $41728025.89       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2029-11-30      | 4.1250%  | 0.0000% | $200.00            | $208.31            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2029-12-31      | 4.3750%  | 0.0000% | $369546300.00      | $387491012.42      | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-01-31      | 4.1250%  | 0.0000% | $149142500.00      | $152045124.34      | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-04-30      | 3.7500%  | 0.0000% | $9635600.00        | $9687521.93        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-06-30      | 3.7500%  | 0.0000% | $3530400.00        | $3595603.76        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2032-09-30      | 3.8750%  | 0.0000% | $51700.00          | $52327.53          | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2030-09-30      | 3.6250%  | 0.0000% | $980200.00         | $987100.30         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2032-10-31      | 3.7500%  | 0.0000% | $76400.00          | $76476.52          | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp.      | 2053-12-01      | 6.5000%  | 0.0000% | $1000.00           | $975.55            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-08-01      | 5.5000%  | 0.0000% | $1000.00           | $841.88            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-10-01      | 5.5000%  | 0.0000% | $1024.00           | $937.89            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 6.5000%  | 0.0000% | $1008.00           | $809.97            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-10-01      | 5.5000%  | 0.0000% | $597515.00         | $600007.08         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-10-01      | 5.0000%  | 0.0000% | $786076.00         | $750649.62         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 5.5000%  | 0.0000% | $1000.00           | $1013.75           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-10-01      | 7.5000%  | 0.0000% | $1000.00           | $1060.47           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-10-01      | 6.0000%  | 0.0000% | $1024.00           | $858.82            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-10-01      | 4.0000%  | 0.0000% | $1000.00           | $950.73            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-10-01      | 6.5000%  | 0.0000% | $1000.00           | $812.79            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-11-01      | 5.0000%  | 0.0000% | $1000.00           | $989.57            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-11-01      | 5.0000%  | 0.0000% | $1000.00           | $991.60            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-11-01      | 6.0000%  | 0.0000% | $1000.00           | $891.60            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-11-01      | 5.5000%  | 0.0000% | $1000.00           | $884.48            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 5.0000%  | 0.0000% | $1000.00           | $910.42            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-11-01      | 6.5000%  | 0.0000% | $1008.00           | $913.78            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 6.5000%  | 0.0000% | $1008.00           | $720.22            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2030-04-01      | 3.0400%  | 0.0000% | $3000000.00        | $2267942.25        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-07-01      | 3.4700%  | 0.0000% | $2170.00           | $1615.81           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2047-06-01      | 3.5000%  | 0.0000% | $1000.00           | $346.63            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-12-01      | 5.5000%  | 0.0000% | $1000.00           | $906.47            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-06-01      | 7.0000%  | 0.0000% | $1000.00           | $918.95            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-09-01      | 6.5000%  | 0.0000% | $1000.00           | $842.87            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-11-01      | 5.0000%  | 0.0000% | $1000.00           | $960.88            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-10-01      | 5.5000%  | 0.0000% | $1000.00           | $885.24            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-09-01      | 6.5000%  | 0.0000% | $1000.00           | $1049.65           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-10-01      | 5.5000%  | 0.0000% | $1000.00           | $985.58            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-12-01      | 5.0000%  | 0.0000% | $1000.00           | $963.03            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-11-01      | 4.5000%  | 0.0000% | $1000.00           | $970.83            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $1027.37           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-10-01      | 6.5000%  | 0.0000% | $1000.00           | $1054.76           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1022.82           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1019.58           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1021.80           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-10-01      | 6.5000%  | 0.0000% | $1000.00           | $1048.74           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1026.50           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-11-01      | 5.0000%  | 0.0000% | $1007.00           | $1017.45           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2030-12-01      | 1.3700%  | 0.0000% | $31742877.00       | $28014469.77       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2041-08-01      | 1.8200%  | 0.0000% | $3281500.00        | $2352845.35        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2032-05-01      | 4.7100%  | 0.0000% | $9876000.00        | $10157036.39       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2032-08-01      | 4.5900%  | 0.0000% | $5742000.00        | $5870026.50        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2032-10-01      | 4.5200%  | 0.0000% | $11120000.00       | $11292337.76       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2034-03-01      | 4.4100%  | 0.0000% | $9322000.00        | $9402201.82        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2032-11-01      | 4.3200%  | 0.0000% | $59413987.00       | $60073244.60       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-02-01      | 6.0000%  | 0.0000% | $1000.00           | $838.54            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-01-01      | 6.5000%  | 0.0000% | $1000.00           | $751.20            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-02-01      | 4.5000%  | 0.0000% | $1008.00           | $819.77            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-07-01      | 6.0000%  | 0.0000% | $1000.00           | $899.81            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-01-01      | 5.5000%  | 0.0000% | $253000.00         | $248800.49         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-12-01      | 5.0000%  | 0.0000% | $56000.00          | $54620.61          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-05-01      | 4.0000%  | 0.0000% | $129764.00         | $52058.09          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-07-01      | 2.0000%  | 0.0000% | $1000.00           | $630.17            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2044-10-01      | 5.5000%  | 0.0000% | $1000.00           | $910.75            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2053-10-01      | 4.5000%  | 0.0000% | $69000.00          | $60385.94          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-09-01      | 5.0000%  | 0.0000% | $125182.00         | $116722.07         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-10-01      | 3.5000%  | 0.0000% | $59000.00          | $52321.59          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2054-12-01      | 5.5000%  | 0.0000% | $1000.00           | $910.80            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-01-01      | 6.0000%  | 0.0000% | $1008.00           | $864.78            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-08-01      | 4.0000%  | 0.0000% | $1024.00           | $966.44            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 5.5000%  | 0.0000% | $96561.00          | $89429.04          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 5.0000%  | 0.0000% | $80000.00          | $77256.98          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 6.5000%  | 0.0000% | $267874.00         | $278633.58         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-11-01      | 6.5000%  | 0.0000% | $1000.00           | $1055.08           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-11-01      | 7.0000%  | 0.0000% | $1000.00           | $1073.19           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 6.5000%  | 0.0000% | $1000.00           | $847.09            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 5.0000%  | 0.0000% | $1000.00           | $924.81            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 6.0000%  | 0.0000% | $1000.00           | $913.08            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 6.0000%  | 0.0000% | $1000.00           | $748.70            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 6.5000%  | 0.0000% | $1000.00           | $864.60            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 5.5000%  | 0.0000% | $1000.00           | $1014.48           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 5.0000%  | 0.0000% | $1000.00           | $898.65            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 6.0000%  | 0.0000% | $1000.00           | $906.23            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 5.0000%  | 0.0000% | $1000.00           | $749.44            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 6.0000%  | 0.0000% | $1000.00           | $1032.80           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-11-01      | 5.0000%  | 0.0000% | $1000.00           | $892.95            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 6.5000%  | 0.0000% | $1000.00           | $1036.02           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-04-01      | 5.5000%  | 0.0000% | $815775.00         | $762978.32         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-06-01      | 6.0000%  | 0.0000% | $8536224.00        | $8206162.61        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $1031.29           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1019.05           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-10-01      | 5.0000%  | 0.0000% | $1000.00           | $1004.22           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-10-01      | 5.0000%  | 0.0000% | $16642944.00       | $16718094.31       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1025.79           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-10-01      | 6.5000%  | 0.0000% | $1000.00           | $1047.81           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1025.36           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-10-01      | 5.0000%  | 0.0000% | $1000.00           | $1005.94           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1023.11           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-11-01      | 6.5000%  | 0.0000% | $1000.00           | $1054.50           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-10-01      | 6.0000%  | 0.0000% | $1000.00           | $1040.79           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-11-01      | 5.0000%  | 0.0000% | $1015.00           | $1024.59           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 4.5000%  | 0.0000% | $1024.00           | $959.87            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-04-01      | 5.0000%  | 0.0000% | $22890320.00       | $22602123.92       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-10-01      | 5.5000%  | 0.0000% | $1000.00           | $956.35            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-11-01      | 4.0000%  | 0.0000% | $1024.00           | $951.66            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-11-01      | 6.0000%  | 0.0000% | $1024.00           | $925.25            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-10-01      | 6.0000%  | 0.0000% | $24993824.00       | $20178178.89       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-02-01      | 5.0000%  | 0.0000% | $1000.00           | $880.87            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-03-01      | 5.5000%  | 0.0000% | $1807610.00        | $1694860.28        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-02-01      | 4.5000%  | 0.0000% | $1000.00           | $869.18            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 5.5000%  | 0.0000% | $1000.00           | $908.02            | Agency Mortgage-Backed Securities  |
| U.S. Treasury Bill                    | 2026-01-27      | N/A      | 0.0000% | $400.00            | $397.61            | U.S. Treasuries (including strips) |
| U.S. Treasury Bill                    | 2026-11-27      | N/A      | 0.0000% | $1000.00           | $965.36            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2044-05-15      | 3.3750%  | 0.0000% | $2641500.00        | $2230487.92        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2044-08-15      | 3.1250%  | 0.0000% | $23357000.00       | $19108208.48       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2046-02-15      | 2.5000%  | 0.0000% | $11397000.00       | $8209238.04        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2048-11-15      | 3.3750%  | 0.0000% | $25050100.00       | $20355736.73       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2031-08-15      | 1.2500%  | 0.0000% | $1012900.00        | $890731.67         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2028-10-31      | 1.3750%  | 0.0000% | $12357100.00       | $11647240.66       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2026-10-31      | 1.1250%  | 0.0000% | $2000.00           | $1956.28           | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2028-12-31      | 1.3750%  | 0.0000% | $1055500.00        | $996586.19         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2029-02-28      | 1.8750%  | 0.0000% | $12145700.00       | $11592230.25       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-03-31      | 2.5000%  | 0.0000% | $142430000.00      | $141024528.93      | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-12-31      | 3.8750%  | 0.0000% | $100000.00         | $102340.91         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2033-02-15      | 3.5000%  | 0.0000% | $471600.00         | $467224.22         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2030-06-30      | 3.7500%  | 0.0000% | $18394100.00       | $18803244.17       | U.S. Treasuries (including strips) |

### Security 200: Bank of America NA

- **C.1 - Title:** Bank of America NA 4.080000%
- **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: ARP1AM3Q2, C.3 - LEI: B4TYDEB6GKMZ, C.5 - Other ID: ARP1AM3Q2_4.08_0302
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2026-03-02
- **C.12 - Maturity Date (WAL):** 2026-03-02
- **C.13 - Final Legal Maturity Date:** 2026-03-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association | 2048-03-01      | 4.0000%  | 0.0000% | $377726813.00      | $54676332.32       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-05-01      | 3.5000%  | 0.0000% | $649629018.00      | $48323667.74       | Agency Mortgage-Backed Securities |

### Security 201: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada 3.850000%
- **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: ARP1B6P33, C.3 - LEI: ES7IP3U3RHIG, C.5 - Other ID: ARP1B6P33_3.85_1205
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 3.8500%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2026-03-31
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bill | 2026-02-05      | N/A      | 0.0000% | $95000.00          | $94347.73          | U.S. Treasuries (including strips) |
| U.S. Treasury Bill | 2026-04-30      | N/A      | 0.0000% | $1000000.00        | $984761.00         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2028-11-15      | 5.2500%  | 0.0000% | $11900.00          | $12498.15          | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2044-02-15      | 3.6250%  | 0.0000% | $290000.00         | $257210.01         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2047-05-15      | 3.0000%  | 0.0000% | $49999800.00       | $38556813.18       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2049-08-15      | 2.2500%  | 0.0000% | $100.00            | $65.14             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2041-05-15      | 2.2500%  | 0.0000% | $100.00            | $75.10             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2043-05-15      | 3.8750%  | 0.0000% | $100.00            | $91.70             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2055-05-15      | 4.7500%  | 0.0000% | $10400000.00       | $10539721.93       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-12-31      | 1.2500%  | 0.0000% | $433075600.00      | $424448767.00      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-06-15      | 4.6250%  | 0.0000% | $152263800.00      | $157882300.12      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-07-31      | 4.0000%  | 0.0000% | $375772400.00      | $386659457.73      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-06-15      | 3.8750%  | 0.0000% | $548900.00         | $563779.65         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-06-30      | 3.7500%  | 0.0000% | $200.00            | $203.70            | U.S. Treasuries (including strips) |

### Security 202: Bank of America NA

- **C.1 - Title:** Bank of America NA 3.930000%
- **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: ARP1BCC18, C.3 - LEI: B4TYDEB6GKMZ, C.5 - Other ID: ARP1BCC18_3.93_0330
- **C.18 - Value (incl. sponsor support):** $450000000.00
- **C.18.a - Value (excl. sponsor support):** $450000000.00
- **C.19 - Percentage of Net Assets:** 0.2300%
- **C.17 - Yield as of Reporting Date:** 3.9300%
- **C.11 - Maturity Date (WAM):** 2026-03-30
- **C.12 - Maturity Date (WAL):** 2026-03-30
- **C.13 - Final Legal Maturity Date:** 2026-03-30
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association | 2046-09-01      | 3.0000%  | 0.0000% | $155184392.00      | $23017907.77       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-09-01      | 3.0000%  | 0.0000% | $57533244.00       | $15475233.80       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-01-01      | 3.5000%  | 0.0000% | $73013485.00       | $20334955.52       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-12-01      | 3.5000%  | 0.0000% | $285732819.00      | $20382988.45       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-12-01      | 3.5000%  | 0.0000% | $297373955.00      | $20684907.36       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-04-01      | 3.5000%  | 0.0000% | $165084111.00      | $23182999.21       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-05-01      | 3.5000%  | 0.0000% | $189375922.00      | $23812202.42       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-05-01      | 3.5000%  | 0.0000% | $109154670.00      | $23513705.58       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-06-01      | 3.5000%  | 0.0000% | $249765876.00      | $21502910.21       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-05-01      | 3.5000%  | 0.0000% | $259074321.00      | $21465568.49       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-08-01      | 3.0000%  | 0.0000% | $201339366.00      | $21804182.43       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-08-01      | 3.0000%  | 0.0000% | $255654058.00      | $23096596.19       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-10-01      | 3.5000%  | 0.0000% | $150029635.00      | $22197958.82       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-02-01      | 3.5000%  | 0.0000% | $228411593.00      | $23524698.42       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-02-01      | 3.5000%  | 0.0000% | $223210297.00      | $21663601.51       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-06-01      | 3.5000%  | 0.0000% | $217262449.00      | $23327196.04       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-06-01      | 3.5000%  | 0.0000% | $196370555.00      | $23483456.82       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-07-01      | 3.0000%  | 0.0000% | $118668058.00      | $22861603.72       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-04-01      | 3.0000%  | 0.0000% | $26811974.00       | $3876926.39        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-12-01      | 3.5000%  | 0.0000% | $190377897.00      | $21611476.66       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-11-01      | 3.5000%  | 0.0000% | $179532242.00      | $20879931.45       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-06-01      | 2.0000%  | 0.0000% | $50432734.00       | $21798992.76       | Agency Mortgage-Backed Securities |

### Security 203: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada 3.840000%
- **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: ARP1BCX15, C.3 - LEI: ES7IP3U3RHIG, C.5 - Other ID: ARP1BCX15_3.84_1205
- **C.18 - Value (incl. sponsor support):** $2000000000.00
- **C.18.a - Value (excl. sponsor support):** $2000000000.00
- **C.19 - Percentage of Net Assets:** 1.0200%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2026-04-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp.      | 2036-12-01      | 7.5000%  | 0.0000% | $7804.00           | $152.84            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2035-01-01      | 5.0000%  | 0.0000% | $23571.00          | $841.10            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2034-11-01      | 6.0000%  | 0.0000% | $10848.00          | $142.83            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2036-10-01      | 6.0000%  | 0.0000% | $9872.00           | $169.80            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2037-08-01      | 6.0000%  | 0.0000% | $1513.00           | $70.01             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-04-01      | 6.5000%  | 0.0000% | $100000.00         | $79971.91          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-03-01      | 5.5000%  | 0.0000% | $250666.00         | $206349.56         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-03-01      | 6.0000%  | 0.0000% | $1374158.00        | $1113416.95        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-04-01      | 5.5000%  | 0.0000% | $900359.00         | $788186.23         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-05-01      | 5.5000%  | 0.0000% | $44751.00          | $44609.80          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-11-01      | 5.0000%  | 0.0000% | $2989837.00        | $1469711.65        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-10-01      | 5.5000%  | 0.0000% | $24500000.00       | $251708.05         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-12-01      | 5.3000%  | 0.0000% | $750000.00         | $600726.38         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-04-01      | 5.0000%  | 0.0000% | $3355319.00        | $162973.76         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-05-01      | 5.0000%  | 0.0000% | $585000.00         | $122752.58         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-08-01      | 5.0000%  | 0.0000% | $6445000.00        | $652801.35         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-10-01      | 5.5000%  | 0.0000% | $9072415.00        | $8614820.13        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-01-01      | 6.0000%  | 0.0000% | $1000.00           | $946.61            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-02-01      | 6.0000%  | 0.0000% | $1894018.00        | $1845159.47        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-05-01      | 6.0000%  | 0.0000% | $73793773.00       | $69291406.48       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-06-01      | 5.5000%  | 0.0000% | $1024.00           | $1022.40           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-08-01      | 6.0000%  | 0.0000% | $1024.00           | $955.29            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-08-01      | 3.5000%  | 0.0000% | $189003.00         | $24945.84          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-04-01      | 4.5000%  | 0.0000% | $4408000.00        | $1308925.04        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-04-01      | 4.0000%  | 0.0000% | $465000.00         | $145780.28         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-09-01      | 3.5000%  | 0.0000% | $2425000.00        | $929617.26         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-10-01      | 2.0000%  | 0.0000% | $961000.00         | $504003.78         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-09-01      | 5.0000%  | 0.0000% | $1000000.00        | $307271.69         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-12-01      | 2.5000%  | 0.0000% | $2025000.00        | $950329.23         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-04-01      | 4.0000%  | 0.0000% | $2972298.00        | $1687858.61        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-10-01      | 4.0000%  | 0.0000% | $3059022.00        | $455852.88         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-07-01      | 4.5000%  | 0.0000% | $17314566.00       | $3637569.05        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-03-01      | 4.5000%  | 0.0000% | $571185.00         | $90382.96          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-04-01      | 4.0000%  | 0.0000% | $4745155.00        | $794740.54         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-01-01      | 3.0000%  | 0.0000% | $225000.00         | $67531.48          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-10-01      | 3.0000%  | 0.0000% | $150000.00         | $50157.69          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-07-01      | 4.5000%  | 0.0000% | $228000.00         | $91937.42          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2060-07-01      | 2.5000%  | 0.0000% | $13312.00          | $6332.14           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2061-03-01      | 2.5000%  | 0.0000% | $2292098.00        | $1210931.38        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2062-03-01      | 4.0000%  | 0.0000% | $34542318.00       | $26507527.52       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-09-01      | 4.0000%  | 0.0000% | $4618992.00        | $1377300.72        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-11-01      | 3.5000%  | 0.0000% | $202813151.00      | $32241352.93       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-08-01      | 3.5000%  | 0.0000% | $2204352.00        | $468446.10         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-03-01      | 4.5000%  | 0.0000% | $21337379.00       | $6782764.81        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-02-01      | 4.0000%  | 0.0000% | $599252.00         | $176696.98         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-08-01      | 4.0000%  | 0.0000% | $1102539.00        | $353857.18         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-08-01      | 4.0000%  | 0.0000% | $14722286.00       | $3188573.88        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-06-01      | 4.5000%  | 0.0000% | $80225.00          | $21387.93          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-04-01      | 4.0000%  | 0.0000% | $479573.00         | $234100.36         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-07-01      | 4.5000%  | 0.0000% | $34189056.00       | $6226997.87        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-09-01      | 4.0000%  | 0.0000% | $73192382.00       | $11922910.32       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2032-01-01      | 2.4400%  | 0.0000% | $38000000.00       | $34601584.00       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2030-01-01      | 2.2600%  | 0.0000% | $17553106.00       | $16493337.22       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-02-01      | 4.0000%  | 0.0000% | $94000.00          | $21740.46          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-01-01      | 4.0000%  | 0.0000% | $113436541.00      | $12820884.04       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-04-01      | 4.0000%  | 0.0000% | $2625000.00        | $525668.98         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-05-01      | 3.5000%  | 0.0000% | $15101130.00       | $4515128.34        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-11-01      | 4.5000%  | 0.0000% | $1000.00           | $267.17            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-09-01      | 4.0000%  | 0.0000% | $638000.00         | $32882.53          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-02-01      | 5.0000%  | 0.0000% | $19800000.00       | $6113239.91        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-03-01      | 4.0000%  | 0.0000% | $30531264.00       | $8206927.44        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-03-01      | 4.0000%  | 0.0000% | $49165726.00       | $13599188.90       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-04-01      | 4.0000%  | 0.0000% | $54646823.00       | $15218602.65       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2031-04-01      | 1.8698%  | 0.0000% | $25000000.00       | $5843815.81        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-10-01      | 2.5000%  | 0.0000% | $200000.00         | $140349.64         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2032-05-01      | 3.1911%  | 0.0000% | $30568022.00       | $27414317.22       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-10-01      | 3.5000%  | 0.0000% | $10209180.00       | $695977.54         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-03-01      | 3.5000%  | 0.0000% | $20000.00          | $1520.64           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-06-01      | 4.5000%  | 0.0000% | $39877963.00       | $1596132.93        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-04-01      | 4.5000%  | 0.0000% | $19000000.00       | $675662.39         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-08-01      | 3.5000%  | 0.0000% | $76538890.00       | $7512975.52        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-12-01      | 3.5000%  | 0.0000% | $47922176.00       | $7042466.77        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-01-01      | 6.0000%  | 0.0000% | $4523372.00        | $4381543.83        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-01-01      | 7.0000%  | 0.0000% | $1361697.00        | $1429516.02        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-05-01      | 5.5000%  | 0.0000% | $3397218.00        | $3412292.30        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-04-01      | 7.0000%  | 0.0000% | $1097290.00        | $833018.95         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-02-01      | 6.0000%  | 0.0000% | $1028240.00        | $1049423.38        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-06-01      | 6.0000%  | 0.0000% | $1280410.00        | $1300890.77        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-07-01      | 7.0000%  | 0.0000% | $457569.00         | $280004.90         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-06-01      | 7.0000%  | 0.0000% | $814046.00         | $607889.64         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-06-01      | 7.0000%  | 0.0000% | $1145376.00        | $966137.67         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-06-01      | 7.0000%  | 0.0000% | $2000177.00        | $1595929.21        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-07-01      | 7.0000%  | 0.0000% | $1165238.00        | $1223163.34        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-07-01      | 5.0000%  | 0.0000% | $1005806.00        | $874608.76         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-08-01      | 6.5000%  | 0.0000% | $1205413.00        | $1110763.20        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-11-01      | 5.5000%  | 0.0000% | $2575050.00        | $2411055.08        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-09-01      | 5.5000%  | 0.0000% | $1000935.00        | $1012702.70        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-08-01      | 7.0000%  | 0.0000% | $1061635.00        | $1117875.21        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-09-01      | 5.5000%  | 0.0000% | $682705.00         | $690914.24         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-09-01      | 5.5000%  | 0.0000% | $1556021.00        | $1540073.63        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-08-01      | 7.0000%  | 0.0000% | $1552815.00        | $1088056.78        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-09-01      | 6.0000%  | 0.0000% | $1869489.00        | $1445558.08        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-09-01      | 5.5000%  | 0.0000% | $1265228.00        | $1275527.71        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-09-01      | 6.0000%  | 0.0000% | $1259283.00        | $1286155.06        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-10-01      | 6.0000%  | 0.0000% | $1452173.00        | $1493784.31        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-11-01      | 5.0000%  | 0.0000% | $1446897.00        | $1105523.90        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-08-01      | 5.5000%  | 0.0000% | $1432707.00        | $1438020.50        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-10-01      | 5.5000%  | 0.0000% | $1079393.00        | $956512.09         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-10-01      | 5.5000%  | 0.0000% | $3093154.00        | $2873447.90        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-10-01      | 5.5000%  | 0.0000% | $1458364.00        | $1467148.57        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-11-01      | 4.0000%  | 0.0000% | $1032230.00        | $958366.62         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-01-01      | 6.0000%  | 0.0000% | $1024.00           | $1012.92           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-12-01      | 5.5000%  | 0.0000% | $1067049.00        | $1087179.80        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-01-01      | 6.0000%  | 0.0000% | $2227083.00        | $2270600.89        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-01-01      | 5.5000%  | 0.0000% | $1026100.00        | $690143.32         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-12-01      | 5.0000%  | 0.0000% | $1557503.00        | $1555684.17        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-01-01      | 6.5000%  | 0.0000% | $7010.00           | $4763.50           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-04-01      | 5.0000%  | 0.0000% | $2038702.00        | $2040879.16        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-03-01      | 6.5000%  | 0.0000% | $1516608.00        | $1582150.53        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-03-01      | 6.5000%  | 0.0000% | $6744550.00        | $5787827.28        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-02-01      | 6.0000%  | 0.0000% | $3006650.00        | $2312068.57        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-04-01      | 5.5000%  | 0.0000% | $1837783.00        | $1869069.26        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-04-01      | 5.5000%  | 0.0000% | $50298.00          | $50063.25          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-03-01      | 6.0000%  | 0.0000% | $2320845.00        | $2385578.55        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-02-01      | 6.5000%  | 0.0000% | $1465637.00        | $1526549.80        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-04-01      | 6.0000%  | 0.0000% | $429952.00         | $419230.55         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-09-01      | 6.0000%  | 0.0000% | $5034.00           | $5221.62           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-09-01      | 6.0000%  | 0.0000% | $2004.00           | $2062.55           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-09-01      | 6.5000%  | 0.0000% | $1313138.00        | $1371053.11        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-06-01      | 7.5000%  | 0.0000% | $1438969.00        | $1562320.26        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-06-01      | 5.5000%  | 0.0000% | $1994722.00        | $2042432.37        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-09-01      | 6.5000%  | 0.0000% | $331640.00         | $349629.14         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-09-01      | 5.5000%  | 0.0000% | $21971054.00       | $21673872.93       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-09-01      | 6.0000%  | 0.0000% | $2000.00           | $2058.01           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-09-01      | 5.5000%  | 0.0000% | $1156000.00        | $1183550.85        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-10-01      | 6.0000%  | 0.0000% | $5119.00           | $5276.55           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-09-01      | 6.5000%  | 0.0000% | $1255300.00        | $1327016.33        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-09-01      | 6.5000%  | 0.0000% | $1253950.00        | $1324390.57        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-10-01      | 4.0000%  | 0.0000% | $4631568.00        | $907796.19         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-10-01      | 4.0000%  | 0.0000% | $1284550.00        | $312575.91         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-07-01      | 3.5000%  | 0.0000% | $4575111.00        | $1312745.82        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-07-01      | 3.5000%  | 0.0000% | $665000.00         | $118421.76         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-02-01      | 4.0000%  | 0.0000% | $3000000.00        | $622074.69         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-09-01      | 3.0000%  | 0.0000% | $5800000.00        | $1009269.54        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2044-01-01      | 4.5000%  | 0.0000% | $200000.00         | $25674.69          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-05-01      | 5.5000%  | 0.0000% | $1150000.00        | $159013.34         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-08-01      | 4.5000%  | 0.0000% | $3200000.00        | $589455.63         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-08-01      | 3.0000%  | 0.0000% | $96400.00          | $24716.72          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-03-01      | 3.5000%  | 0.0000% | $36149120.00       | $8686203.25        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-02-01      | 3.0000%  | 0.0000% | $3000000.00        | $685285.13         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-08-01      | 3.0000%  | 0.0000% | $3592816.00        | $844024.22         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-05-01      | 3.5000%  | 0.0000% | $3466019.00        | $264894.71         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-06-01      | 3.5000%  | 0.0000% | $23961824.00       | $2655829.02        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2027-07-01      | 3.0000%  | 0.0000% | $5000000.00        | $97083.46          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-08-01      | 3.0000%  | 0.0000% | $18882697.00       | $2336279.50        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-10-01      | 3.0000%  | 0.0000% | $2405452.00        | $452567.51         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2027-09-01      | 2.5000%  | 0.0000% | $2000000.00        | $49484.66          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-12-01      | 3.5000%  | 0.0000% | $16407065.00       | $2969446.96        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-12-01      | 3.0000%  | 0.0000% | $3242584.00        | $675013.92         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-02-01      | 3.5000%  | 0.0000% | $1102978.00        | $313508.57         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-02-01      | 3.0000%  | 0.0000% | $4000592.00        | $856198.63         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-01-01      | 3.0000%  | 0.0000% | $3177312.00        | $691369.60         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-02-01      | 3.0000%  | 0.0000% | $4019776.00        | $429410.71         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-02-01      | 3.0000%  | 0.0000% | $3589564.00        | $503889.59         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-04-01      | 3.5000%  | 0.0000% | $4422872.00        | $467357.78         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2029-06-01      | 3.0000%  | 0.0000% | $815213.00         | $52958.03          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-07-01      | 3.5000%  | 0.0000% | $9351737.00        | $1201563.09        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-05-01      | 3.5000%  | 0.0000% | $50107968.00       | $7939099.97        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-11-01      | 3.5000%  | 0.0000% | $76655261.00       | $7689190.63        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-07-01      | 3.5000%  | 0.0000% | $50487488.00       | $7387213.57        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-08-01      | 3.5000%  | 0.0000% | $109998000.00      | $12928598.49       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-10-01      | 3.5000%  | 0.0000% | $4059641.00        | $1214638.59        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-11-01      | 3.5000%  | 0.0000% | $46755328.00       | $7680293.79        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-02-01      | 3.0000%  | 0.0000% | $57190208.00       | $7933276.64        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-02-01      | 3.5000%  | 0.0000% | $60004288.00       | $12129949.10       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-06-01      | 3.0000%  | 0.0000% | $62902209.00       | $9109957.37        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-09-01      | 3.0000%  | 0.0000% | $46974528.00       | $7637049.97        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-03-01      | 3.5000%  | 0.0000% | $1001.00           | $204.58            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-12-01      | 3.0000%  | 0.0000% | $248442.00         | $50563.92          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-01-01      | 3.0000%  | 0.0000% | $36507706.00       | $7636891.35        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-01-01      | 3.5000%  | 0.0000% | $73337216.00       | $16696179.78       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-02-01      | 3.5000%  | 0.0000% | $28498240.00       | $5426819.49        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-05-01      | 4.0000%  | 0.0000% | $425000.00         | $95367.75          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-05-01      | 4.5000%  | 0.0000% | $34486761.00       | $8954426.40        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-07-01      | 4.5000%  | 0.0000% | $26378268.00       | $5857488.87        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-05-01      | 3.0000%  | 0.0000% | $26548784.00       | $5886323.25        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-06-01      | 3.5000%  | 0.0000% | $15446947.00       | $2672658.29        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-07-01      | 3.0000%  | 0.0000% | $36003040.00       | $6534127.59        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-06-01      | 3.5000%  | 0.0000% | $37722028.00       | $7515392.95        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-09-01      | 3.5000%  | 0.0000% | $3260650.00        | $171175.09         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-09-01      | 4.0000%  | 0.0000% | $3564565.00        | $533513.52         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2028-10-01      | 3.5000%  | 0.0000% | $1000.00           | $40.11             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2028-11-01      | 3.5000%  | 0.0000% | $432361.00         | $27417.78          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-02-01      | 4.0000%  | 0.0000% | $200000.00         | $18139.54          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2029-04-01      | 3.0000%  | 0.0000% | $614558.00         | $34566.17          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-01-01      | 3.5000%  | 0.0000% | $48252416.00       | $2515715.15        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-07-01      | 3.5000%  | 0.0000% | $62830720.00       | $7385760.85        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-07-01      | 3.5000%  | 0.0000% | $58745114.00       | $5257350.66        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-01-01      | 3.0000%  | 0.0000% | $1063683.00        | $304765.04         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-06-01      | 5.5000%  | 0.0000% | $26441261.00       | $245929.70         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-07-01      | 5.0000%  | 0.0000% | $12875429.00       | $125096.02         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-02-01      | 5.5000%  | 0.0000% | $13020557.00       | $571510.87         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-12-01      | 4.0000%  | 0.0000% | $21900000.00       | $2825725.62        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-01-01      | 3.0000%  | 0.0000% | $3590095.00        | $349072.29         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-12-01      | 3.5000%  | 0.0000% | $1024.00           | $149.36            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2028-09-01      | 3.5000%  | 0.0000% | $3125394.00        | $166818.52         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-02-01      | 3.5000%  | 0.0000% | $3606118.00        | $1001329.67        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-06-01      | 3.5000%  | 0.0000% | $2500000.00        | $216345.26         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-08-01      | 3.5000%  | 0.0000% | $2000000.00        | $202371.33         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-03-01      | 3.5000%  | 0.0000% | $2500000.00        | $364956.22         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-05-01      | 3.0000%  | 0.0000% | $350000.00         | $87702.56          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-06-01      | 3.0000%  | 0.0000% | $1275000.00        | $339657.38         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-01-01      | 2.5000%  | 0.0000% | $530000.00         | $250712.56         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-02-01      | 3.0000%  | 0.0000% | $5502000.00        | $3557975.83        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-06-01      | 4.0000%  | 0.0000% | $1600000.00        | $1198119.27        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-04-01      | 4.0000%  | 0.0000% | $201000.00         | $133508.82         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-07-01      | 4.0000%  | 0.0000% | $1600000.00        | $1224885.61        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-11-01      | 5.0000%  | 0.0000% | $66366463.00       | $52012035.16       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-12-01      | 4.0000%  | 0.0000% | $875000.00         | $507421.82         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-12-01      | 5.0000%  | 0.0000% | $1086066.00        | $860293.74         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-12-01      | 5.5000%  | 0.0000% | $553161.00         | $425331.79         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-02-01      | 5.0000%  | 0.0000% | $159950687.00      | $127602019.66      | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-02-01      | 6.5000%  | 0.0000% | $3635100.00        | $1938350.01        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-04-01      | 4.0000%  | 0.0000% | $228620.00         | $90177.70          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-06-01      | 5.5000%  | 0.0000% | $969000.00         | $766421.61         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-07-01      | 5.0000%  | 0.0000% | $3000.00           | $2528.29           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-10-01      | 5.5000%  | 0.0000% | $999000.00         | $808129.68         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-10-01      | 5.5000%  | 0.0000% | $1369000.00        | $1222487.47        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-12-01      | 5.0000%  | 0.0000% | $220690228.00      | $206825869.30      | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-04-01      | 6.0000%  | 0.0000% | $1080228.00        | $186539.40         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-11-01      | 7.0000%  | 0.0000% | $3138301.00        | $539215.13         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-03-01      | 6.0000%  | 0.0000% | $1711447.00        | $155441.27         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-05-01      | 6.0000%  | 0.0000% | $1541484.00        | $135587.21         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-09-01      | 5.5000%  | 0.0000% | $1011959.00        | $190114.50         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-08-01      | 5.5000%  | 0.0000% | $2075068.00        | $93744.59          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-06-01      | 5.5000%  | 0.0000% | $1186966.00        | $171986.27         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-06-01      | 5.5000%  | 0.0000% | $1932667.00        | $107829.74         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-06-01      | 5.0000%  | 0.0000% | $1420000.00        | $1039242.27        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-12-01      | 6.0000%  | 0.0000% | $1044429.00        | $646405.44         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-07-01      | 4.5000%  | 0.0000% | $2150000.00        | $1651961.98        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-07-01      | 5.0000%  | 0.0000% | $1405999.00        | $935859.77         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-08-01      | 5.0000%  | 0.0000% | $1360931.00        | $902231.51         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-07-01      | 5.0000%  | 0.0000% | $1385395.00        | $1330917.12        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-01      | 5.0000%  | 0.0000% | $442825.00         | $342228.00         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-08-01      | 5.0000%  | 0.0000% | $1395030.00        | $1341019.03        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-01      | 5.0000%  | 0.0000% | $2755402.00        | $1473632.88        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-01      | 4.0000%  | 0.0000% | $683153.00         | $484662.43         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-01      | 5.0000%  | 0.0000% | $1417206.00        | $1227441.83        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-10-01      | 5.0000%  | 0.0000% | $1396171.00        | $1138034.59        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-01      | 5.0000%  | 0.0000% | $1147831.00        | $770645.02         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-01      | 5.0000%  | 0.0000% | $1394380.00        | $1166783.30        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-01      | 5.0000%  | 0.0000% | $313684.00         | $203485.40         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-10-01      | 5.0000%  | 0.0000% | $1083523.00        | $853713.31         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-12-01      | 7.0000%  | 0.0000% | $818270.00         | $539199.64         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-01-01      | 7.0000%  | 0.0000% | $2239918.00        | $1583346.90        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-03-01      | 6.0000%  | 0.0000% | $1000.00           | $1003.40           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-03-01      | 5.5000%  | 0.0000% | $1586915.00        | $1514733.53        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-05-01      | 6.5000%  | 0.0000% | $1229179.00        | $939722.78         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-04-01      | 5.5000%  | 0.0000% | $1159003.00        | $929199.50         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-05-01      | 6.0000%  | 0.0000% | $594000.00         | $539389.18         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-06-01      | 4.5000%  | 0.0000% | $1241344.00        | $704183.35         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-06-01      | 6.5000%  | 0.0000% | $1107637.00        | $857955.69         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-04-01      | 5.0800%  | 0.0000% | $4000000.00        | $4226860.00        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2032-06-01      | 5.1100%  | 0.0000% | $3734000.00        | $3914944.04        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-03-01      | 5.2100%  | 0.0000% | $5083809.00        | $5325618.38        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2031-09-01      | 4.6500%  | 0.0000% | $5543000.00        | $5692397.71        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2032-11-01      | 4.6500%  | 0.0000% | $10065000.00       | $10300193.89       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-08-01      | 3.5000%  | 0.0000% | $470000.00         | $136592.52         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-09-01      | 3.5000%  | 0.0000% | $4196816.00        | $1085540.30        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-07-01      | 4.0000%  | 0.0000% | $5182685.00        | $454995.28         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-02-01      | 4.5000%  | 0.0000% | $4000000.00        | $1029277.41        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-06-01      | 4.0000%  | 0.0000% | $1339549.00        | $326916.16         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-07-01      | 4.5000%  | 0.0000% | $58877991.00       | $18162931.97       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-11-01      | 3.5000%  | 0.0000% | $844397.00         | $238849.89         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-03-01      | 2.0000%  | 0.0000% | $616000.00         | $290190.50         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-05-01      | 3.5000%  | 0.0000% | $3845914.00        | $1012757.34        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-09-01      | 2.0000%  | 0.0000% | $1000.00           | $501.28            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-07-01      | 2.5000%  | 0.0000% | $471000.00         | $196559.63         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-11-01      | 2.0000%  | 0.0000% | $1000.00           | $556.50            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-12-01      | 3.5000%  | 0.0000% | $765000.00         | $417144.99         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-12-01      | 3.5000%  | 0.0000% | $1063284.00        | $620655.91         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-08-01      | 2.5000%  | 0.0000% | $609000.00         | $375598.46         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-09-01      | 3.5000%  | 0.0000% | $670000.00         | $392409.78         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-12-01      | 2.5000%  | 0.0000% | $50147481.00       | $30594809.18       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-04-01      | 3.5000%  | 0.0000% | $50000000.00       | $34372996.79       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-04-01      | 3.0000%  | 0.0000% | $1161214.00        | $761782.81         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-08-01      | 5.0000%  | 0.0000% | $84786.00          | $61193.59          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-05-01      | 4.0000%  | 0.0000% | $66517.00          | $50869.74          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-05-01      | 4.0000%  | 0.0000% | $300000.00         | $216852.94         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-05-01      | 4.5000%  | 0.0000% | $44105250.00       | $33446674.78       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-06-01      | 5.0000%  | 0.0000% | $6668001.00        | $4913577.68        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-06-01      | 3.5000%  | 0.0000% | $1460000.00        | $1061035.06        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-07-01      | 4.5000%  | 0.0000% | $6905925.00        | $4920173.97        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-10-01      | 5.0000%  | 0.0000% | $1608164.00        | $1253454.61        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-10-01      | 5.0000%  | 0.0000% | $290025.00         | $233938.12         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-10-01      | 4.5000%  | 0.0000% | $800816.00         | $626750.79         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-05-01      | 5.0000%  | 0.0000% | $2975994.00        | $2394891.43        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-05-01      | 6.0000%  | 0.0000% | $1075000.00        | $877028.20         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-05-01      | 5.5000%  | 0.0000% | $4147830.00        | $3181717.40        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-05-01      | 5.5000%  | 0.0000% | $4852661.00        | $3869136.25        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-05-01      | 6.0000%  | 0.0000% | $57162.00          | $42141.00          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-05-01      | 7.0000%  | 0.0000% | $1308335.00        | $860293.93         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-05-01      | 7.0000%  | 0.0000% | $1653764.00        | $800857.32         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-03-01      | 6.0000%  | 0.0000% | $1024.00           | $742.67            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-05-01      | 5.5000%  | 0.0000% | $450000.00         | $394123.73         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-11-01      | 5.5000%  | 0.0000% | $902624.00         | $800712.70         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-11-01      | 6.5000%  | 0.0000% | $24555424.00       | $19061093.91       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-11-01      | 5.5000%  | 0.0000% | $1008.00           | $995.73            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-03-01      | 6.5000%  | 0.0000% | $3000.00           | $2597.39           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2036-07-01      | 6.0000%  | 0.0000% | $8497.00           | $78.54             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-11-01      | 4.0000%  | 0.0000% | $7525000.00        | $540758.27         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2039-06-01      | 4.5000%  | 0.0000% | $1375.00           | $54.89             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2036-08-01      | 6.0000%  | 0.0000% | $1813647.00        | $90844.46          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2026-09-01      | 3.0000%  | 0.0000% | $5000000.00        | $42321.38          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2026-11-01      | 3.0000%  | 0.0000% | $5000000.00        | $38532.09          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2037-02-01      | 4.5000%  | 0.0000% | $5172.00           | $136.40            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2041-07-01      | 5.0000%  | 0.0000% | $14504.00          | $966.31            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2041-06-01      | 4.5000%  | 0.0000% | $14287804.00       | $1422274.42        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2042-02-01      | 4.0000%  | 0.0000% | $4364.00           | $617.71            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2045-07-01      | 3.0000%  | 0.0000% | $2170778.00        | $143086.49         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2045-08-01      | 3.5000%  | 0.0000% | $2850000.00        | $734163.43         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2047-02-01      | 4.0000%  | 0.0000% | $8803562.00        | $2852239.34        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2047-03-01      | 4.0000%  | 0.0000% | $6766082.00        | $2062188.88        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2047-12-01      | 4.0000%  | 0.0000% | $949832.00         | $337386.09         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2046-12-01      | 3.0000%  | 0.0000% | $1000.00           | $312.62            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2043-06-01      | 3.0000%  | 0.0000% | $1000.00           | $95.59             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2043-07-01      | 3.0000%  | 0.0000% | $1000.00           | $130.56            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2032-07-01      | 3.5000%  | 0.0000% | $1133180.00        | $211466.07         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2033-05-01      | 3.5000%  | 0.0000% | $1006127.00        | $114494.02         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2042-06-01      | 4.0000%  | 0.0000% | $29873580.00       | $2749167.32        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2042-06-01      | 4.0000%  | 0.0000% | $1705000.00        | $194416.98         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2038-02-01      | 3.5000%  | 0.0000% | $2000000.00        | $291910.86         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-04-01      | 4.0000%  | 0.0000% | $5427675.00        | $688409.56         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2041-07-01      | 4.5000%  | 0.0000% | $8866.00           | $678.37            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2030-01-01      | 2.5000%  | 0.0000% | $2040000.00        | $109018.02         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2030-12-01      | 3.5000%  | 0.0000% | $5600000.00        | $51357.55          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2028-03-01      | 2.0000%  | 0.0000% | $1500000.00        | $68039.20          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-06-01      | 4.5000%  | 0.0000% | $5376252.00        | $1159333.04        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2036-05-01      | 3.5000%  | 0.0000% | $751236.00         | $202910.21         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2036-07-01      | 2.0000%  | 0.0000% | $1006690.00        | $535698.14         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-03-01      | 3.0000%  | 0.0000% | $3783.00           | $2364.01           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-06-01      | 3.0000%  | 0.0000% | $9338684.00        | $6238610.93        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-02-01      | 5.5000%  | 0.0000% | $25868339.00       | $19014035.05       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-03-01      | 6.5000%  | 0.0000% | $14435009.00       | $11332106.97       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-05-01      | 5.0000%  | 0.0000% | $583000.00         | $484927.25         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-01-01      | 6.0000%  | 0.0000% | $53198640.00       | $44749128.28       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-11-01      | 5.0000%  | 0.0000% | $85574401.00       | $75486621.03       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-07-01      | 5.5000%  | 0.0000% | $15000.00          | $14223.26          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-07-01      | 5.0000%  | 0.0000% | $1000.00           | $956.36            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-12-01      | 2.5000%  | 0.0000% | $6070413.00        | $1461926.07        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2050-09-01      | 2.5000%  | 0.0000% | $1314000.00        | $535976.77         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2050-08-01      | 2.5000%  | 0.0000% | $548000.00         | $261884.80         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-08-01      | 3.0000%  | 0.0000% | $3784379.00        | $2560984.07        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-02-01      | 4.0000%  | 0.0000% | $200000.00         | $149817.16         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-03-01      | 3.0000%  | 0.0000% | $3645000.00        | $2465670.84        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-09-01      | 2.5000%  | 0.0000% | $8819.00           | $6450.56           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-04-01      | 2.5000%  | 0.0000% | $140000.00         | $103626.45         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-10-01      | 6.5000%  | 0.0000% | $400000.00         | $302860.40         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-11-01      | 6.5000%  | 0.0000% | $17284258.00       | $13969886.11       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-11-01      | 6.0000%  | 0.0000% | $42487898.00       | $37394987.12       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2047-04-01      | 4.0000%  | 0.0000% | $71562416.00       | $17370215.28       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-12-01      | 4.0000%  | 0.0000% | $1516990.00        | $224947.37         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2046-11-01      | 4.5000%  | 0.0000% | $1422171.00        | $386999.31         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2047-12-01      | 3.5000%  | 0.0000% | $18000.00          | $4416.95           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-03-01      | 3.5000%  | 0.0000% | $15127062.00       | $4021240.93        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2029-10-01      | 4.0900%  | 0.0000% | $16358691.00       | $16475751.42       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2047-11-01      | 4.0000%  | 0.0000% | $4332.00           | $1730.76           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-06-01      | 4.0000%  | 0.0000% | $1567226.00        | $256607.57         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-08-01      | 4.5000%  | 0.0000% | $1121109.00        | $193771.02         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-08-01      | 4.5000%  | 0.0000% | $1072963.00        | $106018.12         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2050-04-01      | 5.0000%  | 0.0000% | $2304382.00        | $907580.44         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2050-08-01      | 3.0000%  | 0.0000% | $9732192.00        | $3978415.20        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2051-10-01      | 3.0000%  | 0.0000% | $392819.00         | $220115.57         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-02-01      | 2.5000%  | 0.0000% | $1035.00           | $713.49            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-05-01      | 4.5000%  | 0.0000% | $2142075.00        | $1179054.36        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-06-01      | 4.0000%  | 0.0000% | $593000.00         | $410463.36         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-08-01      | 5.0000%  | 0.0000% | $3773853.00        | $2806155.75        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-11-01      | 5.5000%  | 0.0000% | $215784.00         | $213988.52         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-03-01      | 6.0000%  | 0.0000% | $1963362.00        | $1170165.54        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-03-01      | 5.0000%  | 0.0000% | $1180175.00        | $972143.27         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-05-01      | 6.5000%  | 0.0000% | $1006759.00        | $731499.40         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-05-01      | 6.5000%  | 0.0000% | $1138906.00        | $910084.96         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-05-01      | 6.5000%  | 0.0000% | $1036541.00        | $763538.19         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-08-01      | 6.5000%  | 0.0000% | $1470426.00        | $891224.58         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-09-01      | 6.0000%  | 0.0000% | $1539800.00        | $1581259.88        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-09-01      | 6.5000%  | 0.0000% | $1588832.00        | $1332099.33        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-11-01      | 7.5000%  | 0.0000% | $2330954.00        | $1796955.78        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-01-01      | 7.0000%  | 0.0000% | $1117561.00        | $1074551.64        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-02-01      | 7.5000%  | 0.0000% | $1060070.00        | $413737.81         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-08-01      | 6.5000%  | 0.0000% | $950046.00         | $986331.20         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 6.5000%  | 0.0000% | $1534134.00        | $1072668.60        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-08-01      | 6.0000%  | 0.0000% | $1705793.00        | $1513229.68        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-08-01      | 5.5000%  | 0.0000% | $1426357.00        | $1317207.64        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-08-01      | 6.0000%  | 0.0000% | $1335053.00        | $1359431.34        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-08-01      | 5.5000%  | 0.0000% | $773666.00         | $259747.19         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2050-06-01      | 2.5000%  | 0.0000% | $1000.00           | $433.78            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-04-01      | 3.5000%  | 0.0000% | $314001.00         | $214791.52         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-02-01      | 2.5000%  | 0.0000% | $499000.00         | $318075.69         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-09-01      | 4.5000%  | 0.0000% | $48911.00          | $35823.98          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-01-01      | 5.5000%  | 0.0000% | $712709.00         | $616921.12         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-11-01      | 6.0000%  | 0.0000% | $52385727.00       | $36429929.91       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-11-01      | 4.5000%  | 0.0000% | $18497766.00       | $13959200.61       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-12-01      | 5.5000%  | 0.0000% | $3531504.00        | $2640028.27        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-04-01      | 5.0000%  | 0.0000% | $1000.00           | $809.56            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-03-01      | 5.0000%  | 0.0000% | $369536.00         | $300159.15         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2040-07-01      | 2.5000%  | 0.0000% | $600000.00         | $208918.27         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2041-06-01      | 2.5000%  | 0.0000% | $479000.00         | $277242.01         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2042-07-01      | 3.5000%  | 0.0000% | $185916.00         | $138678.26         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-04-01      | 2.5000%  | 0.0000% | $500000.00         | $366601.48         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-06-01      | 6.2050%  | 0.0000% | $22520170.00       | $101284.40         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-09-01      | 6.5000%  | 0.0000% | $1112965.00        | $1149638.68        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-11-01      | 6.0000%  | 0.0000% | $3026161.00        | $2644708.99        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-12-01      | 6.5000%  | 0.0000% | $545791.00         | $326723.41         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-01-01      | 5.5000%  | 0.0000% | $84616.00          | $77225.86          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-01-01      | 6.0000%  | 0.0000% | $2130379.00        | $1048468.10        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-02-01      | 2.0000%  | 0.0000% | $300000.00         | $172029.86         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-02-01      | 2.0000%  | 0.0000% | $285847.00         | $149103.91         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-02-01      | 2.0000%  | 0.0000% | $300000.00         | $159324.65         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-03-01      | 2.5000%  | 0.0000% | $930000.00         | $447996.87         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-05-01      | 2.0000%  | 0.0000% | $500000.00         | $290502.66         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-05-01      | 2.5000%  | 0.0000% | $750000.00         | $431871.10         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-12-01      | 3.0000%  | 0.0000% | $1611000.00        | $1088583.61        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-05-01      | 4.0000%  | 0.0000% | $375000.00         | $243242.86         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-04-01      | 3.0000%  | 0.0000% | $1250000.00        | $847718.89         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-05-01      | 4.0000%  | 0.0000% | $625000.00         | $392720.77         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-05-01      | 4.0000%  | 0.0000% | $300000.00         | $230954.22         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-06-01      | 4.0000%  | 0.0000% | $600000.00         | $434343.55         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-06-01      | 4.5000%  | 0.0000% | $48718248.00       | $34663273.73       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-10-01      | 3.5000%  | 0.0000% | $2300000.00        | $1502405.31        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-02-01      | 3.0000%  | 0.0000% | $935000.00         | $699716.22         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-01-01      | 6.0000%  | 0.0000% | $31970944.00       | $20714948.90       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-10-01      | 4.0000%  | 0.0000% | $3738274.00        | $2848093.75        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-05-01      | 6.0000%  | 0.0000% | $3520.00           | $2912.40           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-10-01      | 4.5000%  | 0.0000% | $2927951.00        | $2360525.12        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-02-01      | 6.0000%  | 0.0000% | $1015000.00        | $860890.94         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-02-01      | 6.5000%  | 0.0000% | $43365602.00       | $37135653.09       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-04-01      | 6.0000%  | 0.0000% | $1218975.00        | $1195173.29        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-04-01      | 6.5000%  | 0.0000% | $1751406.00        | $1719390.33        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-05-01      | 5.0000%  | 0.0000% | $1008.00           | $982.88            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-06-01      | 5.5000%  | 0.0000% | $1008.00           | $1027.36           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-06-01      | 6.0000%  | 0.0000% | $47063286.00       | $46393849.13       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-02-01      | 7.0000%  | 0.0000% | $1230145.00        | $1019955.01        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-06-01      | 6.0000%  | 0.0000% | $94842156.00       | $995399.72         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-08-01      | 5.5000%  | 0.0000% | $17500000.00       | $263520.27         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-12-01      | 5.5000%  | 0.0000% | $2174644.00        | $166413.38         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-07-01      | 6.0000%  | 0.0000% | $2398288.00        | $382018.32         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-11-01      | 5.5000%  | 0.0000% | $2340203.00        | $151080.48         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-12-01      | 6.0000%  | 0.0000% | $1642490.00        | $227043.27         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-11-01      | 5.5000%  | 0.0000% | $2150025.00        | $201270.88         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-12-01      | 5.5000%  | 0.0000% | $3388001.00        | $205911.36         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-10-01      | 5.5000%  | 0.0000% | $1197144.00        | $202653.54         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-02-01      | 5.5000%  | 0.0000% | $1788402.00        | $105828.63         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-07-01      | 6.0000%  | 0.0000% | $2000000.00        | $36697.98          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-03-01      | 6.0000%  | 0.0000% | $11270340.00       | $424377.95         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-05-01      | 6.0000%  | 0.0000% | $2032588.00        | $194732.30         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-06-01      | 6.0000%  | 0.0000% | $1659987.00        | $139440.27         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-07-01      | 7.5000%  | 0.0000% | $1011447.00        | $113094.25         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-09-01      | 6.5000%  | 0.0000% | $1323880.00        | $240175.05         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-05-01      | 7.0000%  | 0.0000% | $1824217.00        | $315059.01         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-01-01      | 5.5000%  | 0.0000% | $1086815.00        | $196311.22         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-07-01      | 4.5000%  | 0.0000% | $21643705.00       | $2474792.37        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2026-10-01      | 3.0000%  | 0.0000% | $5000000.00        | $25954.82          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-01-01      | 3.5000%  | 0.0000% | $3154281.00        | $942638.96         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2028-03-01      | 2.0000%  | 0.0000% | $6930000.00        | $276319.94         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-05-01      | 3.0000%  | 0.0000% | $5281245.00        | $1082469.23        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-11-01      | 6.0000%  | 0.0000% | $1017411.00        | $112957.78         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-12-01      | 6.0000%  | 0.0000% | $1167834.00        | $112702.32         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-03-01      | 5.5000%  | 0.0000% | $1007813.00        | $118557.98         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-01-01      | 5.5000%  | 0.0000% | $3389678.00        | $189784.92         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 5.5000%  | 0.0000% | $1024.00           | $1046.10           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-10-01      | 6.5000%  | 0.0000% | $2074473.00        | $2147864.12        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-09-01      | 6.5000%  | 0.0000% | $6956.00           | $7285.55           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-09-01      | 6.5000%  | 0.0000% | $6250.00           | $6510.61           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-10-01      | 6.5000%  | 0.0000% | $4000.00           | $4224.41           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-09-01      | 6.0000%  | 0.0000% | $1248500.00        | $1294334.33        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-10-01      | 6.0000%  | 0.0000% | $4001.00           | $4143.10           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-10-01      | 5.5000%  | 0.0000% | $1008.00           | $1012.42           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-09-01      | 5.5000%  | 0.0000% | $2055.00           | $2019.45           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 5.0000%  | 0.0000% | $5036918.00        | $4827856.93        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-04-01      | 5.5000%  | 0.0000% | $16757941.00       | $16509773.75       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-06-01      | 5.5000%  | 0.0000% | $19301611.00       | $18596945.97       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-07-01      | 5.5000%  | 0.0000% | $16777841.00       | $849142.12         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-08-01      | 6.0000%  | 0.0000% | $1848692.00        | $106316.64         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-09-01      | 5.5000%  | 0.0000% | $1506477.00        | $193413.94         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-09-01      | 6.0000%  | 0.0000% | $1312642.00        | $144563.56         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-10-01      | 5.5000%  | 0.0000% | $2569603.00        | $303496.88         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-11-01      | 6.0000%  | 0.0000% | $1950199.00        | $92923.81          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-11-01      | 4.0000%  | 0.0000% | $4993839.00        | $485091.28         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-05-01      | 4.5000%  | 0.0000% | $1966493.00        | $383069.04         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-11-01      | 5.0000%  | 0.0000% | $1535984.00        | $1526330.62        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 6.5000%  | 0.0000% | $1000.00           | $1030.23           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 6.5000%  | 0.0000% | $215528.00         | $201115.18         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 5.5000%  | 0.0000% | $1739163.00        | $1751712.09        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-11-01      | 5.5000%  | 0.0000% | $1577710.00        | $1594488.92        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 5.5000%  | 0.0000% | $1588668.00        | $1601573.67        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 6.0000%  | 0.0000% | $2061825.00        | $1670579.51        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 6.0000%  | 0.0000% | $1295494.00        | $800411.94         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 6.0000%  | 0.0000% | $2162400.00        | $2008778.83        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 5.0000%  | 0.0000% | $1322019.00        | $1318127.92        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 5.0000%  | 0.0000% | $1213898.00        | $1215005.23        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 6.0000%  | 0.0000% | $1460448.00        | $1488898.99        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 6.5000%  | 0.0000% | $351655.00         | $348633.36         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-03-01      | 6.5000%  | 0.0000% | $2111360.00        | $2203531.78        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-03-01      | 6.5000%  | 0.0000% | $3144050.00        | $2436897.03        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-03-01      | 7.0000%  | 0.0000% | $1086400.00        | $1152236.13        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-03-01      | 6.0000%  | 0.0000% | $1484812.00        | $1520889.12        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-03-01      | 7.0000%  | 0.0000% | $372606.00         | $363719.20         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-05-01      | 6.0000%  | 0.0000% | $1627510.00        | $1664562.86        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-05-01      | 5.5000%  | 0.0000% | $1024.00           | $1008.65           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-08-01      | 3.3490%  | 0.0000% | $38223218.00       | $31894312.54       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-11-01      | 4.5000%  | 0.0000% | $4925380.00        | $1071972.61        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-11-01      | 4.5000%  | 0.0000% | $5484628.00        | $1099883.79        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-03-01      | 4.0000%  | 0.0000% | $10000000.00       | $1246683.07        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-05-01      | 5.0000%  | 0.0000% | $1458131.00        | $487529.45         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-10-01      | 3.0000%  | 0.0000% | $3806927.00        | $685845.00         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-12-01      | 3.5000%  | 0.0000% | $400000.00         | $103414.30         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-04-01      | 3.0000%  | 0.0000% | $1340868.00        | $853125.09         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-04-01      | 3.0000%  | 0.0000% | $1120717.00        | $832707.53         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-08-01      | 2.0000%  | 0.0000% | $1792.00           | $856.99            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-10-01      | 2.0000%  | 0.0000% | $400000.00         | $232314.21         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-09-01      | 2.0000%  | 0.0000% | $1000000.00        | $456943.47         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-10-01      | 2.0000%  | 0.0000% | $19613558.00       | $10518036.87       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2031-07-01      | 1.9000%  | 0.0000% | $3819556.00        | $3389237.18        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-09-01      | 1.8200%  | 0.0000% | $76309571.00       | $64472659.27       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-01-01      | 2.2100%  | 0.0000% | $1317719.00        | $1138420.27        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2028-07-01      | 5.4600%  | 0.0000% | $1000.00           | $1010.20           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-09-01      | 4.2700%  | 0.0000% | $33857190.00       | $34061907.50       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-09-01      | 4.2700%  | 0.0000% | $32382987.00       | $32578790.74       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-10-01      | 2.0000%  | 0.0000% | $122905.00         | $74365.52          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-08-01      | 3.0000%  | 0.0000% | $1646411.00        | $887642.72         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-08-01      | 6.0000%  | 0.0000% | $1668691.00        | $1431922.31        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-09-01      | 5.0000%  | 0.0000% | $1469362.00        | $1454477.95        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-01-01      | 5.0000%  | 0.0000% | $1682444.00        | $1669547.18        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-01-01      | 6.0000%  | 0.0000% | $1623991.00        | $1377161.57        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-06-01      | 4.0000%  | 0.0000% | $225000.00         | $166980.48         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-01-01      | 2.0000%  | 0.0000% | $170000.00         | $108496.06         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-07-01      | 5.0000%  | 0.0000% | $1416872.00        | $871233.29         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-05-01      | 3.5000%  | 0.0000% | $1655016.00        | $1251875.06        | Agency Mortgage-Backed Securities |

### Security 204: JP Morgan Securities LLC

- **C.1 - Title:** JP Morgan Securities LLC 4.070000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1BJTC1, C.3 - LEI: ZBUT11V806EZ, C.5 - Other ID: ARP1BJTC1_4.07_1205
- **C.18 - Value (incl. sponsor support):** $4250000000.00
- **C.18.a - Value (excl. sponsor support):** $4250000000.00
- **C.19 - Percentage of Net Assets:** 2.1700%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2025-12-05
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2042-12-20      | 3.5000%  | 0.0000% | $2235000.00        | $108854.62         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2044-06-20      | 5.6250%  | 0.0000% | $63087616.00       | $854381.41         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-08-20      | 3.5000%  | 0.0000% | $2000000.00        | $63434.48          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-10-20      | 3.0000%  | 0.0000% | $5552088.00        | $742822.38         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-02-20      | 2.5000%  | 0.0000% | $355000.00         | $77095.27          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-07-20      | 5.5000%  | 0.0000% | $2561116.00        | $250685.61         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-09-20      | 3.5000%  | 0.0000% | $2750000.00        | $321580.14         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-01-20      | 5.5000%  | 0.0000% | $636386.00         | $98123.36          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-05-20      | 4.5000%  | 0.0000% | $4600000.00        | $334344.60         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-03-20      | 5.0000%  | 0.0000% | $165000.00         | $12383.46          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-06-20      | 4.5000%  | 0.0000% | $2008208.00        | $138234.57         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2032-12-20      | 6.5000%  | 0.0000% | $913514.00         | $288482.50         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2035-08-20      | 2.0000%  | 0.0000% | $29998432.00       | $9554523.47        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-12-20      | 2.5000%  | 0.0000% | $365000.00         | $139026.03         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-05-20      | 2.5000%  | 0.0000% | $353197568.00      | $227500606.37      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-07-20      | 3.0000%  | 0.0000% | $10751424.00       | $5757915.80        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-09-20      | 3.5000%  | 0.0000% | $1073554.00        | $633386.76         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-06-20      | 5.5000%  | 0.0000% | $171593728.00      | $130865202.64      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2037-07-20      | 5.0000%  | 0.0000% | $414696.00         | $240749.13         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-06-20      | 3.0000%  | 0.0000% | $18496740.00       | $14393040.97       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-08-20      | 1.5000%  | 0.0000% | $143199.00         | $105964.12         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-11-20      | 4.5000%  | 0.0000% | $4035000.00        | $3128730.48        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-08-20      | 7.0000%  | 0.0000% | $336663552.00      | $166346174.01      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-08-20      | 4.0000%  | 0.0000% | $8362304.00        | $6923823.92        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-11-20      | 2.5000%  | 0.0000% | $1667728.00        | $877205.70         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2044-07-20      | 3.5000%  | 0.0000% | $975000.00         | $518847.47         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-01-20      | 2.5000%  | 0.0000% | $1750000.00        | $1212933.35        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-09-20      | 5.5000%  | 0.0000% | $3079848.00        | $1617344.38        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2034-09-20      | 6.0000%  | 0.0000% | $1444624.00        | $741874.19         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-05-20      | 6.5000%  | 0.0000% | $1628606.00        | $1460468.67        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-07-20      | 6.0000%  | 0.0000% | $8173024.00        | $7536371.88        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-09-20      | 6.5000%  | 0.0000% | $28940256.00       | $16105752.25       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-06-20      | 7.5000%  | 0.0000% | $687652.00         | $135829.91         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-01-20      | 6.5000%  | 0.0000% | $1555044.00        | $1605821.86        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-02-15      | 5.3600%  | 0.0000% | $509305.00         | $526413.84         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-12-20      | 6.0000%  | 0.0000% | $1768112.00        | $1143190.03        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-01-20      | 7.0000%  | 0.0000% | $2384116.00        | $2487927.32        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-09-20      | 2.5000%  | 0.0000% | $212989.00         | $174404.60         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-12-20      | 7.0000%  | 0.0000% | $8823488.00        | $6413923.82        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-01-20      | 6.5000%  | 0.0000% | $1075378.00        | $777197.88         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 6.5000%  | 0.0000% | $849064.00         | $884958.54         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-04-20      | 7.0000%  | 0.0000% | $1226946.00        | $1288153.35        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 7.0000%  | 0.0000% | $1213380.00        | $1261791.80        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 6.5000%  | 0.0000% | $6968720.00        | $7263155.68        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 5.5000%  | 0.0000% | $1300482.00        | $1330467.92        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $1207198.00        | $1256259.44        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-05-20      | 6.5000%  | 0.0000% | $5749264.00        | $4544952.59        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 6.5000%  | 0.0000% | $1319594.00        | $1373243.45        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-06-20      | 6.5000%  | 0.0000% | $1690830.00        | $1759441.20        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 6.5000%  | 0.0000% | $6314552.00        | $6281834.24        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $1069858.00        | $1117933.44        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 5.0000%  | 0.0000% | $7014400.00        | $7005797.68        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $2681780.00        | $2815534.37        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 5.5000%  | 0.0000% | $1161214.00        | $1163229.20        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $1266982.00        | $1306429.24        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 5.5000%  | 0.0000% | $114752.00         | $117072.29         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 5.5000%  | 0.0000% | $1722620.00        | $1759294.58        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $3414348.00        | $3562241.22        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $1975952.00        | $2013541.19        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.0000%  | 0.0000% | $3587484.00        | $3699482.54        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.0000%  | 0.0000% | $7138392.00        | $7350024.06        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 5.5000%  | 0.0000% | $1144270.00        | $1172867.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.0000%  | 0.0000% | $3981912.00        | $4114301.78        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.0000%  | 0.0000% | $2416856.00        | $2496982.45        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $1462860.00        | $1533304.10        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $4894216.00        | $5132487.24        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 7.0000%  | 0.0000% | $1234548.00        | $1288838.38        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.5000%  | 0.0000% | $2314896.00        | $2425754.99        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 7.0000%  | 0.0000% | $1784806.00        | $1865990.67        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.0000%  | 0.0000% | $3188264.00        | $3299476.24        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.0000%  | 0.0000% | $5030488.00        | $5197238.74        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 5.5000%  | 0.0000% | $2964264.00        | $3057710.27        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.5000%  | 0.0000% | $1665378.00        | $1737502.19        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-01-20      | 6.0000%  | 0.0000% | $890682880.00      | $685239204.35      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-03-20      | 6.0000%  | 0.0000% | $8678064.00        | $7769455.03        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-03-20      | 4.0000%  | 0.0000% | $314838016.00      | $296888032.46      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 5.5000%  | 0.0000% | $314338816.00      | $314754007.08      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 7.5000%  | 0.0000% | $303952.00         | $315319.97         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 5.5000%  | 0.0000% | $292761.00         | $297776.67         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-07-20      | 4.0000%  | 0.0000% | $163949312.00      | $155842396.05      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.0000%  | 0.0000% | $292562880.00      | $298387585.87      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 5.0000%  | 0.0000% | $150000000.00      | $150381633.01      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 5.5000%  | 0.0000% | $1577404416.00     | $1602840062.22     | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-05-20      | 6.5000%  | 0.0000% | $160504832.00      | $166291031.16      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-02-20      | 7.0000%  | 0.0000% | $2067216.00        | $2185127.40        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $1461994.00        | $1533674.10        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 5.5000%  | 0.0000% | $3185296.00        | $3253110.96        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-10-20      | 3.5000%  | 0.0000% | $113910.00         | $30014.96          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-07-20      | 6.0000%  | 0.0000% | $1739956.00        | $20280.72          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-07-20      | 3.0000%  | 0.0000% | $1750000.00        | $392948.75         | Agency Mortgage-Backed Securities |

### Security 205: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 4.050000%
- **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: ARP1BK419, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP1BK419_4.05_1205
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2026-04-08
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp.         | 2053-05-01      | 5.0000%  | 0.0000% | $32062013.00       | $27315438.52       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-11-01      | 5.0000%  | 0.0000% | $20601143.00       | $17255803.56       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-12-01      | 6.0000%  | 0.0000% | $23601654.00       | $19026791.83       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-09-15      | 6.0000%  | 0.0000% | $2860000.00        | $3033488.28        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2075-09-20      | 5.4070%  | 0.0000% | $10000000.00       | $10792218.71       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2067-05-15      | 9.9500%  | 0.0000% | $17460000.00       | $18243351.63       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-10-15      | 5.5800%  | 0.0000% | $8760000.00        | $9213923.57        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-09-15      | 5.9200%  | 0.0000% | $17068163.00       | $18381689.89       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-12-15      | 5.4000%  | 0.0000% | $11280000.00       | $11762231.28       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-10-15      | 5.6400%  | 0.0000% | $4160000.00        | $4395018.79        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-10-15      | 5.6400%  | 0.0000% | $14360000.00       | $15171266.80       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-10-15      | 5.6400%  | 0.0000% | $8160000.00        | $8620998.40        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-10-15      | 6.1700%  | 0.0000% | $9654850.00        | $10550967.53       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2075-08-20      | 4.8660%  | 0.0000% | $251199.00         | $243585.61         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2075-07-20      | 4.8970%  | 0.0000% | $273628.00         | $256549.03         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2075-09-20      | 6.4940%  | 0.0000% | $3782548.00        | $3894062.81        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2075-09-20      | 5.0260%  | 0.0000% | $296276.00         | $300879.11         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2075-09-20      | 6.5220%  | 0.0000% | $563081.00         | $598714.64         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2075-09-20      | 5.8020%  | 0.0000% | $13538562.00       | $14611868.62       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2075-09-20      | 6.6000%  | 0.0000% | $1050723.00        | $1087374.94        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2075-09-20      | 6.4940%  | 0.0000% | $3528989.00        | $3737158.04        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2075-10-20      | 5.3400%  | 0.0000% | $13000000.00       | $13989560.00       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-11-15      | 5.4700%  | 0.0000% | $10960000.00       | $11486743.08       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-11-15      | 5.0300%  | 0.0000% | $22294050.00       | $22625127.79       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2075-09-20      | 6.5030%  | 0.0000% | $1033396.00        | $1100562.75        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2075-10-20      | 5.5560%  | 0.0000% | $1540715.00        | $1641128.02        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2075-10-20      | 5.3120%  | 0.0000% | $2272349.00        | $2406935.69        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-11-15      | 5.4100%  | 0.0000% | $4565300.00        | $4763956.74        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2075-10-20      | 5.4240%  | 0.0000% | $11793786.00       | $12778826.59       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2075-10-20      | 5.3310%  | 0.0000% | $26386629.00       | $28483976.80       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2075-10-20      | 5.6600%  | 0.0000% | $20267555.00       | $22025623.52       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2075-10-20      | 6.3780%  | 0.0000% | $837658.00         | $863965.07         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-07-15      | 6.1100%  | 0.0000% | $1067600.00        | $1139702.95        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-08-15      | 6.3000%  | 0.0000% | $12811700.00       | $14046667.37       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2075-10-20      | 6.4780%  | 0.0000% | $1103534.00        | $1167071.63        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2075-10-20      | 4.5540%  | 0.0000% | $296467.00         | $299956.56         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2066-01-20      | 4.7480%  | 0.0000% | $711689.00         | $11548.19          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2058-05-20      | 5.0270%  | 0.0000% | $1200000.00        | $16699.47          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2059-06-20      | 5.5000%  | 0.0000% | $500000.00         | $0.95              | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-02-20      | 5.2000%  | 0.0000% | $145000.00         | $46.55             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-09-20      | 5.2000%  | 0.0000% | $100000.00         | $34.40             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2072-05-20      | 4.5920%  | 0.0000% | $3000000.00        | $2748974.28        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2062-04-20      | 4.7000%  | 0.0000% | $2450000.00        | $15672.50          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2059-09-20      | 5.6840%  | 0.0000% | $100000.00         | $1.19              | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-03-01      | 3.5000%  | 0.0000% | $34950967.00       | $26404544.74       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-11-01      | 5.5000%  | 0.0000% | $17631045.00       | $18002897.44       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 6.0000%  | 0.0000% | $29150566.00       | $26278674.91       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-09-01      | 5.0000%  | 0.0000% | $30280582.00       | $27454631.19       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-11-01      | 5.5000%  | 0.0000% | $20000000.00       | $18885104.47       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-11-01      | 5.5000%  | 0.0000% | $20502884.00       | $18963500.43       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-07-01      | 6.0000%  | 0.0000% | $18468695.00       | $17590651.80       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-09-01      | 6.5000%  | 0.0000% | $29396224.00       | $26184891.70       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-06-01      | 3.5000%  | 0.0000% | $20328526.00       | $18314370.00       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-09-01      | 5.5000%  | 0.0000% | $17952320.00       | $17378564.78       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-07-01      | 5.5000%  | 0.0000% | $16935438.00       | $16883812.52       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 6.0000%  | 0.0000% | $19687932.00       | $17576852.71       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 6.5000%  | 0.0000% | $21722582.00       | $22243286.03       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-07-01      | 6.5000%  | 0.0000% | $18231638.00       | $17738738.69       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 5.0000%  | 0.0000% | $16867394.00       | $16665655.05       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 4.5000%  | 0.0000% | $6479004.00        | $6391196.65        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 6.0000%  | 0.0000% | $16949416.00       | $17227408.97       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-07-01      | 5.5000%  | 0.0000% | $26765924.00       | $26095296.42       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2063-04-20      | 4.0150%  | 0.0000% | $590000.00         | $16660.02          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2063-04-20      | 4.6300%  | 0.0000% | $386162.00         | $116.61            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-09-15      | 5.7500%  | 0.0000% | $4000000.00        | $4196494.84        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-04-15      | 4.6500%  | 0.0000% | $1024564.00        | $1005789.38        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-04-15      | 6.1500%  | 0.0000% | $24577.00          | $26800.24          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-10-15      | 5.7000%  | 0.0000% | $4305100.00        | $4567423.39        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2062-11-15      | 2.7400%  | 0.0000% | $500000.00         | $428161.63         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-04-15      | 2.6500%  | 0.0000% | $500000.00         | $425608.76         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-03-15      | 2.8000%  | 0.0000% | $500000.00         | $410050.90         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-02-15      | 2.4000%  | 0.0000% | $500000.00         | $402414.69         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2063-10-15      | 2.6200%  | 0.0000% | $500000.00         | $424000.20         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-06-15      | 2.7000%  | 0.0000% | $500000.00         | $427039.81         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2063-11-15      | 3.6900%  | 0.0000% | $4250000.00        | $3913603.48        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-06-15      | 2.6400%  | 0.0000% | $500000.00         | $424789.12         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2063-12-15      | 2.7000%  | 0.0000% | $100000.00         | $85384.55          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2063-11-15      | 2.9200%  | 0.0000% | $100000.00         | $86809.33          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-04-15      | 2.7000%  | 0.0000% | $100000.00         | $85438.42          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2063-06-20      | 6.7710%  | 0.0000% | $900000.00         | $24045.64          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-06-20      | 5.2000%  | 0.0000% | $63227.00          | $26.76             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-06-20      | 4.7790%  | 0.0000% | $110460.00         | $48.10             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-12-20      | 4.2130%  | 0.0000% | $710026.00         | $2847.41           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-11-15      | 5.8200%  | 0.0000% | $17508000.00       | $18747723.97       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-02-15      | 5.2300%  | 0.0000% | $1885753.00        | $1941296.92        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-08-15      | 5.7000%  | 0.0000% | $10000000.00       | $10596009.00       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-15      | 7.7500%  | 0.0000% | $10371400.00       | $11409051.53       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-09-15      | 5.6900%  | 0.0000% | $9424000.00        | $9984874.84        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-09-15      | 6.0500%  | 0.0000% | $20663900.00       | $22378687.41       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-11-15      | 5.5000%  | 0.0000% | $7326900.00        | $7667784.02        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2074-12-20      | 4.5430%  | 0.0000% | $450578.00         | $399634.65         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-11-15      | 5.2400%  | 0.0000% | $11372567.00       | $11721295.40       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-09-15      | 5.5300%  | 0.0000% | $17275800.00       | $18095017.34       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-11-15      | 5.4000%  | 0.0000% | $15087319.00       | $15675211.47       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2075-03-20      | 4.1880%  | 0.0000% | $621117.00         | $607069.41         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2075-10-20      | 5.3740%  | 0.0000% | $12150661.00       | $13121602.10       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-15      | 5.8800%  | 0.0000% | $2183109.00        | $2342682.57        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-15      | 5.8800%  | 0.0000% | $4550660.00        | $4883288.86        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-10-15      | 5.6400%  | 0.0000% | $8627000.00        | $9113329.70        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-12-15      | 5.5400%  | 0.0000% | $9944838.00        | $10475564.17       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-09-15      | 6.5000%  | 0.0000% | $7259300.00        | $7940983.54        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-10-15      | 5.6500%  | 0.0000% | $5500000.00        | $5814878.33        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-08-15      | 5.3400%  | 0.0000% | $14000000.00       | $14510400.01       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-08-15      | 4.5000%  | 0.0000% | $13500000.00       | $13189758.87       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-09-15      | 4.5300%  | 0.0000% | $11500000.00       | $11307561.42       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2075-06-20      | 4.3260%  | 0.0000% | $1161281.00        | $862688.99         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-10-15      | 5.1500%  | 0.0000% | $5100000.00        | $5221841.55        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-10-15      | 5.1500%  | 0.0000% | $5660000.00        | $5795220.23        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-10-15      | 5.1500%  | 0.0000% | $10360000.00       | $10607505.58       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-10-15      | 5.1500%  | 0.0000% | $4060000.00        | $4156995.43        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-10-15      | 5.1500%  | 0.0000% | $5300000.00        | $5426619.65        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-10-15      | 5.1500%  | 0.0000% | $4720000.00        | $4832763.16        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-10-15      | 5.1500%  | 0.0000% | $8960000.00        | $9174058.88        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-12-15      | 5.2500%  | 0.0000% | $9410000.00        | $9705563.40        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-12-15      | 5.2500%  | 0.0000% | $9614000.00        | $9915970.93        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-12-15      | 5.2500%  | 0.0000% | $7446000.00        | $7679875.13        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-12-15      | 5.2500%  | 0.0000% | $6018000.00        | $6207022.38        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-12-15      | 5.2500%  | 0.0000% | $6681000.00        | $6890846.87        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-12-15      | 5.2500%  | 0.0000% | $4565000.00        | $4708384.37        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-12-15      | 5.2500%  | 0.0000% | $3443000.00        | $3551142.91        | Agency Mortgage-Backed Securities |

### Security 206: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 4.210000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1BLDP4, C.3 - LEI: R0MUWSFPU8MP, C.5 - Other ID: ARP1BLDP4_4.21_0127
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-01-27
- **C.13 - Final Legal Maturity Date:** 2026-01-27
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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.         | 2051-03-25      | 2.0000%  | 0.0000% | $1980000.00        | $209213.29         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-09-25      | 2.1282%  | 0.0000% | $44058832.00       | $1845714.15        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-12-25      | 1.4782%  | 0.0000% | $23270496.00       | $672509.57         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2047-08-15      | 1.7719%  | 0.0000% | $126964917.00      | $5334013.48        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-02-25      | 2.2882%  | 0.0000% | $681316.00         | $41575.79          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-06-25      | 22.4666% | 0.0000% | $5542953.00        | $4127869.26        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-08-25      | 3.0282%  | 0.0000% | $23392736.00       | $1030365.56        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-12-25      | 13.1222% | 0.0000% | $5109157.00        | $5135517.84        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-11-25      | 3.0782%  | 0.0000% | $43002845.00       | $2831338.80        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-04-25      | 1.2782%  | 0.0000% | $200000.00         | $10437.90          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2032-01-25      | 1.3935%  | 0.0000% | $2108007.00        | $112548.10         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-11-25      | 5.0000%  | 0.0000% | $1025.00           | $931.00            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2032-07-25      | 0.4761%  | 0.0000% | $59000000.00       | $1180759.03        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-01-25      | 2.5000%  | 0.0000% | $26226100.00       | $4398721.71        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-12-25      | N/A      | 0.0000% | $9095456.00        | $7067160.74        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-07-25      | N/A      | 0.0000% | $11365840.00       | $8803279.92        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-10-25      | 1.2782%  | 0.0000% | $269357085.00      | $13052128.29       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-10-25      | 1.4282%  | 0.0000% | $126000000.00      | $6680658.97        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-10-25      | 1.3782%  | 0.0000% | $70724000.00       | $4669572.01        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-10-25      | 1.2782%  | 0.0000% | $48664800.00       | $2528546.39        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2041-11-01      | 4.5000%  | 0.0000% | $2256000.00        | $228831.88         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-10-01      | 4.0000%  | 0.0000% | $1000.00           | $79.87             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-01-01      | 4.0000%  | 0.0000% | $1000.00           | $166.65            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-09-01      | 3.4700%  | 0.0000% | $1000.00           | $577.37            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-05-01      | 6.5470%  | 0.0000% | $6098282.00        | $21937.68          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2032-12-01      | 6.5000%  | 0.0000% | $5404864.00        | $50881.54          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-10-01      | 6.0000%  | 0.0000% | $5065784.00        | $4000054.72        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-11-01      | 6.0000%  | 0.0000% | $1000.00           | $830.32            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-12-01      | 6.5000%  | 0.0000% | $1318745.00        | $1111751.90        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 5.5000%  | 0.0000% | $224661.00         | $224341.88         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-05-01      | 5.0000%  | 0.0000% | $1000.00           | $726.53            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-06-01      | 5.0000%  | 0.0000% | $1000.00           | $996.85            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2040-07-01      | 5.5000%  | 0.0000% | $1000.00           | $1009.32           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $872.05            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-07-01      | 6.0000%  | 0.0000% | $1008.00           | $1021.10           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-08-01      | 6.5000%  | 0.0000% | $1000.00           | $1043.93           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-08-01      | 5.0000%  | 0.0000% | $1000.00           | $1003.44           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-09-01      | 6.5000%  | 0.0000% | $7039824.00        | $7363432.42        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-08-01      | 5.0000%  | 0.0000% | $1000.00           | $1007.74           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-08-01      | 5.5000%  | 0.0000% | $1000.00           | $1016.79           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-09-01      | 6.0000%  | 0.0000% | $3157924.00        | $3095443.74        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-10-01      | 7.0000%  | 0.0000% | $440664.00         | $465947.07         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-09-01      | 6.0000%  | 0.0000% | $10895.00          | $11284.57          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-02-01      | 3.0000%  | 0.0000% | $2001.00           | $461.36            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-12-01      | 4.0200%  | 0.0000% | $2162824.00        | $2141029.22        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-03-01      | 3.5000%  | 0.0000% | $1000.00           | $232.62            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-06-01      | 4.5000%  | 0.0000% | $1000.00           | $254.88            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-08-01      | 4.0000%  | 0.0000% | $8276.00           | $1360.18           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-04-01      | 6.5700%  | 0.0000% | $1028858.00        | $976395.62         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-02-01      | 6.4650%  | 0.0000% | $573346.00         | $554497.87         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-12-01      | 5.0000%  | 0.0000% | $1358856.00        | $163663.75         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-10-01      | 3.0000%  | 0.0000% | $1000.00           | $128.99            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-06-01      | 2.5000%  | 0.0000% | $674760.00         | $385539.67         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 3.0000%  | 0.0000% | $1000.00           | $745.99            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-06-01      | 5.5000%  | 0.0000% | $1000.00           | $824.65            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $715.83            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-10-01      | 5.0000%  | 0.0000% | $1000.00           | $1001.39           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-02-01      | 5.5000%  | 0.0000% | $301473.00         | $214947.20         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-04-01      | 5.5000%  | 0.0000% | $674274.00         | $539314.88         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-04-01      | 5.5000%  | 0.0000% | $1000.00           | $973.45            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-10-01      | 4.5200%  | 0.0000% | $3907000.00        | $3988195.27        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-11-01      | 4.0000%  | 0.0000% | $1026.00           | $296.97            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-02-01      | 4.5000%  | 0.0000% | $1009.00           | $290.08            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-01-01      | 3.0000%  | 0.0000% | $1000.00           | $651.87            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-05-01      | 3.0000%  | 0.0000% | $1000.00           | $644.93            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-03-01      | 2.5000%  | 0.0000% | $1008.00           | $639.57            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-06-01      | 3.5000%  | 0.0000% | $10000.00          | $7980.18           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-07-01      | 4.5000%  | 0.0000% | $1000.00           | $812.85            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-03-01      | 5.0000%  | 0.0000% | $1000.00           | $802.57            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-04-01      | 5.0000%  | 0.0000% | $1000.00           | $794.01            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-02-01      | 5.5000%  | 0.0000% | $1000.00           | $924.85            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-12-01      | 5.0000%  | 0.0000% | $1000.00           | $949.10            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-09-01      | 6.0000%  | 0.0000% | $2090.00           | $2142.88           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-07-01      | 6.0000%  | 0.0000% | $1024.00           | $1039.99           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-04-01      | 3.0000%  | 0.0000% | $846700.00         | $343784.67         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-12-01      | 2.0000%  | 0.0000% | $1000.00           | $505.40            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2040-03-01      | 3.0000%  | 0.0000% | $99000.00          | $34501.61          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-05-01      | 3.0000%  | 0.0000% | $1000.00           | $466.60            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-06-01      | 3.0000%  | 0.0000% | $700000.00         | $378027.83         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-03-01      | 4.5000%  | 0.0000% | $593860.00         | $277811.18         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-11-01      | 2.0000%  | 0.0000% | $1000.00           | $632.75            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-01-01      | 2.5000%  | 0.0000% | $1000.00           | $636.03            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-08-01      | 4.5000%  | 0.0000% | $1008.00           | $830.40            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-07-01      | 2.5000%  | 0.0000% | $1000.00           | $778.95            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-06-01      | 5.0000%  | 0.0000% | $9059.00           | $8188.24           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 6.5000%  | 0.0000% | $1000.00           | $1062.00           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-06-01      | 6.0000%  | 0.0000% | $1147974.00        | $5041.03           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2038-09-01      | 6.5000%  | 0.0000% | $1146988.00        | $25675.88          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-10-01      | 6.0000%  | 0.0000% | $1888.00           | $73.33             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-05-01      | 4.0000%  | 0.0000% | $1000.00           | $69.80             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-09-01      | 4.5000%  | 0.0000% | $1000.00           | $76.49             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-10-01      | 3.0000%  | 0.0000% | $4471400.00        | $613831.39         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-11-01      | 3.5000%  | 0.0000% | $46000.00          | $5745.56           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-01-01      | 2.5000%  | 0.0000% | $10991276.00       | $2511178.48        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-09-01      | 2.5000%  | 0.0000% | $2262468.00        | $920987.71         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-03-01      | 2.0000%  | 0.0000% | $1021000.00        | $581648.03         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-05-01      | 6.0000%  | 0.0000% | $1000.00           | $749.91            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-01-01      | 2.5000%  | 0.0000% | $5339000.00        | $3495025.19        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-03-01      | 2.0000%  | 0.0000% | $1000.00           | $668.67            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-09-01      | 3.5000%  | 0.0000% | $244820.00         | $189383.70         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-10-01      | 5.0000%  | 0.0000% | $16527840.00       | $12301508.59       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $745.39            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-05-01      | 4.0000%  | 0.0000% | $984965.00         | $820856.14         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $949.96            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-09-01      | 5.5000%  | 0.0000% | $1008.00           | $1001.17           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-10-01      | 4.0000%  | 0.0000% | $1000.00           | $952.55            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-11-01      | 6.5000%  | 0.0000% | $119189.00         | $124557.87         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-12-01      | 6.0000%  | 0.0000% | $1136766.00        | $1159734.67        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 6.0000%  | 0.0000% | $6119731.00        | $5381250.74        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-03-01      | 6.5000%  | 0.0000% | $1000.00           | $853.89            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-03-01      | 6.5000%  | 0.0000% | $1678872.00        | $1640518.86        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-03-01      | 6.5000%  | 0.0000% | $1000.00           | $841.80            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 6.0000%  | 0.0000% | $1000.00           | $1023.84           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 5.5000%  | 0.0000% | $107169.00         | $108983.03         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $1031.61           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 5.5000%  | 0.0000% | $1000.00           | $1021.51           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 6.5000%  | 0.0000% | $10942.00          | $11427.04          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 6.5000%  | 0.0000% | $1007.00           | $1047.93           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 6.5000%  | 0.0000% | $3700030.00        | $3783088.24        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 6.5000%  | 0.0000% | $5406551.00        | $5636601.22        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 6.5000%  | 0.0000% | $819401.00         | $861062.20         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $1030.76           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 6.5000%  | 0.0000% | $1000.00           | $1044.35           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 7.5000%  | 0.0000% | $1000.00           | $1072.86           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 7.0000%  | 0.0000% | $1024.00           | $1083.62           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-10-20      | 7.0000%  | 0.0000% | $82327.00          | $87491.64          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-10-20      | 7.0000%  | 0.0000% | $2112.00           | $2246.11           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $3000.00           | $3141.79           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-08-20      | 6.0000%  | 0.0000% | $1138.00           | $1173.62           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-10-20      | 6.5000%  | 0.0000% | $1006.00           | $1063.03           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-10-20      | 6.5000%  | 0.0000% | $1109022.00        | $1171919.84        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-11-20      | 5.0000%  | 0.0000% | $1000.00           | $951.38            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-11-20      | 5.5000%  | 0.0000% | $1020.00           | $937.19            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-01-20      | 5.5000%  | 0.0000% | $116356.00         | $103825.06         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-02-20      | 5.0000%  | 0.0000% | $506416.00         | $487236.63         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-02-20      | 5.5000%  | 0.0000% | $444325.00         | $399790.09         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 5.0000%  | 0.0000% | $1025.00           | $1013.08           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-05-20      | 5.5000%  | 0.0000% | $2048.00           | $2042.81           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-06-20      | 5.0000%  | 0.0000% | $3024.00           | $3005.57           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-05-20      | 5.5000%  | 0.0000% | $2063.00           | $2065.72           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-10-20      | 5.0000%  | 0.0000% | $1000.00           | $1011.32           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-09-20      | 5.0000%  | 0.0000% | $38550916.00       | $38648998.02       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2041-01-20      | 1.9257%  | 0.0000% | $40025793.00       | $316438.83         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-08-20      | 5.0000%  | 0.0000% | $55885805.00       | $8863.66           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2039-12-16      | 2.0266%  | 0.0000% | $5700576.00        | $42482.50          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-09-20      | 2.1257%  | 0.0000% | $57330752.00       | $1001844.51        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-06-20      | 5.0000%  | 0.0000% | $16881450.00       | $165915.31         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-08-20      | 5.5000%  | 0.0000% | $45617045.00       | $793855.67         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-02-20      | 6.0000%  | 0.0000% | $5017156.00        | $64432.06          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-06-20      | 4.0000%  | 0.0000% | $2585505.00        | $21444.37          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-04-20      | N/A      | 0.0000% | $200000000.00      | $1817602.49        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-07-20      | 6.4208%  | 0.0000% | $344068.00         | $363821.56         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-03-20      | 6.0000%  | 0.0000% | $704272.00         | $52574.35          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-09-20      | 5.0989%  | 0.0000% | $14215484.00       | $9090799.11        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | N/A      | 0.0000% | $9468075.00        | $7426846.37        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-12-20      | 0.2500%  | 0.0000% | $21213979.00       | $202482.69         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-01-20      | 0.5500%  | 0.0000% | $14368450.00       | $286921.77         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 2.5011%  | 0.0000% | $75878534.00       | $6513756.92        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-07-20      | 2.0257%  | 0.0000% | $56643908.00       | $2020011.94        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-10-20      | 0.6408%  | 0.0000% | $21754923.00       | $136308.05         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-11-20      | 4.5000%  | 0.0000% | $24545218.00       | $911259.39         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-05-20      | 2.0257%  | 0.0000% | $15622528.00       | $679926.03         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-01-20      | 2.0000%  | 0.0000% | $22500000.00       | $1847797.60        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-10-20      | 2.0000%  | 0.0000% | $8232448.00        | $482075.25         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-06-20      | 3.5000%  | 0.0000% | $617072.00         | $34094.63          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-06-20      | 3.5000%  | 0.0000% | $100000.00         | $8929.11           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-08-20      | 2.2257%  | 0.0000% | $6427192.00        | $628151.82         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2073-01-20      | 0.9510%  | 0.0000% | $12259472.00       | $950921.70         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2073-02-20      | 1.0020%  | 0.0000% | $16752845.00       | $1243999.71        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | 2.5000%  | 0.0000% | $1095.00           | $695.11            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2073-09-20      | 0.6636%  | 0.0000% | $23364456.00       | $1266454.34        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2073-11-20      | 0.5934%  | 0.0000% | $125334154.00      | $7834033.11        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2073-12-20      | 0.5827%  | 0.0000% | $1895210.00        | $117279.27         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2074-01-20      | 0.6597%  | 0.0000% | $114548400.00      | $7049031.06        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-12-20      | 2.1711%  | 0.0000% | $100007.00         | $5250.13           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-10-20      | N/A      | 0.0000% | $33072201.00       | $19393768.36       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2031-10-01      | 7.0000%  | 0.0000% | $3208.00           | $35.65             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2036-10-01      | 5.5000%  | 0.0000% | $1252.00           | $44.20             | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2037-09-01      | 6.4200%  | 0.0000% | $3957860.00        | $98436.60          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2035-12-01      | 6.4350%  | 0.0000% | $27493.00          | $366.63            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2037-09-01      | 6.3370%  | 0.0000% | $2057.00           | $129.51            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2037-12-01      | 6.5000%  | 0.0000% | $1882356.00        | $14092.44          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2047-03-01      | 4.5000%  | 0.0000% | $10538303.00       | $2892115.58        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2038-03-01      | 6.5000%  | 0.0000% | $1407216.00        | $5734.80           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2042-06-01      | 4.0000%  | 0.0000% | $1002.00           | $111.09            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2046-09-01      | 3.0000%  | 0.0000% | $5498412.00        | $857690.79         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-09-01      | 5.5000%  | 0.0000% | $1825000.00        | $1350627.78        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-02-01      | 6.5000%  | 0.0000% | $1100000.00        | $721594.99         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-06-01      | 3.5000%  | 0.0000% | $62000.00          | $47052.20          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-10-01      | 6.0000%  | 0.0000% | $5962010.00        | $4675337.64        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-11-01      | 5.0000%  | 0.0000% | $1000.00           | $882.12            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-11-01      | 5.0000%  | 0.0000% | $4888319.00        | $4312068.55        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-04-01      | 6.0000%  | 0.0000% | $1000.00           | $848.78            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-07-01      | 6.5000%  | 0.0000% | $1000.00           | $778.41            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2051-11-01      | 2.5000%  | 0.0000% | $1001.00           | $624.53            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2050-10-01      | 2.5000%  | 0.0000% | $200000.00         | $99658.44          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2051-09-01      | 2.5000%  | 0.0000% | $178966.00         | $109831.67         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2051-11-01      | 2.5000%  | 0.0000% | $1000.00           | $636.71            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-01-01      | 2.0000%  | 0.0000% | $130040.00         | $84663.13          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-08-01      | 5.5000%  | 0.0000% | $57491.00          | $41439.09          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-10-01      | 4.0000%  | 0.0000% | $81914.00          | $68703.18          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-01-01      | 6.0000%  | 0.0000% | $1000.00           | $687.88            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 7.0000%  | 0.0000% | $1000.00           | $776.41            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-05-01      | 5.0000%  | 0.0000% | $3567574.00        | $2648097.10        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2029-12-01      | 4.5000%  | 0.0000% | $6422485.00        | $6503876.51        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2035-03-01      | 4.4500%  | 0.0000% | $5346702.00        | $5383725.24        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2049-08-01      | 4.0000%  | 0.0000% | $26000.00          | $6173.29           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2048-01-01      | 3.5000%  | 0.0000% | $2000.00           | $354.36            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2050-01-01      | 3.5000%  | 0.0000% | $1006.00           | $174.09            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2050-09-01      | 2.0000%  | 0.0000% | $142533.00         | $74419.27          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2051-03-01      | 2.0000%  | 0.0000% | $1000.00           | $438.41            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-04-01      | 6.0000%  | 0.0000% | $1001.00           | $848.29            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-05-01      | 6.0000%  | 0.0000% | $1000.00           | $709.79            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-03-01      | 2.5000%  | 0.0000% | $30000.00          | $20824.63          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-06-01      | 4.0000%  | 0.0000% | $300000.00         | $230199.81         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-04-01      | 5.5000%  | 0.0000% | $1000.00           | $817.13            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2043-01-01      | 4.5000%  | 0.0000% | $170301.00         | $134700.26         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-07-25      | 1.8637%  | 0.0000% | $100076013.00      | $1587960.76        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-02-25      | 1.5000%  | 0.0000% | $1005.00           | $100.63            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2033-05-25      | 5.5000%  | 0.0000% | $7124683.00        | $105870.54         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-03-25      | 1.6582%  | 0.0000% | $82543545.00       | $922114.30         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2045-06-25      | 1.9137%  | 0.0000% | $100000.00         | $2913.17           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-06-25      | 1.8395%  | 0.0000% | $50000000.00       | $603088.29         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2029-07-25      | 1.4007%  | 0.0000% | $14546000.00       | $385989.47         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-08-25      | 4.0000%  | 0.0000% | $28180898.00       | $2766659.94        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-05-25      | 2.0000%  | 0.0000% | $4680000.00        | $344387.43         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2033-11-25      | 2.0038%  | 0.0000% | $100017.00         | $4036.93           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2046-02-25      | 1.9573%  | 0.0000% | $38326592.00       | $908667.81         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-05-25      | 2.5000%  | 0.0000% | $100000.00         | $9020.57           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-04-25      | 2.5000%  | 0.0000% | $299999.00         | $35256.72          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-01-20      | 2.1511%  | 0.0000% | $31098064.00       | $1476753.54        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 5.0489%  | 0.0000% | $673667.00         | $592300.51         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-07-20      | N/A      | 0.0000% | $15393872.00       | $9281883.48        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 5.2489%  | 0.0000% | $254048.00         | $185406.92         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-07-20      | N/A      | 0.0000% | $3076923.00        | $1141981.26        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-20      | 1.6011%  | 0.0000% | $11292541.00       | $364229.06         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-08-20      | 1.9011%  | 0.0000% | $42264000.00       | $2250238.57        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | 3.0011%  | 0.0000% | $24667960.00       | $1402623.21        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-20      | N/A      | 0.0000% | $573624.00         | $220373.07         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-08-20      | N/A      | 0.0000% | $2886667.00        | $1127733.52        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | 5.5989%  | 0.0000% | $1299.00           | $460.16            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-10-01      | 5.0000%  | 0.0000% | $2459566.00        | $2470776.85        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1025.21           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-11-01      | 5.5000%  | 0.0000% | $1008.00           | $1027.71           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-03-01      | 6.5000%  | 0.0000% | $1000.00           | $870.67            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-01-01      | 3.0000%  | 0.0000% | $153902.00         | $132858.19         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-07-01      | 2.5000%  | 0.0000% | $1008.00           | $852.90            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-07-01      | 6.0000%  | 0.0000% | $1024.00           | $985.17            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 6.5000%  | 0.0000% | $1000.00           | $1013.71           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-01-20      | 5.1989%  | 0.0000% | $9861360.00        | $4309556.70        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 0.0500%  | 0.0000% | $35081296.00       | $29169.35          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 1.3011%  | 0.0000% | $91858688.00       | $4572381.75        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 3.0011%  | 0.0000% | $23356308.00       | $1800511.89        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 1.6011%  | 0.0000% | $9879087.00        | $483953.10         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-07-20      | 5.3989%  | 0.0000% | $1025.00           | $569.74            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 3.1711%  | 0.0000% | $17980294.00       | $1270163.81        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 5.1589%  | 0.0000% | $1000.00           | $767.70            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 5.2489%  | 0.0000% | $1000.00           | $744.77            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-08-20      | N/A      | 0.0000% | $89423.00          | $52548.38          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-20      | N/A      | 0.0000% | $14690662.00       | $6397299.21        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 1.6511%  | 0.0000% | $4488970.00        | $219072.22         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | N/A      | 0.0000% | $2791770.00        | $1492874.28        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-20      | 0.0500%  | 0.0000% | $21873595.00       | $24231.14          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 25.3646% | 0.0000% | $5622380.00        | $7479550.86        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-20      | 1.4511%  | 0.0000% | $20436087.00       | $1075374.01        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-12-20      | 4.9489%  | 0.0000% | $11554048.00       | $7668905.34        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-12-20      | 5.0989%  | 0.0000% | $5142204.00        | $4489845.67        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-12-20      | 1.9511%  | 0.0000% | $30599168.00       | $1703483.49        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-09-20      | 1.8311%  | 0.0000% | $37185299.00       | $3039972.37        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 1.8011%  | 0.0000% | $1384654.00        | $30887.55          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 1.8511%  | 0.0000% | $38907150.00       | $2612704.30        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 1.9611%  | 0.0000% | $327978.00         | $19850.72          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 0.3000%  | 0.0000% | $40000000.00       | $148644.10         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 1.3211%  | 0.0000% | $67930380.00       | $3321834.00        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 1.3211%  | 0.0000% | $21995403.00       | $1270187.92        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 5.2489%  | 0.0000% | $8200619.00        | $8062360.34        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 1.7011%  | 0.0000% | $14061902.00       | $1220688.14        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 1.0311%  | 0.0000% | $4795457.00        | $223787.50         | Agency Collateralized Mortgage Obligation |
| U.S. Treasury Note                       | 2034-07-15      | 1.8750%  | 0.0000% | $32571400.00       | $34523598.34       | U.S. Treasuries (including strips)        |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 6.0000%  | 0.0000% | $31094503.00       | $31214070.96       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2048-12-20      | 4.0000%  | 0.0000% | $6948706.00        | $640427.69         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-08-20      | 3.0000%  | 0.0000% | $1000.00           | $332.39            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-05-20      | 5.5000%  | 0.0000% | $3060.00           | $2321.66           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-06-20      | 4.5000%  | 0.0000% | $7005.00           | $5208.39           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-08-20      | 4.0000%  | 0.0000% | $1008.00           | $753.05            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-09-20      | 5.0000%  | 0.0000% | $1008.00           | $754.11            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2052-12-20      | 5.5000%  | 0.0000% | $1000.00           | $684.48            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-02-20      | 5.5000%  | 0.0000% | $2448.00           | $1698.47           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-03-20      | 5.5000%  | 0.0000% | $1024.00           | $724.29            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-01-20      | 5.5000%  | 0.0000% | $2048.00           | $1643.22           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2050-04-20      | 4.0000%  | 0.0000% | $1324580.00        | $296361.52         | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2051-03-20      | 4.0000%  | 0.0000% | $1000.00           | $692.17            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-05-20      | 4.5000%  | 0.0000% | $1044.00           | $982.01            | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-09-20      | 7.5000%  | 0.0000% | $2180.00           | $2295.11           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-07-15      | 7.0000%  | 0.0000% | $2048.00           | $2093.14           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2054-03-20      | 5.5000%  | 0.0000% | $1000.00           | $1004.74           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-03-20      | 6.0000%  | 0.0000% | $1000.00           | $956.72            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 5.5000%  | 0.0000% | $20094888.00       | $19878231.25       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-09-25      | 2.5000%  | 0.0000% | $6934855.00        | $516308.87         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2045-06-25      | 1.9917%  | 0.0000% | $13246930.00       | $296907.49         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-01-25      | 2.5000%  | 0.0000% | $100000.00         | $11945.73          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-11-25      | 2.5000%  | 0.0000% | $4640000.00        | $365781.30         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-12-25      | 1.8971%  | 0.0000% | $93797232.00       | $2422454.98        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2061-03-25      | 1.6503%  | 0.0000% | $385837056.00      | $12534961.77       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-05-25      | 2.5000%  | 0.0000% | $791790.00         | $91704.97          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-10-25      | 2.0000%  | 0.0000% | $1000001.00        | $102225.22         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2061-09-25      | 5.5000%  | 0.0000% | $31080421.00       | $4419517.46        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-11-25      | N/A      | 0.0000% | $7700698.00        | $4189896.24        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-11-25      | 2.8282%  | 0.0000% | $84906499.00       | $3674752.49        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-03-25      | 4.0282%  | 0.0000% | $5222521.00        | $383303.90         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-05-25      | 25.0666% | 0.0000% | $1861281.00        | $1498661.28        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-10-25      | 1.9782%  | 0.0000% | $26038400.00       | $1638451.32        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-03-25      | 2.9282%  | 0.0000% | $65891400.00       | $2275895.24        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-08-25      | 3.0282%  | 0.0000% | $5637784.00        | $367793.73         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-08-25      | N/A      | 0.0000% | $4376901.00        | $2541818.94        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-01-25      | 1.8482%  | 0.0000% | $29257019.00       | $1918707.95        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2036-05-25      | 5.0000%  | 0.0000% | $6648208.00        | $6516003.13        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2030-04-25      | 4.6200%  | 0.0000% | $1000.00           | $1027.05           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-03-25      | 1.7682%  | 0.0000% | $21190277.00       | $1085155.12        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-05-25      | 1.8782%  | 0.0000% | $27329980.00       | $1864097.10        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-01-25      | 5.5000%  | 0.0000% | $1000.00           | $933.59            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2036-07-25      | 5.5000%  | 0.0000% | $1008.00           | $1024.45           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-10-25      | 0.5982%  | 0.0000% | $168987660.00      | $5233655.08        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2040-08-15      | 2.3435%  | 0.0000% | $99899916.00       | $260134.26         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2026-07-25      | 2.3400%  | 0.0000% | $4325.00           | $699.10            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2043-03-15      | 1.8646%  | 0.0000% | $15435819.00       | $125382.11         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-02-25      | 3.0000%  | 0.0000% | $10100000.00       | $1172323.07        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-02-25      | 2.5000%  | 0.0000% | $3484810.00        | $322841.72         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2034-01-25      | 3.7940%  | 0.0000% | $1003.00           | $975.27            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2026-12-25      | 1.4287%  | 0.0000% | $1839855.00        | $11591.20          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2029-06-25      | 1.0081%  | 0.0000% | $1000000.00        | $26459.19          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2030-01-25      | 1.2276%  | 0.0000% | $5000000.00        | $184711.11         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2030-07-25      | 1.5146%  | 0.0000% | $5596080.00        | $294075.67         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2030-07-25      | 1.5146%  | 0.0000% | $8095904.00        | $425442.15         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2028-05-25      | 1.0077%  | 0.0000% | $75900000.00       | $1530267.31        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2048-08-25      | 2.5000%  | 0.0000% | $26853568.00       | $2471467.04        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-10-25      | 3.0000%  | 0.0000% | $100000.00         | $8759.87           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2049-06-25      | 2.0000%  | 0.0000% | $1003375.00        | $102453.55         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-10-25      | 3.0000%  | 0.0000% | $2619568.00        | $212113.35         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-12-25      | 2.5000%  | 0.0000% | $5850000.00        | $479530.86         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-07-25      | 2.5000%  | 0.0000% | $100000.00         | $8840.20           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-04-25      | 2.5000%  | 0.0000% | $695639.00         | $89640.16          | Agency Collateralized Mortgage Obligation |

### Security 207: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 4.210000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1BLDQ2, C.3 - LEI: R0MUWSFPU8MP, C.5 - Other ID: ARP1BLDQ2_4.21_0102
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.2100%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2026-01-02
- **C.13 - Final Legal Maturity Date:** 2026-01-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? 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.         | 2051-02-25      | 3.0000%  | 0.0000% | $50000045.00       | $4656253.12        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2034-01-25      | 3.7940%  | 0.0000% | $1000.00           | $972.36            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2026-12-25      | 1.4287%  | 0.0000% | $51143358.00       | $322206.35         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2030-01-25      | 1.2276%  | 0.0000% | $3559376.00        | $131491.27         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-10-25      | 3.0000%  | 0.0000% | $11342126.00       | $993554.83         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2049-06-25      | 2.0000%  | 0.0000% | $499995.00         | $51053.96          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-10-25      | 3.0000%  | 0.0000% | $21574916.00       | $1746978.04        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-07-25      | 2.5000%  | 0.0000% | $3038880.00        | $268643.17         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2032-11-25      | 0.3020%  | 0.0000% | $15146496.00       | $180452.15         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-02-25      | 2.0000%  | 0.0000% | $1100000.00        | $125563.29         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-10-25      | 1.6282%  | 0.0000% | $42358500.00       | $1375542.55        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2047-08-15      | 1.7719%  | 0.0000% | $58019200.00       | $2437485.90        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-02-25      | 2.2882%  | 0.0000% | $100000.00         | $6102.28           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-04-25      | 2.4282%  | 0.0000% | $59243969.00       | $1422803.86        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-06-25      | 1.8282%  | 0.0000% | $41591340.00       | $2467019.37        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-06-25      | 1.8782%  | 0.0000% | $41320460.00       | $2503262.68        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-08-25      | 3.0282%  | 0.0000% | $28974766.00       | $1901086.33        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-11-25      | 3.0782%  | 0.0000% | $18477024.00       | $1216540.78        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-04-25      | 1.2782%  | 0.0000% | $200001.00         | $10437.96          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-07-25      | N/A      | 0.0000% | $1603904.00        | $1242285.29        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2030-12-01      | 4.0000%  | 0.0000% | $1967.00           | $58.59             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-08-01      | 4.0000%  | 0.0000% | $1730614.00        | $181927.99         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-03-01      | 5.0000%  | 0.0000% | $1000.00           | $118.55            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2041-09-01      | 4.5000%  | 0.0000% | $1216128.00        | $150394.63         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-01-01      | 6.3380%  | 0.0000% | $7001102.00        | $643555.84         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-01-01      | 4.0000%  | 0.0000% | $1000.00           | $166.65            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-09-01      | 3.4700%  | 0.0000% | $1019.00           | $588.34            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-01-01      | 4.5000%  | 0.0000% | $1104037.00        | $60851.49          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-01-01      | 4.5000%  | 0.0000% | $200000.00         | $31789.98          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-12-01      | 3.0000%  | 0.0000% | $32000.00          | $5906.21           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-01-01      | 3.0000%  | 0.0000% | $1002.00           | $207.60            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-07-01      | 4.0000%  | 0.0000% | $919123.00         | $141310.98         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-09-01      | 4.0000%  | 0.0000% | $100003.00         | $12266.53          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-10-01      | 5.0000%  | 0.0000% | $2375710.00        | $585773.43         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2043-12-01      | 3.5000%  | 0.0000% | $1000000.00        | $118425.39         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-02-01      | 4.5000%  | 0.0000% | $8135277.00        | $504531.63         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2045-04-01      | 3.0000%  | 0.0000% | $666969.00         | $130237.16         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-08-01      | 5.9710%  | 0.0000% | $10000000.00       | $106517.10         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-03-01      | 6.5000%  | 0.0000% | $5792615.00        | $64109.46          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-07-01      | 5.9150%  | 0.0000% | $2249983.00        | $74980.04          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-03-01      | 6.5750%  | 0.0000% | $5590605.00        | $74619.45          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-07-01      | 6.6520%  | 0.0000% | $5093886.00        | $80967.78          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-10-01      | 5.7400%  | 0.0000% | $1322239.00        | $6268.08           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2035-06-01      | 6.0650%  | 0.0000% | $68017058.00       | $171857.03         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-03-01      | 6.1750%  | 0.0000% | $25065000.00       | $251672.11         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-03-01      | 7.5000%  | 0.0000% | $143932.00         | $146428.46         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-07-01      | 7.5000%  | 0.0000% | $1106382.00        | $840981.39         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-07-01      | 7.5000%  | 0.0000% | $170452.00         | $181287.08         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-12-01      | 5.0000%  | 0.0000% | $3842500.00        | $3448305.41        | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2043-03-20      | 6.3750%  | 0.0000% | $2974667.00        | $23754.27          | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-05-20      | 3.5000%  | 0.0000% | $1510.00           | $1465.52           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2032-10-20      | 4.7500%  | 0.0000% | $26911.00          | $88.88             | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2033-08-20      | 5.3750%  | 0.0000% | $2261857.00        | $9946.00           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2043-12-16      | 1.4766%  | 0.0000% | $32895914.00       | $353438.08         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-10-20      | 3.0000%  | 0.0000% | $1000.00           | $1186.51           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-01-16      | 5.0000%  | 0.0000% | $7885348.00        | $171865.77         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-07-20      | 6.4208%  | 0.0000% | $8562631.00        | $9054226.91        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-07-20      | 2.0257%  | 0.0000% | $3160500.00        | $112708.46         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-10-20      | 0.6408%  | 0.0000% | $200001.00         | $1253.13           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-03-01      | 4.6190%  | 0.0000% | $81669.00          | $63278.40          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2037-03-01      | 6.3650%  | 0.0000% | $2094152.00        | $28522.18          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2036-09-01      | 6.3450%  | 0.0000% | $2000000.00        | $40132.74          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2037-12-01      | 6.5000%  | 0.0000% | $1055.00           | $7.90              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2041-02-01      | 4.0000%  | 0.0000% | $555000.00         | $55510.43          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2044-07-01      | 3.5000%  | 0.0000% | $297722.00         | $62620.02          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2048-09-01      | 5.0000%  | 0.0000% | $164446.00         | $11990.64          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2028-01-01      | 6.0000%  | 0.0000% | $1500000.00        | $7442.45           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2032-08-01      | 3.5000%  | 0.0000% | $900000.00         | $65095.31          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2037-04-01      | 4.0000%  | 0.0000% | $1475000.00        | $235630.39         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2047-05-01      | 4.5000%  | 0.0000% | $600000.00         | $67759.49          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2048-05-01      | 5.0000%  | 0.0000% | $1000.00           | $193.05            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2048-11-01      | 4.5000%  | 0.0000% | $1140.00           | $117.99            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2031-08-01      | 7.5000%  | 0.0000% | $1095808.00        | $4387.03           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2032-04-01      | 7.0000%  | 0.0000% | $1940.00           | $1.51              | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2042-06-01      | 4.0000%  | 0.0000% | $3012.00           | $333.93            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2048-08-01      | 4.5000%  | 0.0000% | $1026.00           | $202.46            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2049-01-01      | 4.5000%  | 0.0000% | $106000.00         | $24192.53          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2048-12-01      | 4.0000%  | 0.0000% | $23019114.00       | $3358697.43        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2042-04-01      | 2.0000%  | 0.0000% | $1008.00           | $772.06            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2042-08-01      | 2.0000%  | 0.0000% | $1000.00           | $815.41            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2050-08-01      | 3.0000%  | 0.0000% | $1294000.00        | $640357.99         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-04-01      | 3.0000%  | 0.0000% | $1000.00           | $777.04            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-06-01      | 3.5000%  | 0.0000% | $1000.00           | $727.82            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-09-01      | 4.0000%  | 0.0000% | $8993.00           | $6894.90           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-11-01      | 5.0000%  | 0.0000% | $7000.00           | $5022.37           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-01-01      | 5.5000%  | 0.0000% | $1600.00           | $1268.33           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-04-01      | 5.5000%  | 0.0000% | $211892.00         | $190665.18         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-05-01      | 5.5000%  | 0.0000% | $1000.00           | $812.31            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-04-01      | 5.0000%  | 0.0000% | $7363898.00        | $6111141.39        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-08-01      | 4.0000%  | 0.0000% | $1236960.00        | $987132.58         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-01-01      | 6.0000%  | 0.0000% | $1000.00           | $830.00            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-11-01      | 6.5000%  | 0.0000% | $1000.00           | $735.56            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-06-01      | 5.5000%  | 0.0000% | $1000.00           | $884.21            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-07-01      | 6.0000%  | 0.0000% | $1000.00           | $847.70            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-05-01      | 3.0000%  | 0.0000% | $404029.00         | $324435.87         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-01-01      | 4.0000%  | 0.0000% | $1024.00           | $893.64            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2050-07-01      | 2.5000%  | 0.0000% | $83770.00          | $29959.69          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2050-10-01      | 2.5000%  | 0.0000% | $1549782.00        | $662513.87         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2050-11-01      | 2.5000%  | 0.0000% | $27697.00          | $12056.20          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2051-08-01      | 2.0000%  | 0.0000% | $1008.00           | $627.52            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2051-03-01      | 2.5000%  | 0.0000% | $11043000.00       | $5457404.36        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2051-04-01      | 2.5000%  | 0.0000% | $4310979.00        | $2412623.93        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-02-01      | 2.5000%  | 0.0000% | $52000.00          | $34426.69          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2051-10-01      | 2.0000%  | 0.0000% | $1000.00           | $634.72            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2051-11-01      | 2.5000%  | 0.0000% | $2000.00           | $1273.41           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-08-01      | 3.5000%  | 0.0000% | $87074.00          | $66762.03          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-11-01      | 5.0000%  | 0.0000% | $1000.00           | $799.98            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-12-01      | 4.0000%  | 0.0000% | $10999.00          | $8900.56           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-05-01      | 4.5000%  | 0.0000% | $1000.00           | $831.14            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-04-01      | 5.5000%  | 0.0000% | $22000.00          | $17164.74          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-07-01      | 4.5000%  | 0.0000% | $139983.00         | $120265.30         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-11-01      | 6.0000%  | 0.0000% | $1024.00           | $753.04            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-06-01      | 5.0000%  | 0.0000% | $101000.00         | $92445.07          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2032-11-01      | 1.2200%  | 0.0000% | $978676.00         | $793877.51         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2035-03-01      | 4.4500%  | 0.0000% | $1209700.00        | $1218076.56        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2048-01-01      | 3.5000%  | 0.0000% | $1001.00           | $177.36            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2050-01-01      | 3.0000%  | 0.0000% | $95000.00          | $33585.75          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2050-09-01      | 2.0000%  | 0.0000% | $2000.00           | $1044.24           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2051-10-01      | 2.5000%  | 0.0000% | $64731.00          | $40880.68          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-03-01      | 2.5000%  | 0.0000% | $99000.00          | $65442.35          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-06-01      | 6.0000%  | 0.0000% | $1000.00           | $1003.37           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-10-01      | 6.5000%  | 0.0000% | $1024.00           | $1081.30           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-06-01      | 5.5000%  | 0.0000% | $71457034.00       | $17884280.39       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-09-01      | 3.0000%  | 0.0000% | $1005.00           | $184.61            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-08-01      | 3.5000%  | 0.0000% | $1037.00           | $136.87            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-02-01      | 4.5000%  | 0.0000% | $194000.00         | $32920.00          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-06-01      | 5.0000%  | 0.0000% | $948966.00         | $222816.44         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-05-01      | 2.0000%  | 0.0000% | $1000.00           | $466.01            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-07-01      | 2.5000%  | 0.0000% | $1000.00           | $575.25            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-05-01      | 3.0000%  | 0.0000% | $1165.00           | $543.59            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2038-08-01      | 3.0000%  | 0.0000% | $172000.00         | $73981.66          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-09-01      | 3.5000%  | 0.0000% | $1000.00           | $517.82            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-03-01      | 4.5000%  | 0.0000% | $3726390.00        | $1743227.05        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2038-06-01      | 3.0000%  | 0.0000% | $71915.00          | $31320.01          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-11-01      | 2.0000%  | 0.0000% | $1000.00           | $632.75            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-03-01      | 2.5000%  | 0.0000% | $95000.00          | $62521.97          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-08-01      | 5.0000%  | 0.0000% | $1819931.00        | $1463832.78        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-02-01      | 3.0000%  | 0.0000% | $1000.00           | $653.96            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-12-01      | 2.5000%  | 0.0000% | $488890.00         | $357483.74         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-09-01      | 2.5000%  | 0.0000% | $109884.00         | $77223.95          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-06-01      | 3.5000%  | 0.0000% | $7001.00           | $5109.05           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-11-01      | 3.0000%  | 0.0000% | $1669.00           | $1236.38           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-07-01      | 5.5000%  | 0.0000% | $330832.00         | $269205.39         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 3.0000%  | 0.0000% | $1280.00           | $955.82            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-03-01      | 3.0000%  | 0.0000% | $20000.00          | $15579.96          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-12-01      | 2.0000%  | 0.0000% | $38859.00          | $29326.15          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-02-01      | 2.0000%  | 0.0000% | $1000.00           | $745.16            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-07-01      | 2.5000%  | 0.0000% | $1327736.00        | $1034234.99        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-06-01      | 3.0000%  | 0.0000% | $1000.00           | $824.53            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 3.0000%  | 0.0000% | $1000.00           | $820.01            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 4.0000%  | 0.0000% | $168461.00         | $144951.55         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-04-01      | 5.5000%  | 0.0000% | $94000.00          | $78463.62          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-09-01      | 5.0000%  | 0.0000% | $175000.00         | $170313.05         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 6.5000%  | 0.0000% | $1400139.00        | $1486940.78        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-03-01      | 7.1640%  | 0.0000% | $1500000.00        | $24397.61          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-02-01      | 6.0920%  | 0.0000% | $1500000.00        | $12065.66          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-07-01      | 6.0000%  | 0.0000% | $4237208.00        | $40497.81          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-03-01      | 4.5000%  | 0.0000% | $1036.00           | $6.10              | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2039-10-01      | 6.0000%  | 0.0000% | $1063281.00        | $43965.91          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2036-01-01      | 4.0000%  | 0.0000% | $1000.00           | $102.28            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2030-10-01      | 4.5000%  | 0.0000% | $1004.00           | $24.85             | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-01-01      | 4.0000%  | 0.0000% | $2441000.00        | $239508.29         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-10-01      | 5.0000%  | 0.0000% | $176201.00         | $12071.62          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-09-01      | 6.0000%  | 0.0000% | $1024.00           | $891.70            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-09-01      | 6.5000%  | 0.0000% | $1516824.00        | $984696.66         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-12-01      | 6.0000%  | 0.0000% | $1078004.00        | $981543.47         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-10-01      | 6.5000%  | 0.0000% | $1812085.00        | $1613750.55        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-12-01      | 6.5000%  | 0.0000% | $2418121.00        | $2073391.64        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-01-01      | 5.5000%  | 0.0000% | $1000.00           | $957.98            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-02-01      | 6.5000%  | 0.0000% | $21000.00          | $19187.07          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-02-01      | 6.0000%  | 0.0000% | $1831733.00        | $1869982.30        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $920.83            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-05-01      | 6.5000%  | 0.0000% | $200750.00         | $209025.85         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-05-01      | 5.5000%  | 0.0000% | $814819.00         | $771092.21         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-05-01      | 6.0000%  | 0.0000% | $1000.00           | $1027.02           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-07-01      | 6.0000%  | 0.0000% | $1656382.00        | $1715735.81        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $1035.63           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-10-01      | 5.0000%  | 0.0000% | $1000.00           | $1008.12           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-11-01      | 5.0000%  | 0.0000% | $1000.00           | $1005.54           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1016.53           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-11-01      | 5.0000%  | 0.0000% | $1000.00           | $1004.48           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-11-01      | 5.0000%  | 0.0000% | $1000.00           | $1003.69           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-11-01      | 5.5000%  | 0.0000% | $1000.00           | $1018.53           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-11-01      | 5.5000%  | 0.0000% | $1001.00           | $1019.42           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-11-01      | 5.5000%  | 0.0000% | $1008.00           | $1027.97           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-08-01      | 4.0000%  | 0.0000% | $244153.00         | $54616.83          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-02-01      | 3.0000%  | 0.0000% | $2424.00           | $558.89            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-05-01      | 6.4500%  | 0.0000% | $398000.00         | $36643.73          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-06-01      | 5.0000%  | 0.0000% | $2200000.00        | $257234.07         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2033-10-01      | 3.6900%  | 0.0000% | $1219393.00        | $1181143.42        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2034-09-01      | 2.8900%  | 0.0000% | $2918555.00        | $2648581.37        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-11-01      | 2.4750%  | 0.0000% | $360283.00         | $329818.95         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-05-01      | 5.5000%  | 0.0000% | $30000.00          | $6562.46           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2038-04-01      | 6.7700%  | 0.0000% | $115000.00         | $20902.97          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-09-01      | 5.0000%  | 0.0000% | $616000.00         | $62298.52          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-02-01      | 4.8430%  | 0.0000% | $2263720.00        | $1855806.61        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-01-01      | 4.1840%  | 0.0000% | $2475072.00        | $2307151.32        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2044-02-01      | 6.4650%  | 0.0000% | $683718.00         | $661241.52         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-08-01      | 3.5000%  | 0.0000% | $1000.00           | $165.14            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-05-01      | 3.0000%  | 0.0000% | $1000.00           | $432.62            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-09-01      | 2.5000%  | 0.0000% | $1000.00           | $596.13            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-03-01      | 2.0000%  | 0.0000% | $97999.00          | $56506.53          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-06-01      | 2.5000%  | 0.0000% | $63131.00          | $28545.18          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-03-01      | 2.5000%  | 0.0000% | $1000.00           | $748.21            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $829.07            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-10-01      | 2.0000%  | 0.0000% | $899999.00         | $581611.33         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-04-01      | 2.0000%  | 0.0000% | $1008.00           | $726.36            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 4.0000%  | 0.0000% | $1000.00           | $752.61            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 4.0000%  | 0.0000% | $1000.00           | $678.20            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-03-01      | 3.0000%  | 0.0000% | $1577492.00        | $1009111.31        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 3.0000%  | 0.0000% | $1000.00           | $717.86            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 3.0000%  | 0.0000% | $1000.00           | $833.15            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-12-01      | 3.0000%  | 0.0000% | $1000.00           | $808.53            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-06-01      | 3.0000%  | 0.0000% | $1000.00           | $793.48            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-04-01      | 5.0000%  | 0.0000% | $1578153.00        | $1296810.48        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-04-01      | 5.5000%  | 0.0000% | $1014.00           | $856.41            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-05-01      | 5.5000%  | 0.0000% | $1000.00           | $986.47            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-05-01      | 5.5000%  | 0.0000% | $1263392.00        | $1241295.88        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2029-01-01      | 5.2800%  | 0.0000% | $150000.00         | $156257.25         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-02-01      | 4.5000%  | 0.0000% | $1008.00           | $289.79            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-08-01      | 4.5000%  | 0.0000% | $664781.00         | $134856.71         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-10-01      | 5.0000%  | 0.0000% | $21912626.00       | $4031088.34        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-12-01      | 4.5000%  | 0.0000% | $3594999.00        | $566978.79         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-12-01      | 5.5000%  | 0.0000% | $10632393.00       | $1933044.79        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-08-01      | 3.0000%  | 0.0000% | $50000.00          | $11804.63          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-07-01      | 3.0000%  | 0.0000% | $1296000.00        | $338994.15         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-07-01      | 3.0000%  | 0.0000% | $3538832.00        | $1515569.43        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-08-01      | 3.0000%  | 0.0000% | $1000.00           | $384.47            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-11-01      | 2.5000%  | 0.0000% | $42370.00          | $23672.62          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-04-01      | 3.0000%  | 0.0000% | $37997.00          | $20912.98          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-04-01      | 3.0000%  | 0.0000% | $1000.00           | $628.72            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-01-01      | 3.0000%  | 0.0000% | $1000.00           | $689.54            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-04-01      | 2.5000%  | 0.0000% | $1000.00           | $665.96            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-07-01      | 3.0000%  | 0.0000% | $1000.00           | $726.14            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-07-01      | 3.0000%  | 0.0000% | $1000.00           | $743.02            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-01-01      | 5.5000%  | 0.0000% | $1024.00           | $779.02            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $793.99            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-04-01      | 5.0000%  | 0.0000% | $9735280.00        | $7099088.50        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-09-01      | 5.0000%  | 0.0000% | $803506.00         | $697462.61         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-06-01      | 5.5000%  | 0.0000% | $1000.00           | $795.93            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-12-01      | 4.5000%  | 0.0000% | $1953366.00        | $1757879.44        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-06-01      | 4.5000%  | 0.0000% | $295548.00         | $267410.68         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-01-01      | 6.5000%  | 0.0000% | $1024.00           | $890.93            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2046-11-01      | 3.5000%  | 0.0000% | $1000.00           | $876.33            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-09-01      | 6.0000%  | 0.0000% | $147714.00         | $147014.36         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-02-25      | 2.5000%  | 0.0000% | $1000.00           | $861.10            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-09-01      | 6.0000%  | 0.0000% | $1024.00           | $1049.91           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2047-08-01      | 4.0000%  | 0.0000% | $1073419.00        | $113520.53         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2037-11-01      | 3.5000%  | 0.0000% | $1000.00           | $132.31            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-08-01      | 4.0000%  | 0.0000% | $259323358.00      | $19379395.58       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2048-08-01      | 4.5000%  | 0.0000% | $121875.00         | $9892.07           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-07-01      | 2.5000%  | 0.0000% | $2937650.00        | $1724820.19        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-08-01      | 2.0000%  | 0.0000% | $1871000.00        | $1158774.93        | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-10-01      | 2.5000%  | 0.0000% | $33000.00          | $20446.04          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-05-01      | 4.5000%  | 0.0000% | $1000.00           | $115.07            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-12-01      | 3.0000%  | 0.0000% | $111999.00         | $19073.74          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2049-12-01      | 3.5000%  | 0.0000% | $494011.00         | $67716.66          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2050-01-01      | 3.0000%  | 0.0000% | $32999.00          | $5835.79           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-03-01      | 2.5000%  | 0.0000% | $1044186.00        | $520466.73         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-05-01      | 3.0000%  | 0.0000% | $16015.00          | $7296.23           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2051-06-01      | 3.5000%  | 0.0000% | $47003.00          | $18895.44          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-01-01      | 2.0000%  | 0.0000% | $1000.00           | $639.72            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-04-01      | 2.0000%  | 0.0000% | $502474.00         | $340944.90         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 2.5000%  | 0.0000% | $104000.00         | $72994.36          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-05-01      | 4.0000%  | 0.0000% | $943867.00         | $676341.91         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-09-01      | 4.0000%  | 0.0000% | $1000.00           | $776.21            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-08-01      | 5.0000%  | 0.0000% | $181000.00         | $131722.66         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-10-01      | 3.5000%  | 0.0000% | $16994.00          | $13195.26          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-11-01      | 3.0000%  | 0.0000% | $1000.00           | $792.98            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2052-12-01      | 6.0000%  | 0.0000% | $35000.00          | $25375.39          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-02-01      | 5.5000%  | 0.0000% | $14207.00          | $10589.69          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-03-01      | 3.0000%  | 0.0000% | $1000.00           | $778.65            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-06-01      | 6.0000%  | 0.0000% | $7985.00           | $5548.18           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-07-01      | 5.5000%  | 0.0000% | $1024.00           | $823.70            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-08-01      | 5.5000%  | 0.0000% | $1000.00           | $803.70            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-09-01      | 4.0000%  | 0.0000% | $44000.00          | $37128.50          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-10-01      | 5.5000%  | 0.0000% | $11371.00          | $9198.44           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2053-12-01      | 6.0000%  | 0.0000% | $1000.00           | $701.41            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-08-01      | 4.5000%  | 0.0000% | $7000.00           | $6447.79           | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-08-01      | 5.5000%  | 0.0000% | $1000.00           | $880.75            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-11-01      | 5.5000%  | 0.0000% | $1008.00           | $905.29            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2054-11-01      | 3.5000%  | 0.0000% | $23000.00          | $20514.82          | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $933.14            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2040-03-01      | 5.0000%  | 0.0000% | $4693.00           | $126.34            | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2040-11-01      | 4.5000%  | 0.0000% | $135000.00         | $13451.98          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-01-01      | 5.5000%  | 0.0000% | $2083690.00        | $2033291.75        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-02-01      | 6.0000%  | 0.0000% | $1612842.00        | $1297575.48        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-03-01      | 6.5000%  | 0.0000% | $2000.00           | $1707.78           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 7.0000%  | 0.0000% | $1149848.00        | $1072000.08        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 6.5000%  | 0.0000% | $462328.00         | $460104.63         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 6.5000%  | 0.0000% | $136436.00         | $142195.08         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 5.5000%  | 0.0000% | $1100388.00        | $1118304.14        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-10-01      | 6.5000%  | 0.0000% | $1000.00           | $1044.30           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-11-01      | 5.5000%  | 0.0000% | $1000.00           | $1030.85           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-07-01      | 6.0000%  | 0.0000% | $1008.00           | $969.78            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 6.0000%  | 0.0000% | $2000.00           | $2007.69           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2055-11-01      | 5.5000%  | 0.0000% | $6566564.00        | $6638907.35        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-04-01      | 3.5000%  | 0.0000% | $1000.00           | $785.15            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-06-01      | 3.0000%  | 0.0000% | $1000.00           | $748.53            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-10-01      | 5.5000%  | 0.0000% | $1000.00           | $779.97            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-04-01      | 5.0000%  | 0.0000% | $296001.00         | $215391.20         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-08-01      | 5.5000%  | 0.0000% | $1023.00           | $852.30            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-08-01      | 5.5000%  | 0.0000% | $1000.00           | $747.83            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2054-11-01      | 6.0000%  | 0.0000% | $411150.00         | $388177.71         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2035-12-01      | 2.0000%  | 0.0000% | $100000.00         | $47608.39          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2051-04-01      | 2.0000%  | 0.0000% | $1000.00           | $555.14            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-02-01      | 2.0000%  | 0.0000% | $280465.00         | $180636.58         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-06-01      | 5.0000%  | 0.0000% | $8142199.00        | $6025183.93        | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-10-01      | 5.5000%  | 0.0000% | $29000.00          | $23014.27          | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2052-07-01      | 4.5000%  | 0.0000% | $1000.00           | $746.17            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-04-01      | 6.5000%  | 0.0000% | $400000.00         | $265737.24         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2053-04-01      | 5.5000%  | 0.0000% | $1000.00           | $817.13            | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2044-07-01      | 5.5000%  | 0.0000% | $10000.00          | $6850.98           | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2028-08-15      | 4.4935%  | 0.0000% | $758.00            | $0.05              | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-05-01      | 5.5000%  | 0.0000% | $796894.00         | $716788.71         | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association    | 2042-03-25      | 2.3137%  | 0.0000% | $2489062.00        | $22005.29          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2042-09-25      | 1.8637%  | 0.0000% | $32564675.00       | $314885.80         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2040-02-25      | 2.0461%  | 0.0000% | $329136.00         | $3076.45           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2047-05-25      | 1.7316%  | 0.0000% | $119344842.00      | $834010.25         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2045-06-25      | 1.9137%  | 0.0000% | $100000.00         | $2913.17           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2059-02-25      | 1.4756%  | 0.0000% | $21158243.00       | $182828.41         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-09-25      | 4.0000%  | 0.0000% | $1976644.00        | $146120.67         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-08-25      | 4.0000%  | 0.0000% | $3814102.00        | $374449.50         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-11-25      | 2.5000%  | 0.0000% | $6038975.00        | $558806.30         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2033-11-25      | 2.0038%  | 0.0000% | $475897.00         | $19208.37          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2046-02-25      | 1.9573%  | 0.0000% | $100070.00         | $2372.51           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-05-25      | 2.5000%  | 0.0000% | $100000.00         | $9020.57           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-03-25      | 2.5000%  | 0.0000% | $50814000.00       | $4848804.77        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-12-25      | 1.8971%  | 0.0000% | $178492945.00      | $4609849.51        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-02-25      | 1.9055%  | 0.0000% | $137608095.00      | $3922971.48        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2061-03-25      | 1.6503%  | 0.0000% | $75671138.00       | $2458381.87        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-05-25      | 2.5000%  | 0.0000% | $991192.00         | $114799.68         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-10-25      | 2.0000%  | 0.0000% | $999996.00         | $102224.72         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-11-25      | N/A      | 0.0000% | $3231808.00        | $1758404.26        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-03-25      | 2.9282%  | 0.0000% | $3740633.00        | $196664.98         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-03-25      | 4.0282%  | 0.0000% | $12909032.00       | $947450.92         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-10-25      | 1.9782%  | 0.0000% | $41562471.00       | $2615294.54        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-09-25      | 0.1000%  | 0.0000% | $51899016.00       | $135418.60         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-08-25      | 3.0282%  | 0.0000% | $6766906.00        | $441454.58         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-12-25      | 1.0082%  | 0.0000% | $132602843.00      | $4028917.53        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-12-25      | 0.9782%  | 0.0000% | $200000000.00      | $4504816.10        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-01-25      | 1.8282%  | 0.0000% | $100000.00         | $6245.99           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-02-25      | 1.8282%  | 0.0000% | $50515583.00       | $2527323.07        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-03-25      | 1.7682%  | 0.0000% | $6059984.00        | $310332.08         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-08-25      | 5.5218%  | 0.0000% | $11240.00          | $9506.55           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-05-25      | 2.9282%  | 0.0000% | $10455000.00       | $934782.76         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-08-25      | 5.5000%  | 0.0000% | $318183.00         | $34591.88          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2040-12-01      | 5.5000%  | 0.0000% | $63822622.00       | $170465.35         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2027-05-15      | 3.0000%  | 0.0000% | $30835000.00       | $9189.01           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2044-02-15      | 2.3935%  | 0.0000% | $200831.00         | $1957.97           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2041-07-15      | 1.8819%  | 0.0000% | $33816211.00       | $100880.92         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2046-08-15      | 1.8435%  | 0.0000% | $224463006.00      | $3967436.56        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2043-03-15      | 1.8646%  | 0.0000% | $114250767.00      | $928036.41         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 3.1711%  | 0.0000% | $4791830.00        | $338504.42         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 5.2089%  | 0.0000% | $236013.00         | $163749.82         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 5.1589%  | 0.0000% | $1000.00           | $767.70            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 5.2489%  | 0.0000% | $1000.00           | $744.77            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-08-20      | N/A      | 0.0000% | $1865456.00        | $1096213.36        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-20      | N/A      | 0.0000% | $1217271.00        | $530081.41         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 2.6011%  | 0.0000% | $83086956.00       | $5588702.42        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-09-20      | 0.0170%  | 0.0000% | $145040096.00      | $79645.25          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | N/A      | 0.0000% | $3349132.00        | $1790918.67        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 25.3646% | 0.0000% | $3619287.00        | $4814801.06        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-20      | 1.4511%  | 0.0000% | $54523730.00       | $2869111.01        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-12-20      | 4.9489%  | 0.0000% | $1000.00           | $663.74            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-12-20      | 5.0989%  | 0.0000% | $1956904.00        | $1708644.18        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 2.4711%  | 0.0000% | $16274976.00       | $1133090.61        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 1.9711%  | 0.0000% | $66274496.00       | $4518783.45        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 1.9611%  | 0.0000% | $199330220.00      | $12064372.01       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 1.3211%  | 0.0000% | $80729794.00       | $4661974.54        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-05-20      | 0.8511%  | 0.0000% | $870033.00         | $17193.16          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-04-20      | 1.2011%  | 0.0000% | $56099316.00       | $1223292.29        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-05-20      | 1.7511%  | 0.0000% | $51807801.00       | $1266985.94        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 1.7011%  | 0.0000% | $10938098.00       | $949516.39         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 1.0311%  | 0.0000% | $44392407.00       | $2071641.12        | Agency Collateralized Mortgage Obligation |
| U.S. Treasury Note                       | 2032-07-15      | 0.6250%  | 0.0000% | $10999300.00       | $11695485.19       | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2027-10-15      | 1.6250%  | 0.0000% | $100.00            | $110.93            | U.S. Treasuries (including strips)        |
| Government National Mortgage Association | 2050-01-20      | 0.4257%  | 0.0000% | $187684679.00      | $1904538.57        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-10-20      | N/A      | 0.0000% | $12844115.00       | $55451.74          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-01-20      | 2.5000%  | 0.0000% | $99900000.00       | $8440363.77        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-10-20      | 2.0000%  | 0.0000% | $47031620.00       | $2754075.10        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-10-20      | N/A      | 0.0000% | $82790777.00       | $25418.61          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-04-20      | 3.5000%  | 0.0000% | $31116000.00       | $2011921.99        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-08-20      | 3.0000%  | 0.0000% | $5821113.00        | $427373.94         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-06-20      | 3.5000%  | 0.0000% | $68732386.00       | $3797620.70        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-08-20      | N/A      | 0.0000% | $79598171.00       | $1014036.10        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-08-20      | 2.2257%  | 0.0000% | $29567902.00       | $2889773.87        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-08-20      | 3.0000%  | 0.0000% | $2184237.00        | $269732.44         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2073-04-20      | 0.8444%  | 0.0000% | $40176915.00       | $2606594.02        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2073-01-20      | 0.9510%  | 0.0000% | $22208484.00       | $1722629.61        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2073-11-20      | 0.5934%  | 0.0000% | $11513757.00       | $719669.38         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2074-08-20      | 0.8267%  | 0.0000% | $22155930.00       | $1565306.82        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2073-12-20      | 0.5827%  | 0.0000% | $42106880.00       | $2605655.39        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2074-09-20      | 0.8291%  | 0.0000% | $800000.00         | $56561.89          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2074-10-20      | 0.8497%  | 0.0000% | $3298304.00        | $232460.76         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-12-16      | 1.9266%  | 0.0000% | $11892835.00       | $705875.23         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-05-20      | 4.5000%  | 0.0000% | $14829551.00       | $10257455.20       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-10-20      | 5.1989%  | 0.0000% | $4523159.00        | $3350024.25        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-01-20      | 2.1511%  | 0.0000% | $31397774.00       | $1404378.61        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-20      | 4.9789%  | 0.0000% | $17872691.00       | $12237060.87       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-20      | 1.6511%  | 0.0000% | $50000000.00       | $1789066.14        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-03-20      | 5.0989%  | 0.0000% | $43246365.00       | $17972284.20       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 5.0989%  | 0.0000% | $9219234.00        | $5213545.54        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 5.0989%  | 0.0000% | $93303.00          | $69121.45          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-07-20      | N/A      | 0.0000% | $14882046.00       | $8973273.06        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-07-20      | 5.0989%  | 0.0000% | $5260947.00        | $2275559.92        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-20      | 1.6011%  | 0.0000% | $38507419.00       | $1242016.42        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-07-20      | 5.1189%  | 0.0000% | $738051.00         | $608033.61         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-08-20      | 1.7011%  | 0.0000% | $82510592.00       | $3148180.81        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-08-20      | 1.6011%  | 0.0000% | $29900000.00       | $1359163.42        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | 3.0011%  | 0.0000% | $36975262.00       | $2102417.90        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-20      | 2.3011%  | 0.0000% | $129859.00         | $4854.54           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-20      | 2.9011%  | 0.0000% | $30417194.00       | $1989895.79        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | 5.5989%  | 0.0000% | $41175469.00       | $14585069.75       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-20      | 0.0100%  | 0.0000% | $99893233.00       | $8561.49           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 2.9511%  | 0.0000% | $5404417.00        | $192369.10         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 5.3489%  | 0.0000% | $879524.00         | $415521.53         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 2.4011%  | 0.0000% | $49500000.00       | $2311978.33        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 5.5000%  | 0.0000% | $89151.00          | $90542.03          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 5.2989%  | 0.0000% | $11882221.00       | $5213165.78        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-07-20      | 0.1000%  | 0.0000% | $47522899.00       | $41107.55          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-07-20      | 5.3989%  | 0.0000% | $1024.00           | $569.19            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 5.1989%  | 0.0000% | $10143699.00       | $8027172.60        | Agency Collateralized Mortgage Obligation |

### Security 208: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 3.870000%
- **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: ARP1BM183, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP1BM183_3.87_0409
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-04-09
- **C.12 - Maturity Date (WAL):** 2026-04-09
- **C.13 - Final Legal Maturity Date:** 2026-04-09
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp.      | 2050-08-01      | 3.0000%  | 0.0000% | $7399999.00        | $3360171.46        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2050-09-25      | 2.0000%  | 0.0000% | $8449676.00        | $5929469.87        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-06-01      | 2.7530%  | 0.0000% | $304000.00         | $65428.41          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-03-01      | 6.3290%  | 0.0000% | $825000.00         | $209140.13         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-06-01      | 3.0000%  | 0.0000% | $325000.00         | $98635.54          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-08-01      | 3.0000%  | 0.0000% | $616104.00         | $308937.68         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-09-01      | 2.5000%  | 0.0000% | $730837.00         | $319979.25         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-09-01      | 4.5200%  | 0.0000% | $2063244.00        | $1919242.39        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-07-01      | 3.5000%  | 0.0000% | $975000.00         | $350711.38         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-09-01      | 3.0000%  | 0.0000% | $99573.00          | $51140.80          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-08-01      | 2.5000%  | 0.0000% | $375000.00         | $221315.11         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-01-01      | 3.5000%  | 0.0000% | $11431470.00       | $10021095.41       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-12-01      | 3.0000%  | 0.0000% | $1000.00           | $441.76            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-07-01      | 3.0000%  | 0.0000% | $585000.00         | $197394.82         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-07-01      | 3.0000%  | 0.0000% | $6800000.00        | $2516795.10        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-06-01      | 5.0000%  | 0.0000% | $6725722.00        | $1681560.81        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-05-01      | 4.0000%  | 0.0000% | $133000.00         | $53356.30          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-07-01      | 5.0000%  | 0.0000% | $208870.00         | $103051.63         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-07-01      | 3.5000%  | 0.0000% | $4018000.00        | $2437224.81        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-12-01      | 3.5000%  | 0.0000% | $13494.00          | $8501.67           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-07-01      | 3.5000%  | 0.0000% | $2242000.00        | $1637226.78        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-01-01      | 3.5000%  | 0.0000% | $383206.00         | $291876.44         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-01-01      | 3.5000%  | 0.0000% | $48015000.00       | $34581998.09       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-08-01      | 4.5000%  | 0.0000% | $149105.00         | $116143.71         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-08-01      | 4.0000%  | 0.0000% | $5604163.00        | $4939188.08        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-07-01      | 3.0000%  | 0.0000% | $18625834.00       | $15369460.17       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-06-01      | 2.0000%  | 0.0000% | $4071185.00        | $1759724.80        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-07-01      | 2.0000%  | 0.0000% | $2076000.00        | $904199.59         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-06-01      | 5.0000%  | 0.0000% | $7998226.00        | $983100.13         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-08-01      | 3.0000%  | 0.0000% | $510000.00         | $99035.47          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2050-06-01      | 4.0000%  | 0.0000% | $7216283.00        | $6489344.04        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2050-02-01      | 3.0920%  | 0.0000% | $299999.00         | $50796.80          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2050-06-01      | 4.5000%  | 0.0000% | $4639339.00        | $3280499.39        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2050-08-01      | 3.0000%  | 0.0000% | $9001000.00        | $2643998.41        | Agency Mortgage-Backed Securities |

### Security 209: Bank of America NA

- **C.1 - Title:** Bank of America NA 3.870000%
- **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: ARP1BM1K6, C.3 - LEI: B4TYDEB6GKMZ, C.5 - Other ID: ARP1BM1K6_3.87_0409
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-04-09
- **C.12 - Maturity Date (WAL):** 2026-04-09
- **C.13 - Final Legal Maturity Date:** 2026-04-09
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association | 2050-09-01      | 2.5000%  | 0.0000% | $154317619.00      | $65896499.63       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-04-01      | 4.0000%  | 0.0000% | $218586342.00      | $22198592.45       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-05-01      | 3.5000%  | 0.0000% | $200370982.00      | $14904908.01       | Agency Mortgage-Backed Securities |

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

- **C.1 - Title:** Citigroup Global Markets, Inc. 4.040000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1BNYQ5, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP1BNYQ5_4.04_1205
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.0400%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2026-04-10
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2027-05-15      | 2.3750%  | 0.0000% | $1300.00           | $1279.34           | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-05-31      | 0.5000%  | 0.0000% | $1889400.00        | $1810227.87        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-06-30      | 0.5000%  | 0.0000% | $852800.00         | $814908.07         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-05-31      | 2.6250%  | 0.0000% | $65400.00          | $65367.40          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-05-15      | 4.5000%  | 0.0000% | $100.00            | $101.50            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-06-15      | 4.6250%  | 0.0000% | $955700.00         | $991087.44         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-07-15      | 4.3750%  | 0.0000% | $48717100.00       | $50149795.77       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-05-31      | 3.8750%  | 0.0000% | $3255800.00        | $3333721.88        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-06-30      | 3.8750%  | 0.0000% | $100.00            | $102.91            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-06-30      | 3.7500%  | 0.0000% | $344417900.00      | $350833450.84      | U.S. Treasuries (including strips) |

### Security 211: Barclays Bank PLC

- **C.1 - Title:** Barclays Bank PLC 4.130000%
- **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: ARP1BQEW7, C.3 - LEI: G5GSEF7VJP5I, C.5 - Other ID: ARP1BQEW7_4.13_1205
- **C.18 - Value (incl. sponsor support):** $2200000000.00
- **C.18.a - Value (excl. sponsor support):** $2200000000.00
- **C.19 - Percentage of Net Assets:** 1.1200%
- **C.17 - Yield as of Reporting Date:** 4.1300%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2025-12-05
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** Yes

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp.         | 2030-12-25      | 0.1000%  | 0.0000% | $50628655.00       | $198059.30         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2037-04-25      | 12.2398% | 0.0000% | $1000000.00        | $397813.06         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2027-09-25      | 13.9163% | 0.0000% | $84161500.00       | $22351683.76       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2049-11-25      | N/A      | 0.0000% | $5000000.00        | $3103785.00        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2038-01-25      | N/A      | 0.0000% | $125000000.00      | $105425.25         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2028-10-25      | N/A      | 0.0000% | $4057000.00        | $2830065.83        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2026-01-25      | 6.4663%  | 0.0000% | $2000000.00        | $673738.54         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2039-04-25      | 1.8088%  | 0.0000% | $17964000.00       | $257924.92         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2039-06-25      | N/A      | 0.0000% | $10944000.00       | $167982.11         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2026-12-25      | 0.1000%  | 0.0000% | $451764000.00      | $203600.88         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2027-06-25      | 6.8663%  | 0.0000% | $4250000.00        | $945587.40         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2049-10-25      | 0.1000%  | 0.0000% | $937356543.00      | $1199407.29        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2032-09-25      | 4.1928%  | 0.0000% | $43561948.00       | $22844076.93       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2033-11-25      | N/A      | 0.0000% | $58656261.00       | $26363995.01       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2033-10-25      | 0.1000%  | 0.0000% | $703865000.00      | $3267339.64        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2033-11-25      | 0.1000%  | 0.0000% | $78207261.00       | $487622.27         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2029-03-25      | 6.5163%  | 0.0000% | $8011183.00        | $2187771.50        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2029-06-25      | 4.0903%  | 0.0000% | $30058000.00       | $25467776.69       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2040-04-25      | N/A      | 0.0000% | $98317319.00       | $2421663.94        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2040-06-25      | 0.4381%  | 0.0000% | $61500000.00       | $1646524.86        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2035-10-25      | 0.1000%  | 0.0000% | $767927000.00      | $4933078.37        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2035-10-25      | 0.1000%  | 0.0000% | $62265384.00       | $412383.63         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2035-10-25      | N/A      | 0.0000% | $62265384.00       | $37664704.37       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-11-25      | 0.1000%  | 0.0000% | $1146002000.00     | $4331291.91        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-11-25      | 0.1000%  | 0.0000% | $262295816.00      | $1133904.82        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2031-01-25      | N/A      | 0.0000% | $1000000.00        | $643098.00         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2031-01-27      | 10.2019% | 0.0000% | $76146000.00       | $31135408.52       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-03-25      | N/A      | 0.0000% | $116457138.00      | $61812537.42       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2031-01-25      | 4.3976%  | 0.0000% | $26838167.00       | $21300724.16       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-08-25      | 0.1000%  | 0.0000% | $984577000.00      | $4212198.12        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-08-25      | 0.1000%  | 0.0000% | $230951341.00      | $1060759.51        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2031-11-25      | 10.6019% | 0.0000% | $46508072.00       | $27347956.42       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-10-25      | 0.1000%  | 0.0000% | $1011328000.00     | $4580979.09        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-10-25      | 0.1000%  | 0.0000% | $253227997.00      | $1228155.79        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-03-25      | 0.1000%  | 0.0000% | $1017100000.00     | $4814227.92        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-04-20      | 4.0000%  | 0.0000% | $8400000.00        | $343056.87         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-07-20      | 1.5257%  | 0.0000% | $56774729.00       | $1201907.05        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-08-20      | 2.1257%  | 0.0000% | $22045674.00       | $433090.57         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-10-20      | 5.0000%  | 0.0000% | $6129737.00        | $299098.05         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-02-20      | 4.5000%  | 0.0000% | $17410888.00       | $65442.00          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-02-16      | 0.7471%  | 0.0000% | $130450000.00      | $7583150.63        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-03-16      | 0.5000%  | 0.0000% | $3000000.00        | $73478.35          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-05-16      | 0.9305%  | 0.0000% | $55000000.00       | $3720232.65        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-10-16      | 0.9246%  | 0.0000% | $8840000.00        | $589463.32         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-07-16      | 0.9813%  | 0.0000% | $33296039.00       | $2396662.05        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-05-16      | 0.9071%  | 0.0000% | $20254243.00       | $1304693.75        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-11-16      | 0.8545%  | 0.0000% | $119993468.00      | $7777322.21        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-03-16      | 1.0030%  | 0.0000% | $4571000.00        | $340257.59         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-08-16      | 1.0000%  | 0.0000% | $76659900.00       | $1953632.28        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-16      | 1.0000%  | 0.0000% | $10515436.00       | $632209.05         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-09-16      | 0.9308%  | 0.0000% | $49590410.00       | $4036075.77        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2059-10-16      | 0.2500%  | 0.0000% | $10000000.00       | $111869.98         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-09-16      | 0.8454%  | 0.0000% | $143417941.00      | $10241115.15       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-07-16      | 0.7358%  | 0.0000% | $125000000.00      | $8789017.39        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-07-20      | 1.1011%  | 0.0000% | $212000000.00      | $10290906.33       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-07-20      | 0.1000%  | 0.0000% | $170000000.00      | $449717.84         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-07-20      | 1.0511%  | 0.0000% | $200000000.00      | $9397658.57        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 1.7511%  | 0.0000% | $31297559.00       | $2403767.91        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 2.3011%  | 0.0000% | $71492130.00       | $6880289.43        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 1.0511%  | 0.0000% | $102572408.00      | $4825693.88        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-07-20      | 1.8011%  | 0.0000% | $145036036.00      | $7334258.30        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-07-20      | N/A      | 0.0000% | $783000.00         | $672585.32         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 2.4011%  | 0.0000% | $50435334.00       | $5885487.61        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-07-20      | 0.4011%  | 0.0000% | $300000000.00      | $4539159.38        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-09-20      | 2.5011%  | 0.0000% | $4807468.00        | $784187.30         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-08-20      | 2.5011%  | 0.0000% | $10191270.00       | $1676488.53        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-07-20      | 1.0511%  | 0.0000% | $11000000.00       | $462588.00         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-07-20      | N/A      | 0.0000% | $636364.00         | $556735.38         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-07-20      | 1.1011%  | 0.0000% | $25758393.00       | $1446420.84        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 1.2011%  | 0.0000% | $130000000.00      | $6604684.43        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 0.2011%  | 0.0000% | $151513329.00      | $3783579.53        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 2.4511%  | 0.0000% | $13000000.00       | $825285.27         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 1.8011%  | 0.0000% | $100000000.00      | $6167236.89        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 1.0911%  | 0.0000% | $36000000.00       | $1456371.09        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 1.8311%  | 0.0000% | $33300000.00       | $1945054.44        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-02-20      | 1.5257%  | 0.0000% | $27000000.00       | $764491.43         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-02-20      | 1.9757%  | 0.0000% | $33304063.00       | $726795.82         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-04-20      | 1.9757%  | 0.0000% | $45523277.00       | $1742805.04        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-04-20      | 1.4657%  | 0.0000% | $50000000.00       | $965976.65         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | 0.5011%  | 0.0000% | $120000000.00      | $4435726.22        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-08-20      | 1.8511%  | 0.0000% | $53000000.00       | $2249033.55        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | 1.2011%  | 0.0000% | $90000000.00       | $4063585.78        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | N/A      | 0.0000% | $50000000.00       | $978653.11         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | 0.6511%  | 0.0000% | $263000000.00      | $10190566.07       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-02-20      | 2.0257%  | 0.0000% | $96097941.00       | $2808539.10        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-06-20      | 2.0257%  | 0.0000% | $19160664.00       | $545413.89         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-10-20      | 4.0000%  | 0.0000% | $99902625.00       | $5721376.56        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-09-20      | 2.0257%  | 0.0000% | $34167000.00       | $913850.28         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-10-20      | 3.5000%  | 0.0000% | $10731815.00       | $596171.61         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-10-20      | 1.9257%  | 0.0000% | $15292399.00       | $586673.84         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-12-20      | 3.5000%  | 0.0000% | $8400000.00        | $403512.93         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-12-20      | 4.0000%  | 0.0000% | $110207694.00      | $5314060.61        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-10-20      | 3.5000%  | 0.0000% | $9882721.00        | $371385.79         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-09-16      | 2.0766%  | 0.0000% | $23983000.00       | $775763.76         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-12-20      | 3.5000%  | 0.0000% | $147929142.00      | $9159360.61        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-02-20      | 5.0000%  | 0.0000% | $1175000.00        | $78174.40          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-04-20      | 0.3955%  | 0.0000% | $138116787.00      | $595344.18         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-01-20      | 1.9757%  | 0.0000% | $96961925.00       | $5083287.11        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-03-20      | 2.0257%  | 0.0000% | $47654869.00       | $2372563.87        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-03-20      | 2.0257%  | 0.0000% | $36250000.00       | $2901663.34        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-03-20      | 1.9757%  | 0.0000% | $10560142.00       | $572361.93         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-05-20      | 2.1011%  | 0.0000% | $19318398.00       | $2394181.08        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 1.1011%  | 0.0000% | $100000000.00      | $1451853.68        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 1.1511%  | 0.0000% | $50000000.00       | $892299.96         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-08-20      | 4.0000%  | 0.0000% | $30879976.00       | $5166601.10        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | 3.0000%  | 0.0000% | $66052542.00       | $5143617.30        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-08-20      | 2.5000%  | 0.0000% | $68463353.00       | $5649963.16        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-02-20      | 1.9757%  | 0.0000% | $73151725.00       | $7616447.18        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-05-20      | 4.0000%  | 0.0000% | $23484380.00       | $3056830.83        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 2.9011%  | 0.0000% | $75000000.00       | $4240566.10        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 1.7911%  | 0.0000% | $46010169.00       | $1830794.20        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 1.1711%  | 0.0000% | $50000000.00       | $1737302.80        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 0.2000%  | 0.0000% | $195000000.00      | $608692.96         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 1.3011%  | 0.0000% | $100500000.00      | $3139107.16        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-09-20      | 2.4011%  | 0.0000% | $49423840.00       | $4170480.59        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 1.9011%  | 0.0000% | $92914366.00       | $4235009.39        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 1.8011%  | 0.0000% | $75000000.00       | $1790995.37        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 1.1511%  | 0.0000% | $93073105.00       | $3021982.28        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 1.0761%  | 0.0000% | $120000000.00      | $2105059.32        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 1.7011%  | 0.0000% | $45000000.00       | $1710357.45        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 3.1011%  | 0.0000% | $80603656.00       | $5636455.35        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 1.6511%  | 0.0000% | $47000000.00       | $1734584.49        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-05-20      | 1.7511%  | 0.0000% | $11232602.00       | $168959.90         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 3.1011%  | 0.0000% | $50000000.00       | $2414132.98        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 1.1011%  | 0.0000% | $450000000.00      | $8356515.04        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 1.7011%  | 0.0000% | $66146366.00       | $3650563.28        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-20      | 3.2011%  | 0.0000% | $50000000.00       | $4980791.31        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-20      | 3.2011%  | 0.0000% | $100000000.00      | $9435390.78        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-20      | 1.1511%  | 0.0000% | $250000000.00      | $7497341.66        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-20      | 1.2011%  | 0.0000% | $120000000.00      | $5244886.83        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-20      | 1.1511%  | 0.0000% | $150000000.00      | $3933593.14        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-07-20      | 2.4511%  | 0.0000% | $34231517.00       | $2589912.02        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-07-20      | 1.1511%  | 0.0000% | $300000000.00      | $6715422.60        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-05-20      | 4.0000%  | 0.0000% | $6943298.00        | $999769.65         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-07-20      | 2.3511%  | 0.0000% | $150000000.00      | $6615927.69        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-07-20      | 1.9011%  | 0.0000% | $100000000.00      | $3810594.36        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-10-20      | 2.2257%  | 0.0000% | $29319249.00       | $2493362.27        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-10-20      | 2.5000%  | 0.0000% | $17599796.00       | $1162187.83        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-10-20      | N/A      | 0.0000% | $71572166.00       | $577882.51         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-09-20      | 3.5000%  | 0.0000% | $19285714.00       | $1930794.03        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-10-20      | 2.2257%  | 0.0000% | $27818181.00       | $2246374.22        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-11-20      | 2.2257%  | 0.0000% | $1611000.00        | $128159.12         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-12-20      | 2.2257%  | 0.0000% | $2848000.00        | $257411.82         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-11-20      | 3.5000%  | 0.0000% | $44016000.00       | $3328340.11        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-11-20      | N/A      | 0.0000% | $72000000.00       | $996118.26         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-11-20      | 2.0000%  | 0.0000% | $2200000.00        | $172538.78         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-11-20      | N/A      | 0.0000% | $75000000.00       | $588061.26         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-12-20      | 2.0000%  | 0.0000% | $2330000.00        | $188236.09         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-07-20      | 3.5000%  | 0.0000% | $37247719.00       | $2889328.72        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-12-20      | 2.2257%  | 0.0000% | $7559000.00        | $655546.75         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-12-20      | 5.0000%  | 0.0000% | $97454478.00       | $7834965.66        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-01-20      | 2.5000%  | 0.0000% | $71997207.00       | $6506693.80        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-12-20      | N/A      | 0.0000% | $72135472.00       | $449517.55         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-12-20      | 5.5000%  | 0.0000% | $5032727.00        | $230400.95         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-01-20      | 4.0000%  | 0.0000% | $55729944.00       | $4319672.05        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-01-20      | 3.5000%  | 0.0000% | $22557207.00       | $1798362.23        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-01-20      | 3.0000%  | 0.0000% | $82346955.00       | $8070955.90        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-02-20      | 3.0000%  | 0.0000% | $40010996.00       | $2126314.36        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-02-20      | 2.5000%  | 0.0000% | $25536887.00       | $2347515.40        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-02-20      | 4.0000%  | 0.0000% | $92753749.00       | $7514535.31        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-02-20      | 1.9757%  | 0.0000% | $54440000.00       | $2898243.38        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-05-20      | 2.5000%  | 0.0000% | $11000000.00       | $1007187.26        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-03-20      | 2.2257%  | 0.0000% | $81131426.00       | $3807070.47        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-03-20      | 3.0000%  | 0.0000% | $85000000.00       | $6394313.51        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-05-20      | N/A      | 0.0000% | $191853621.00      | $2343954.12        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-04-20      | 2.2257%  | 0.0000% | $43783865.00       | $1752331.98        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-04-20      | 4.0000%  | 0.0000% | $13335146.00       | $1075707.09        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-04-20      | 2.2511%  | 0.0000% | $16250000.00       | $1459958.90        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-04-20      | 3.0000%  | 0.0000% | $122499999.00      | $9117081.06        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-04-20      | 2.2257%  | 0.0000% | $48010223.00       | $2790860.85        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-05-20      | 3.0000%  | 0.0000% | $37945748.00       | $2987806.33        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-06-20      | 3.0000%  | 0.0000% | $1625000.00        | $182660.27         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-06-20      | 3.0000%  | 0.0000% | $41950213.00       | $3040598.36        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-06-20      | 2.5000%  | 0.0000% | $24000000.00       | $2413935.97        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-06-20      | 3.5000%  | 0.0000% | $33000000.00       | $4109926.32        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-07-20      | 2.2257%  | 0.0000% | $126622035.00      | $9343010.96        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-06-20      | N/A      | 0.0000% | $293394414.00      | $2326498.09        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-07-20      | 3.0000%  | 0.0000% | $53247092.00       | $4703451.30        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-07-20      | N/A      | 0.0000% | $75820849.00       | $344934.18         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-11-20      | 4.5000%  | 0.0000% | $95377161.00       | $10502095.31       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-08-20      | 3.5000%  | 0.0000% | $37846775.00       | $4682564.28        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-07-20      | 3.5000%  | 0.0000% | $31370483.00       | $4037362.74        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-02-20      | 4.0000%  | 0.0000% | $19235093.00       | $2172187.63        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-08-20      | 3.5000%  | 0.0000% | $11597408.00       | $1067171.06        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-08-20      | 4.5000%  | 0.0000% | $8082783.00        | $744426.73         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-08-20      | 3.0000%  | 0.0000% | $23814555.00       | $2940870.44        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-08-20      | 2.5000%  | 0.0000% | $19100000.00       | $8002128.41        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-08-20      | N/A      | 0.0000% | $188559851.00      | $1164585.54        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | 4.5000%  | 0.0000% | $61849019.00       | $6358231.74        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | 2.2257%  | 0.0000% | $500000.00         | $48597.85          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | 2.5000%  | 0.0000% | $14841590.00       | $1141272.45        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | 2.2257%  | 0.0000% | $26227344.00       | $3013409.93        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-08-20      | 1.9757%  | 0.0000% | $77721551.00       | $9948495.28        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 0.0511%  | 0.0000% | $303311770.00      | $3618751.20        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 6.0000%  | 0.0000% | $15713581.00       | $2467495.34        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 6.5000%  | 0.0000% | $16666752.00       | $2668568.62        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 1.1911%  | 0.0000% | $147725026.00      | $5960652.09        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 7.0000%  | 0.0000% | $4524043.00        | $535747.01         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 1.6011%  | 0.0000% | $131151583.00      | $7188589.48        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 3.1011%  | 0.0000% | $50146945.00       | $6278776.02        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 0.5719%  | 0.0000% | $60000000.00       | $2863642.61        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 0.6202%  | 0.0000% | $105000000.00      | $4449400.05        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 0.6511%  | 0.0000% | $100000000.00      | $4098201.70        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | N/A      | 0.0000% | $100000000.00      | $2101667.60        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-11-20      | 3.0000%  | 0.0000% | $67063215.00       | $7884671.91        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-01-20      | 2.2257%  | 0.0000% | $41928822.00       | $6235212.59        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-10-20      | N/A      | 0.0000% | $133375001.00      | $418410.88         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-10-20      | 3.5000%  | 0.0000% | $64957500.00       | $5036469.49        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-10-20      | 3.0000%  | 0.0000% | $54213439.00       | $6264812.64        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-05-16      | 0.7633%  | 0.0000% | $32800000.00       | $1628386.67        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-10-20      | 3.0000%  | 0.0000% | $30000000.00       | $3215306.98        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-10-20      | N/A      | 0.0000% | $100001000.00      | $365917.67         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-06-25      | 3.0000%  | 0.0000% | $11200000.00       | $1112609.17        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-06-25      | 1.9137%  | 0.0000% | $14861349.00       | $748899.11         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-06-25      | 1.0500%  | 0.0000% | $34769874.00       | $940838.70         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-06-25      | 1.0500%  | 0.0000% | $40019492.00       | $1083063.10        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-10-25      | 3.0000%  | 0.0000% | $15224105.00       | $1294087.48        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-08-25      | 3.5000%  | 0.0000% | $17423714.00       | $804439.54         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-09-25      | 3.5000%  | 0.0000% | $23000000.00       | $1704866.31        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-10-25      | 3.0000%  | 0.0000% | $20532238.00       | $1577730.39        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-11-25      | 4.0000%  | 0.0000% | $50000000.00       | $3723718.84        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-02-25      | 2.5000%  | 0.0000% | $35344200.00       | $2953215.07        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-12-25      | 3.0000%  | 0.0000% | $34000000.00       | $3682344.37        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-11-25      | 2.5000%  | 0.0000% | $117856800.00      | $9778344.55        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-11-25      | 2.5000%  | 0.0000% | $45000000.00       | $3734196.56        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-04-25      | 2.5000%  | 0.0000% | $35433500.00       | $3221370.15        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-02-25      | 2.0000%  | 0.0000% | $20469712.00       | $1621617.85        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-01-25      | 3.0000%  | 0.0000% | $16179000.00       | $1830104.43        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-01-25      | 3.0000%  | 0.0000% | $10000000.00       | $976080.68         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-03-25      | 2.0000%  | 0.0000% | $12011000.00       | $1267178.99        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-09-25      | 4.0000%  | 0.0000% | $73551778.00       | $9775373.97        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-09-25      | 2.5000%  | 0.0000% | $35552900.00       | $1880175.20        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-07-25      | 3.0000%  | 0.0000% | $19999999.00       | $2039398.06        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-09-25      | 2.5000%  | 0.0000% | $12171500.00       | $549193.60         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-07-25      | 3.0000%  | 0.0000% | $11105094.00       | $1266664.47        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-10-25      | N/A      | 0.0000% | $141714000.00      | $645596.87         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-10-25      | 3.0000%  | 0.0000% | $75425232.00       | $7957398.45        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-11-25      | 3.0000%  | 0.0000% | $18665764.00       | $1538181.73        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-01-25      | 3.5000%  | 0.0000% | $33691833.00       | $4032195.35        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-06-25      | 2.0282%  | 0.0000% | $50000000.00       | $3401758.34        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-12-25      | 1.4782%  | 0.0000% | $175000000.00      | $5642024.15        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-12-25      | 2.9282%  | 0.0000% | $48409043.00       | $1236407.13        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-09-25      | 1.7282%  | 0.0000% | $79000000.00       | $2827966.49        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-04-25      | 1.6282%  | 0.0000% | $60000000.00       | $2093364.89        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-05-25      | 2.3782%  | 0.0000% | $109913370.00      | $2655180.84        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-07-25      | 1.6782%  | 0.0000% | $73500000.00       | $2778569.93        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-08-25      | 3.0282%  | 0.0000% | $75000000.00       | $2817109.10        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-09-25      | 1.2582%  | 0.0000% | $125000000.00      | $4423022.17        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-08-25      | 1.1282%  | 0.0000% | $9503195.00        | $643944.19         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-08-25      | 1.6782%  | 0.0000% | $115000000.00      | $3474081.06        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-12-25      | 1.0782%  | 0.0000% | $50000000.00       | $1487211.06        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-10-25      | 1.1782%  | 0.0000% | $55425000.00       | $1583828.01        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-10-25      | 1.9282%  | 0.0000% | $43700638.00       | $4201895.82        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-10-25      | 1.3282%  | 0.0000% | $17023597.00       | $1250642.81        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2049-06-25      | 3.5000%  | 0.0000% | $12500000.00       | $1080918.43        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2049-06-25      | 3.5000%  | 0.0000% | $41935638.00       | $3782902.22        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-06-25      | 4.0000%  | 0.0000% | $14000000.00       | $1224178.72        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2049-07-25      | 3.2694%  | 0.0000% | $10999504.00       | $1614866.14        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-05-25      | 3.5000%  | 0.0000% | $75076104.00       | $6948777.20        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-08-25      | 3.0000%  | 0.0000% | $75593750.00       | $7949381.22        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-12-25      | 4.5000%  | 0.0000% | $26016935.00       | $3152269.67        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-09-25      | 3.0000%  | 0.0000% | $11250000.00       | $1076497.02        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-12-25      | 3.0000%  | 0.0000% | $29457333.00       | $1882667.80        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-08-25      | 1.8782%  | 0.0000% | $50085972.00       | $3827956.09        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-08-25      | 1.2282%  | 0.0000% | $50477142.00       | $3525802.84        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-09-25      | 1.2282%  | 0.0000% | $60739852.00       | $4250982.33        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-11-25      | 0.6782%  | 0.0000% | $170645534.00      | $5131874.46        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-07-25      | 1.8782%  | 0.0000% | $100000000.00      | $3377932.24        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-07-25      | 1.6282%  | 0.0000% | $47000000.00       | $1679873.08        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-10-25      | 2.9782%  | 0.0000% | $50000000.00       | $2060669.63        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-11-25      | 2.2782%  | 0.0000% | $63461538.00       | $3471568.21        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-12-25      | 2.1282%  | 0.0000% | $141356296.00      | $4671067.11        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-12-25      | 2.7782%  | 0.0000% | $75000000.00       | $4061776.42        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-12-25      | 2.3982%  | 0.0000% | $62302519.00       | $2656120.86        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-12-25      | 2.9282%  | 0.0000% | $50000000.00       | $1641466.26        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-03-25      | 2.4282%  | 0.0000% | $100000000.00      | $2353382.86        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-06-25      | 4.0000%  | 0.0000% | $16086759.00       | $2854386.17        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-04-25      | 1.8282%  | 0.0000% | $73405076.00       | $2661634.55        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-04-25      | 2.1782%  | 0.0000% | $62000000.00       | $2548169.68        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-04-25      | 2.4782%  | 0.0000% | $100000000.00      | $2438245.24        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-12-25      | 1.0282%  | 0.0000% | $60000000.00       | $1716618.50        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-05-25      | 3.0782%  | 0.0000% | $38559235.00       | $2124896.24        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-05-25      | 6.5000%  | 0.0000% | $39919303.00       | $4137396.29        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-06-25      | 1.7282%  | 0.0000% | $96642475.00       | $2678040.70        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-06-25      | 3.0782%  | 0.0000% | $45000000.00       | $3247780.67        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-06-25      | 1.0282%  | 0.0000% | $74000000.00       | $2249967.91        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-06-25      | 1.0782%  | 0.0000% | $28400000.00       | $553073.95         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-08-25      | 1.7282%  | 0.0000% | $100000000.00      | $2484134.77        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-07-25      | 3.0282%  | 0.0000% | $45841134.00       | $4714723.98        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-08-25      | 1.0582%  | 0.0000% | $17564171.00       | $575757.35         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-08-25      | 1.0782%  | 0.0000% | $6571000.00        | $301561.07         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-10-25      | 1.9282%  | 0.0000% | $5405656.00        | $531991.38         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-09-25      | 1.2282%  | 0.0000% | $60000000.00       | $4253983.46        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-10-25      | 2.0782%  | 0.0000% | $8104064.00        | $733331.43         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-10-25      | 1.9282%  | 0.0000% | $9506621.00        | $699921.26         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-10-25      | 1.3282%  | 0.0000% | $135326134.00      | $4402938.29        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-10-25      | 1.3282%  | 0.0000% | $55008659.00       | $2065652.68        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-11-25      | 0.6282%  | 0.0000% | $174753955.00      | $4675419.36        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-11-25      | 1.2282%  | 0.0000% | $77784860.00       | $2772042.43        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-11-25      | 0.4782%  | 0.0000% | $118341176.00      | $2550678.23        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-11-25      | 1.3282%  | 0.0000% | $49973910.00       | $2021634.77        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-11-25      | 1.0282%  | 0.0000% | $310000000.00      | $6963980.29        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-12-25      | 0.9782%  | 0.0000% | $125000000.00      | $2928658.87        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-12-25      | 1.7782%  | 0.0000% | $75000000.00       | $3333549.35        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-02-25      | 1.0282%  | 0.0000% | $25500000.00       | $563563.10         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-02-25      | 0.9782%  | 0.0000% | $200000000.00      | $4302724.64        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-04-25      | 0.9782%  | 0.0000% | $156000000.00      | $4304065.64        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-10-25      | 1.0782%  | 0.0000% | $50000000.00       | $1653041.02        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-02-25      | 1.0282%  | 0.0000% | $75000000.00       | $1767278.41        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-02-25      | 1.7782%  | 0.0000% | $48073146.00       | $3214343.77        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-02-25      | 1.4282%  | 0.0000% | $100000000.00      | $3350061.95        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-02-25      | 1.7782%  | 0.0000% | $72995812.00       | $4506714.08        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-03-25      | 1.0782%  | 0.0000% | $119155146.00      | $3517488.68        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-03-25      | 1.8282%  | 0.0000% | $8740989.00        | $639819.54         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-03-25      | 1.8782%  | 0.0000% | $202044975.00      | $9747856.55        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-05-25      | 1.2282%  | 0.0000% | $20000000.00       | $761444.84         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-05-25      | 0.8282%  | 0.0000% | $54700000.00       | $1453067.53        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-05-25      | 1.1782%  | 0.0000% | $204158667.00      | $7810552.11        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-06-25      | 1.0282%  | 0.0000% | $150000000.00      | $4514846.06        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-06-25      | N/A      | 0.0000% | $100000000.00      | $1420184.76        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-06-25      | N/A      | 0.0000% | $395000000.00      | $3401526.82        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-07-25      | 1.7782%  | 0.0000% | $61317552.00       | $4699411.32        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-08-25      | 1.7282%  | 0.0000% | $136000000.00      | $10088104.51       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-10-25      | 2.4782%  | 0.0000% | $28822756.00       | $5088212.14        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-08-25      | 1.0282%  | 0.0000% | $115377154.00      | $3536622.65        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-10-25      | 1.9782%  | 0.0000% | $140000000.00      | $8241171.93        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-10-25      | 1.2782%  | 0.0000% | $105485266.00      | $7549420.96        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2033-06-15      | 5.5000%  | 0.0000% | $163636363.00      | $110958.46         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2036-03-15      | 2.2235%  | 0.0000% | $117787959.00      | $378899.03         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-09-25      | 1.6282%  | 0.0000% | $273858212.00      | $9243312.65        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-07-20      | 1.8511%  | 0.0000% | $100000000.00      | $5454094.31        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-08-20      | 1.8011%  | 0.0000% | $265000000.00      | $4568199.90        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-08-20      | 1.8011%  | 0.0000% | $85321161.00       | $1207948.26        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 2.5511%  | 0.0000% | $44894518.00       | $4429785.95        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 1.8511%  | 0.0000% | $100000000.00      | $3180723.42        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 1.4011%  | 0.0000% | $34514656.00       | $1530102.15        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 0.8276%  | 0.0000% | $170000000.00      | $3447370.02        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-12-20      | 2.2757%  | 0.0000% | $54503825.00       | $6693719.84        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-04-20      | 2.6007%  | 0.0000% | $21566888.00       | $3038483.79        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-01-20      | 1.9757%  | 0.0000% | $93915748.00       | $10386226.67       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-01-20      | 1.9757%  | 0.0000% | $44500075.00       | $5011478.20        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 1.9211%  | 0.0000% | $84347826.00       | $7414802.31        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 1.1011%  | 0.0000% | $268702694.00      | $8987020.69        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 1.9011%  | 0.0000% | $100000000.00      | $4146639.02        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 0.6011%  | 0.0000% | $100000000.00      | $4751767.01        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 0.6011%  | 0.0000% | $80000000.00       | $2937896.78        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 1.2311%  | 0.0000% | $195000000.00      | $8730185.52        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 1.9511%  | 0.0000% | $75000000.00       | $4557217.37        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 2.6011%  | 0.0000% | $66820527.00       | $7249062.39        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 0.3511%  | 0.0000% | $50000000.00       | $578845.41         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 1.7911%  | 0.0000% | $100000000.00      | $5281793.41        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 0.5011%  | 0.0000% | $70000000.00       | $3494233.08        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 1.9511%  | 0.0000% | $62415829.00       | $4540715.27        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 0.7511%  | 0.0000% | $100000000.00      | $3471897.97        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 1.4011%  | 0.0000% | $200000000.00      | $4357951.30        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 0.3011%  | 0.0000% | $100000000.00      | $1049739.70        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 0.4011%  | 0.0000% | $150000000.00      | $1898144.23        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 0.3511%  | 0.0000% | $50000000.00       | $569579.89         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 0.1011%  | 0.0000% | $250000000.00      | $2193414.98        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 0.1311%  | 0.0000% | $100000000.00      | $954229.90         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 1.8011%  | 0.0000% | $100000000.00      | $2604912.46        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 1.3011%  | 0.0000% | $100000000.00      | $2037534.23        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 1.4011%  | 0.0000% | $129491602.00      | $4513231.65        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-07-20      | 3.0000%  | 0.0000% | $8946753.00        | $1372539.79        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 1.9511%  | 0.0000% | $132025496.00      | $4368303.07        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 1.3511%  | 0.0000% | $67782608.00       | $3367299.25        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 0.8011%  | 0.0000% | $200000000.00      | $5800861.56        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-10-20      | 2.5000%  | 0.0000% | $74872830.00       | $6610138.48        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-12-20      | 1.8511%  | 0.0000% | $40658857.00       | $3171683.15        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-12-20      | 1.8011%  | 0.0000% | $130000000.00      | $3342753.98        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-12-20      | 1.3011%  | 0.0000% | $100000000.00      | $2645305.16        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-12-20      | 1.1811%  | 0.0000% | $320000000.00      | $8607182.45        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-12-20      | 2.5511%  | 0.0000% | $92045335.00       | $8019960.47        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 2.5011%  | 0.0000% | $40000000.00       | $3326278.95        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 1.7911%  | 0.0000% | $100000000.00      | $6107603.40        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 0.3422%  | 0.0000% | $253000000.00      | $3174399.35        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 2.5011%  | 0.0000% | $78965220.00       | $2419149.60        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 0.2511%  | 0.0000% | $100000000.00      | $3263056.44        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-12-25      | 0.1282%  | 0.0000% | $50000000.00       | $604725.76         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-12-25      | 0.1282%  | 0.0000% | $50000000.00       | $657307.57         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-12-25      | 0.0782%  | 0.0000% | $115000000.00      | $1791627.26        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2035-06-25      | 6.0000%  | 0.0000% | $5461958.00        | $704577.19         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-12-25      | 0.9282%  | 0.0000% | $130000000.00      | $3576241.71        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-09-20      | 2.2257%  | 0.0000% | $8000000.00        | $671589.74         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-09-20      | 2.2257%  | 0.0000% | $33000000.00       | $2801395.20        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-09-20      | 3.0000%  | 0.0000% | $95597556.00       | $8376745.57        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-12-25      | 1.0282%  | 0.0000% | $282000000.00      | $6338558.57        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-12-25      | 0.9782%  | 0.0000% | $105000000.00      | $2298157.40        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-11-25      | 1.3282%  | 0.0000% | $66069423.00       | $2348013.88        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-11-25      | 1.1782%  | 0.0000% | $31150000.00       | $865816.95         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-10-25      | 0.6282%  | 0.0000% | $109568653.00      | $2526852.01        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-11-25      | 1.9782%  | 0.0000% | $55520663.00       | $1601056.00        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-11-25      | 1.3282%  | 0.0000% | $200018224.00      | $6266620.12        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-12-25      | 1.7782%  | 0.0000% | $52913000.00       | $3365467.00        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-11-25      | 1.2782%  | 0.0000% | $44087837.00       | $3097453.90        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-11-25      | 1.9282%  | 0.0000% | $139195380.00      | $6854731.48        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-12-25      | 0.9282%  | 0.0000% | $73000000.00       | $1516692.77        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-02-25      | 1.0782%  | 0.0000% | $80550000.00       | $3859421.92        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-06-25      | 0.9282%  | 0.0000% | $178080180.00      | $5128869.59        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-06-25      | 0.9282%  | 0.0000% | $251027590.00      | $7107249.36        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-03-25      | 1.7782%  | 0.0000% | $37982080.00       | $2321751.87        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-05-25      | 1.1782%  | 0.0000% | $241325752.00      | $9561678.30        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-03-25      | 1.0282%  | 0.0000% | $23953010.00       | $1265902.20        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-03-25      | 1.8282%  | 0.0000% | $17363731.00       | $1030801.66        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-09-25      | 3.0282%  | 0.0000% | $100000000.00      | $6297608.36        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-07-25      | 6.0000%  | 0.0000% | $4586146.00        | $577857.76         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-06-25      | 1.2282%  | 0.0000% | $75000000.00       | $2385660.68        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-08-25      | 0.8282%  | 0.0000% | $24200000.00       | $638157.47         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-04-25      | 1.7282%  | 0.0000% | $83012302.00       | $7695526.87        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-09-25      | 1.7782%  | 0.0000% | $70535902.00       | $4966265.93        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-06-25      | N/A      | 0.0000% | $50000000.00       | $705026.84         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-08-25      | 1.0282%  | 0.0000% | $102844085.00      | $3384059.70        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-10-25      | 0.5982%  | 0.0000% | $80119749.00       | $3082413.55        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-09-25      | 3.0282%  | 0.0000% | $54702204.00       | $6422587.76        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2042-06-15      | 1.7435%  | 0.0000% | $133333333.00      | $1612155.96        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2045-01-25      | 2.1492%  | 0.0000% | $3357000.00        | $80314.04          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2030-01-25      | 2.9113%  | 0.0000% | $2268000.00        | $71365.90          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2046-01-15      | 4.0000%  | 0.0000% | $15842693.00       | $195990.29         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-11-25      | 2.0000%  | 0.0000% | $27125000.00       | $2133582.41        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-11-25      | 2.0000%  | 0.0000% | $8750000.00        | $665393.83         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-11-25      | 2.1782%  | 0.0000% | $8909091.00        | $801762.29         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2047-11-25      | 2.5654%  | 0.0000% | $1907000.00        | $82679.15          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-10-25      | 2.7710%  | 0.0000% | $2893000.00        | $374522.60         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2048-11-25      | 2.8351%  | 0.0000% | $2357000.00        | $271256.13         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-12-25      | 2.5000%  | 0.0000% | $22198242.00       | $1822664.17        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-12-25      | 2.2282%  | 0.0000% | $21000000.00       | $2195745.49        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2035-12-25      | 1.5000%  | 0.0000% | $33333333.00       | $688460.55         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-12-25      | 2.5000%  | 0.0000% | $12500000.00       | $1118537.26        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-12-25      | 3.0000%  | 0.0000% | $11644739.00       | $1326975.61        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2048-11-15      | 0.1080%  | 0.0000% | $174000000.00      | $2264297.19        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-11-25      | 3.0000%  | 0.0000% | $12302666.00       | $1333681.07        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-12-25      | 3.0000%  | 0.0000% | $9500000.00        | $1159590.71        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-04-25      | 2.0000%  | 0.0000% | $15140396.00       | $924350.92         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-11-25      | 3.0000%  | 0.0000% | $21700000.00       | $1575647.50        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-01-25      | 3.0000%  | 0.0000% | $21222181.00       | $2349129.48        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-01-25      | 2.2282%  | 0.0000% | $17850000.00       | $2089556.18        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2049-02-25      | 2.7170%  | 0.0000% | $655000.00         | $74246.66          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-02-25      | 3.0000%  | 0.0000% | $8159241.00        | $987573.28         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-02-25      | 3.5000%  | 0.0000% | $95184517.00       | $7732859.35        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-01-25      | 3.0000%  | 0.0000% | $35859000.00       | $3552108.07        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-02-25      | 3.0000%  | 0.0000% | $22000000.00       | $2553575.01        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-02-25      | 2.5000%  | 0.0000% | $12076634.00       | $901557.24         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-02-25      | 0.2082%  | 0.0000% | $173779557.00      | $3449213.57        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-09-25      | 3.0000%  | 0.0000% | $25000000.00       | $2867180.63        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2049-02-25      | 2.7099%  | 0.0000% | $786000.00         | $90062.58          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2045-11-25      | 2.0786%  | 0.0000% | $75137000.00       | $2898890.65        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-03-25      | 3.0000%  | 0.0000% | $35000000.00       | $2930450.38        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-03-25      | 3.0000%  | 0.0000% | $14000000.00       | $1539602.83        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-03-25      | 2.0000%  | 0.0000% | $31718171.00       | $2456769.14        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2049-02-15      | 2.3435%  | 0.0000% | $11800000.00       | $348096.51         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | N/A      | 0.0000% | $75000000.00       | $117499.39         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | 3.0000%  | 0.0000% | $11679366.00       | $1647644.37        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-11-20      | 3.5000%  | 0.0000% | $40000000.00       | $3652196.84        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-11-20      | 3.5000%  | 0.0000% | $9825019.00        | $966813.51         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | N/A      | 0.0000% | $111124000.00      | $379230.74         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-01-20      | N/A      | 0.0000% | $67000000.00       | $939876.64         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | 3.0000%  | 0.0000% | $100000000.00      | $5482124.09        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-01-20      | 3.0000%  | 0.0000% | $133333333.00      | $6838676.29        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-02-20      | N/A      | 0.0000% | $250000000.00      | $567063.74         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-01-20      | N/A      | 0.0000% | $200000000.00      | $58248.80          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-01-20      | N/A      | 0.0000% | $97543246.00       | $1449661.47        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-01-20      | N/A      | 0.0000% | $54600000.00       | $757781.79         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-01-20      | N/A      | 0.0000% | $65765005.00       | $316235.67         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-04-20      | 2.1257%  | 0.0000% | $53766308.00       | $5196025.84        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-08-20      | 2.0257%  | 0.0000% | $16980859.00       | $1583562.40        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-06-20      | 4.0000%  | 0.0000% | $46845778.00       | $6664477.08        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-02-20      | 3.5000%  | 0.0000% | $56943429.00       | $4879054.83        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-02-20      | N/A      | 0.0000% | $50000000.00       | $45767.33          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-03-20      | N/A      | 0.0000% | $31000000.00       | $78628.08          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-03-20      | N/A      | 0.0000% | $20000000.00       | $46024.24          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-10-20      | N/A      | 0.0000% | $30000000.00       | $147491.98         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-08-20      | 4.5000%  | 0.0000% | $8980929.00        | $889736.81         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-04-20      | 4.0000%  | 0.0000% | $2000000.00        | $1560713.00        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-03-20      | 2.0257%  | 0.0000% | $50920532.00       | $4320439.46        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-01-20      | 1.9757%  | 0.0000% | $54720340.00       | $4639211.47        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-07-20      | 0.0011%  | 0.0000% | $30000000.00       | $706683.99         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-07-20      | N/A      | 0.0000% | $20000000.00       | $383170.07         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-03-20      | 3.5000%  | 0.0000% | $7200000.00        | $1263071.73        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-10-20      | 3.0000%  | 0.0000% | $39920014.00       | $4681481.36        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-02-20      | 2.5000%  | 0.0000% | $29775000.00       | $3294071.82        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-20      | 2.1511%  | 0.0000% | $200000000.00      | $7106906.97        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-20      | 0.0511%  | 0.0000% | $50000000.00       | $591678.91         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-01-20      | 3.0511%  | 0.0000% | $55620961.00       | $3007023.14        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-11-20      | 4.0000%  | 0.0000% | $30811165.00       | $3577449.49        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-02-20      | 3.5000%  | 0.0000% | $28000000.00       | $3565147.68        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-03-20      | 1.5011%  | 0.0000% | $100000000.00      | $2071841.29        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 2.0511%  | 0.0000% | $37500000.00       | $1860249.56        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-04-20      | 2.0511%  | 0.0000% | $51071341.00       | $2650918.70        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-04-20      | 1.4611%  | 0.0000% | $100000000.00      | $2988207.46        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-08-20      | 1.9511%  | 0.0000% | $30018231.00       | $1781103.12        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-10-20      | 1.5257%  | 0.0000% | $20573726.00       | $1543783.26        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-06-20      | 4.0000%  | 0.0000% | $56718489.00       | $8990731.99        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-06-20      | 1.9757%  | 0.0000% | $42604540.00       | $4162929.99        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-06-20      | 1.9011%  | 0.0000% | $16623169.00       | $304559.75         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-07-20      | 1.9011%  | 0.0000% | $71769230.00       | $1634868.32        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-08-20      | 1.7011%  | 0.0000% | $99272728.00       | $4777803.70        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-02-20      | 4.0000%  | 0.0000% | $45264805.00       | $7866435.02        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-07-20      | 1.9757%  | 0.0000% | $33283888.00       | $3214257.19        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-08-20      | 1.8011%  | 0.0000% | $30000000.00       | $847959.60         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-09-20      | 1.9757%  | 0.0000% | $4600000.00        | $444228.24         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | 1.3011%  | 0.0000% | $85000000.00       | $2469483.41        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | 3.0011%  | 0.0000% | $71250000.00       | $3802120.19        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-07-20      | 2.0757%  | 0.0000% | $28890599.00       | $3119552.72        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-20      | 1.6011%  | 0.0000% | $62979008.00       | $1356503.85        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-20      | 2.2511%  | 0.0000% | $138461541.00      | $6635147.63        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-05-20      | 2.1511%  | 0.0000% | $5170476.00        | $630825.74         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-05-20      | 3.0000%  | 0.0000% | $8617460.00        | $1157707.78        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-20      | 2.2311%  | 0.0000% | $200000000.00      | $3756517.81        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-03-20      | 2.1511%  | 0.0000% | $25548986.00       | $3123337.36        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-10-20      | 1.9457%  | 0.0000% | $50308129.00       | $4892506.36        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-03-20      | 1.9757%  | 0.0000% | $87954727.00       | $8847294.43        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-05-20      | 1.9757%  | 0.0000% | $97582703.00       | $9532703.82        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-12-20      | 1.9757%  | 0.0000% | $15485421.00       | $1544108.45        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-08-20      | 6.5000%  | 0.0000% | $3461538.00        | $536427.79         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-06-20      | 2.1511%  | 0.0000% | $33162715.00       | $4180588.13        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-06-20      | 3.0000%  | 0.0000% | $11054239.00       | $1488969.97        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-08-20      | 2.1511%  | 0.0000% | $21391519.00       | $2540404.24        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-03-20      | 3.0000%  | 0.0000% | $9518963.00        | $1292047.08        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-09-20      | 2.2511%  | 0.0000% | $10000000.00       | $153812.92         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | 1.4011%  | 0.0000% | $30000000.00       | $410179.05         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | 1.9011%  | 0.0000% | $150000000.00      | $2496924.34        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | 1.0411%  | 0.0000% | $50000000.00       | $590059.57         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-07-20      | 4.5000%  | 0.0000% | $21179037.00       | $3546609.20        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 7.0000%  | 0.0000% | $10665013.00       | $1888459.83        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | 1.0511%  | 0.0000% | $31000000.00       | $1473842.24        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | 2.2811%  | 0.0000% | $80000000.00       | $3810631.87        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | 1.4011%  | 0.0000% | $100000000.00      | $2471865.51        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 1.9011%  | 0.0000% | $42880594.00       | $1264281.73        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 2.3011%  | 0.0000% | $150000000.00      | $3099474.94        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 1.6011%  | 0.0000% | $100000000.00      | $1488654.70        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 2.2511%  | 0.0000% | $100000000.00      | $3640141.85        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 1.7511%  | 0.0000% | $50000000.00       | $1146586.71        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 2.0511%  | 0.0000% | $50000000.00       | $1532373.78        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 2.9511%  | 0.0000% | $50000000.00       | $1151762.02        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-10-25      | 1.5282%  | 0.0000% | $200000000.00      | $6425128.52        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-10-25      | 1.4782%  | 0.0000% | $110435000.00      | $3473903.86        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-10-25      | 1.9782%  | 0.0000% | $75000000.00       | $2921290.50        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-05-25      | 1.7282%  | 0.0000% | $135500000.00      | $3866138.27        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-12-25      | 0.1000%  | 0.0000% | $831028000.00      | $1951423.85        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-12-25      | 0.1000%  | 0.0000% | $212159495.00      | $546947.18         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-12-25      | N/A      | 0.0000% | $52159495.00       | $34766546.28       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2028-07-25      | 6.2163%  | 0.0000% | $7250000.00        | $2363683.82        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2031-05-27      | 10.6019% | 0.0000% | $71877500.00       | $29460469.96       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2039-08-20      | 2.6257%  | 0.0000% | $258300000.00      | $468181.25         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-02-20      | 2.1757%  | 0.0000% | $121950000.00      | $469394.43         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-03-20      | 1.6757%  | 0.0000% | $473125000.00      | $1518369.88        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-08-16      | 0.6383%  | 0.0000% | $61750000.00       | $178849.41         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-16      | 0.1693%  | 0.0000% | $116000000.00      | $66047.72          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-16      | 0.6480%  | 0.0000% | $88200000.00       | $121334.93         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-16      | 0.5449%  | 0.0000% | $260000000.00      | $579723.82         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2042-02-20      | 2.5757%  | 0.0000% | $21428571.00       | $402230.36         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-02-20      | 3.5000%  | 0.0000% | $85714285.00       | $1865401.02        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2042-10-20      | 4.0000%  | 0.0000% | $17684560.00       | $296280.15         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-12-16      | 4.5000%  | 0.0000% | $30913676.00       | $114375.53         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-09-16      | 0.5332%  | 0.0000% | $100000000.00      | $172766.21         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-16      | 0.2495%  | 0.0000% | $65000000.00       | $269181.79         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-02-16      | 0.3319%  | 0.0000% | $217675000.00      | $290177.98         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-02-16      | 1.0042%  | 0.0000% | $265344000.00      | $222249.16         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-09-20      | 2.0257%  | 0.0000% | $20708456.00       | $153849.47         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-11-16      | 0.2576%  | 0.0000% | $159446785.00      | $268600.31         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-16      | 0.7047%  | 0.0000% | $40850000.00       | $216011.22         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-16      | 0.4254%  | 0.0000% | $72603298.00       | $175936.15         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-08-20      | 2.1257%  | 0.0000% | $47506714.00       | $797335.54         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-02-20      | 4.0000%  | 0.0000% | $25170500.00       | $303300.21         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-01-16      | 0.2850%  | 0.0000% | $186465000.00      | $391058.55         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2057-03-16      | 0.4928%  | 0.0000% | $64102666.00       | $213760.37         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-05-20      | 4.0000%  | 0.0000% | $46727316.00       | $1344778.18        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-04-20      | 4.5000%  | 0.0000% | $22918959.00       | $763110.02         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-04-20      | 4.0000%  | 0.0000% | $35165143.00       | $899611.33         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-07-20      | 3.5000%  | 0.0000% | $77028571.00       | $495917.86         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-08-20      | 2.1257%  | 0.0000% | $22237939.00       | $273550.55         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-08-20      | 1.6657%  | 0.0000% | $161020746.00      | $1691049.81        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-10-20      | 1.5757%  | 0.0000% | $18160000.00       | $139245.41         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2057-01-16      | 0.5007%  | 0.0000% | $35098788.00       | $191783.53         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-12-16      | 0.6601%  | 0.0000% | $124450000.00      | $496591.15         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2057-02-16      | 0.6553%  | 0.0000% | $30000000.00       | $610604.66         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-03-20      | 4.5000%  | 0.0000% | $916000.00         | $22233.13          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-12-20      | 4.0000%  | 0.0000% | $20431000.00       | $422603.76         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2057-04-16      | 0.5038%  | 0.0000% | $110000000.00      | $571901.72         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2058-01-16      | 0.8169%  | 0.0000% | $74900000.00       | $377249.54         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2058-03-16      | 0.7364%  | 0.0000% | $27000000.00       | $182057.38         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2057-12-16      | 0.6957%  | 0.0000% | $22500000.00       | $179925.61         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2057-07-16      | 0.7593%  | 0.0000% | $138981000.00      | $391943.21         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2058-08-16      | 0.6195%  | 0.0000% | $50000000.00       | $401872.60         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2058-04-16      | 0.6096%  | 0.0000% | $77251864.00       | $193416.05         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-07-16      | 0.9534%  | 0.0000% | $86396593.00       | $810444.15         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-12-20      | 3.5000%  | 0.0000% | $16818861.00       | $492196.92         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-05-20      | 2.0257%  | 0.0000% | $28666666.00       | $664258.51         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-05-20      | 4.0000%  | 0.0000% | $7500000.00        | $202241.08         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-06-20      | 3.5000%  | 0.0000% | $60441196.00       | $486800.20         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-06-20      | 4.5000%  | 0.0000% | $17341919.00       | $65606.78          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-08-20      | 3.5000%  | 0.0000% | $25312449.00       | $167798.64         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-06-20      | 3.5000%  | 0.0000% | $11455473.00       | $356432.28         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-06-20      | 2.0257%  | 0.0000% | $66122517.00       | $1713260.26        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-10-20      | 3.5000%  | 0.0000% | $81428570.00       | $12166.28          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-01-20      | 2.0257%  | 0.0000% | $25259773.00       | $765890.82         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-08-20      | 4.0000%  | 0.0000% | $10298210.00       | $249338.77         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-03-20      | 1.9757%  | 0.0000% | $41545861.00       | $1771957.48        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-05-20      | 3.5000%  | 0.0000% | $29290500.00       | $2258770.37        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-07-20      | 1.2957%  | 0.0000% | $15000000.00       | $411095.59         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-04-20      | N/A      | 0.0000% | $100000000.00      | $122877.94         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-04-20      | 3.5000%  | 0.0000% | $37673427.00       | $2683372.14        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-01-20      | 4.5000%  | 0.0000% | $39141711.00       | $2811010.24        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-08-20      | 1.9757%  | 0.0000% | $190928873.00      | $5199781.58        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-07-20      | 2.1257%  | 0.0000% | $75209809.00       | $4479955.95        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-03-20      | 1.9757%  | 0.0000% | $54871755.00       | $1441807.63        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-10-20      | 3.5000%  | 0.0000% | $21377446.00       | $1375894.04        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-07-20      | 2.1257%  | 0.0000% | $3037000.00        | $232817.34         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-07-20      | 4.5000%  | 0.0000% | $43167996.00       | $1798922.82        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-01-20      | 2.1257%  | 0.0000% | $66473586.00       | $2694094.94        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-07-20      | 2.1257%  | 0.0000% | $49592185.00       | $3181158.50        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-07-20      | 3.0000%  | 0.0000% | $113088094.00      | $7584478.27        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-08-20      | 3.5000%  | 0.0000% | $66784000.00       | $6493498.46        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-07-20      | 3.5000%  | 0.0000% | $23906785.00       | $2004949.88        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-07-20      | 3.0000%  | 0.0000% | $37916667.00       | $3524695.81        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-01-20      | 0.6773%  | 0.0000% | $58785697.00       | $937007.95         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-08-20      | 2.5000%  | 0.0000% | $22000000.00       | $1681692.06        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-08-20      | 2.1257%  | 0.0000% | $3823000.00        | $226356.14         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-09-20      | 2.5000%  | 0.0000% | $27715031.00       | $1637176.36        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 1.1211%  | 0.0000% | $100000000.00      | $1679875.44        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 7.0000%  | 0.0000% | $14655955.00       | $2849809.83        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 0.0636%  | 0.0000% | $200000000.00      | $2249468.51        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 1.1811%  | 0.0000% | $190000000.00      | $8274556.18        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 1.1011%  | 0.0000% | $250000000.00      | $4372409.22        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 1.8511%  | 0.0000% | $210000000.00      | $5474887.38        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 1.1511%  | 0.0000% | $200000000.00      | $3242109.74        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 0.1511%  | 0.0000% | $200000000.00      | $1973543.70        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 1.8511%  | 0.0000% | $115612010.00      | $2876198.23        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-07-20      | 1.9011%  | 0.0000% | $17658206.00       | $2199040.60        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-07-20      | 1.9011%  | 0.0000% | $13438826.00       | $1642581.86        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 1.1511%  | 0.0000% | $102234978.00      | $1979570.17        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 1.2511%  | 0.0000% | $93000000.00       | $5738267.73        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 3.0011%  | 0.0000% | $75000000.00       | $6290122.57        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 1.3511%  | 0.0000% | $100000000.00      | $2262597.91        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 3.1011%  | 0.0000% | $37500000.00       | $4266574.67        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 1.7511%  | 0.0000% | $50000000.00       | $1459493.34        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-11-20      | 4.5000%  | 0.0000% | $90954488.00       | $4484689.91        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2058-12-16      | 0.6204%  | 0.0000% | $45000000.00       | $946659.94         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-01-16      | 0.9029%  | 0.0000% | $208000000.00      | $2101345.28        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-11-16      | 0.9125%  | 0.0000% | $140000000.00      | $835564.31         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-01-16      | 0.9318%  | 0.0000% | $6100000.00        | $258577.76         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-02-16      | 1.0263%  | 0.0000% | $123000000.00      | $4545153.61        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2057-11-16      | 0.5012%  | 0.0000% | $87000000.00       | $389483.79         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-07-16      | 1.0045%  | 0.0000% | $75000000.00       | $1486202.34        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-01-16      | 0.6181%  | 0.0000% | $51419162.00       | $1353219.20        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-03-16      | 0.5454%  | 0.0000% | $70000000.00       | $1699493.71        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-01-16      | 0.9865%  | 0.0000% | $44800000.00       | $1225702.59        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-01-16      | 1.7941%  | 0.0000% | $22900000.00       | $1796065.27        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-04-16      | 1.2990%  | 0.0000% | $80000000.00       | $5384670.98        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-01-16      | 0.8537%  | 0.0000% | $98000000.00       | $2609521.33        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-01-16      | 0.7938%  | 0.0000% | $114925136.00      | $3656467.31        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-07-20      | 3.5000%  | 0.0000% | $50860570.00       | $572630.30         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-02-20      | 4.5000%  | 0.0000% | $17217275.00       | $775678.54         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-03-25      | 0.1000%  | 0.0000% | $250314856.00      | $1245566.72        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2032-06-25      | 9.4519%  | 0.0000% | $65241000.00       | $41653119.61       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2043-09-25      | 0.3479%  | 0.0000% | $214642625.00      | $4117028.32        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2041-09-25      | 2.3137%  | 0.0000% | $250093527.00      | $2812317.72        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-01-25      | 3.5000%  | 0.0000% | $28251856.00       | $93186.60          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2045-01-25      | 2.0637%  | 0.0000% | $117234000.00      | $1286533.22        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2046-03-25      | 1.9637%  | 0.0000% | $75000000.00       | $923123.12         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2046-08-25      | 1.8137%  | 0.0000% | $44785000.00       | $1807107.73        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2047-09-25      | 4.5000%  | 0.0000% | $68383547.00       | $1976117.20        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2048-06-25      | 2.0137%  | 0.0000% | $55413670.00       | $942852.59         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-04-25      | 1.8137%  | 0.0000% | $22000000.00       | $704267.83         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-08-25      | 1.9137%  | 0.0000% | $44514530.00       | $1550404.70        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-10-25      | 1.8137%  | 0.0000% | $31112500.00       | $1480736.66        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-11-25      | 1.8137%  | 0.0000% | $12825500.00       | $742186.76         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2059-07-25      | 1.8637%  | 0.0000% | $15000000.00       | $653462.51         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-06-25      | 3.5000%  | 0.0000% | $13915215.00       | $1080997.47        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-06-25      | 3.0000%  | 0.0000% | $8333333.00        | $861290.73         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-06-25      | 3.5000%  | 0.0000% | $26646000.00       | $2527924.75        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2049-06-25      | 1.8637%  | 0.0000% | $21189621.00       | $769790.69         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2049-11-25      | 1.8137%  | 0.0000% | $13000000.00       | $665207.37         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2049-11-25      | 1.8137%  | 0.0000% | $22870000.00       | $1323650.19        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2036-04-15      | 5.5000%  | 0.0000% | $3585309.00        | $173598.20         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2048-01-25      | 1.8438%  | 0.0000% | $5198000.00        | $95513.33          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-05-25      | 3.5000%  | 0.0000% | $9400000.00        | $716809.52         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-06-25      | 1.8637%  | 0.0000% | $15000000.00       | $562402.38         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-07-25      | 2.5000%  | 0.0000% | $38175343.00       | $2560053.69        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-07-25      | 4.0000%  | 0.0000% | $33100000.00       | $2738077.67        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-06-25      | 3.0000%  | 0.0000% | $34686251.00       | $3525893.99        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-07-25      | 4.0000%  | 0.0000% | $28600000.00       | $2514672.35        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-06-25      | 2.5000%  | 0.0000% | $13500000.00       | $1163913.77        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-06-25      | 4.5000%  | 0.0000% | $53714422.00       | $3459873.76        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-07-25      | 3.5000%  | 0.0000% | $17087913.00       | $1264988.45        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2043-03-15      | 1.9435%  | 0.0000% | $18925757.00       | $730850.88         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-06-25      | 1.9637%  | 0.0000% | $99019090.00       | $5519218.49        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-08-25      | 3.0000%  | 0.0000% | $50042183.00       | $4833091.60        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2048-05-25      | 5.0000%  | 0.0000% | $19466144.00       | $806011.31         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-08-25      | 1.9137%  | 0.0000% | $17800000.00       | $1942778.13        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-08-25      | 1.9137%  | 0.0000% | $10000000.00       | $682114.51         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-07-25      | 3.5000%  | 0.0000% | $19357142.00       | $2132799.96        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-03-25      | 2.0000%  | 0.0000% | $23155000.00       | $1696171.51        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2048-10-25      | 2.9666%  | 0.0000% | $13478000.00       | $1582732.70        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-10-25      | 4.0000%  | 0.0000% | $79857336.00       | $5749752.96        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-11-25      | 2.5000%  | 0.0000% | $12500000.00       | $871440.20         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2048-11-25      | 4.0000%  | 0.0000% | $21300000.00       | $2667326.21        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-01-25      | 3.0000%  | 0.0000% | $15244249.00       | $1131596.14        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-04-25      | 3.5000%  | 0.0000% | $5000000.00        | $569778.88         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2049-08-25      | 4.0000%  | 0.0000% | $61584249.00       | $5073888.79        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-05-25      | 4.0000%  | 0.0000% | $57947062.00       | $4448606.20        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-01-25      | 3.0000%  | 0.0000% | $21000000.00       | $2336717.13        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2041-04-25      | 3.5000%  | 0.0000% | $38764420.00       | $1878572.46        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-06-20      | 2.5000%  | 0.0000% | $20314497.00       | $2876254.48        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 3.1011%  | 0.0000% | $91390760.00       | $7175350.22        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 0.0500%  | 0.0000% | $30000000.00       | $35109.93          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 1.0011%  | 0.0000% | $170000000.00      | $7703996.00        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 0.3011%  | 0.0000% | $292500000.00      | $3762674.75        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 5.0000%  | 0.0000% | $5662150.00        | $360275.82         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 1.0511%  | 0.0000% | $60000000.00       | $3138015.79        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 1.2011%  | 0.0000% | $100000000.00      | $4318582.96        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 6.5000%  | 0.0000% | $19933211.00       | $5774009.75        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-01-20      | 1.9757%  | 0.0000% | $60176659.00       | $7518633.50        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 1.0011%  | 0.0000% | $165039690.00      | $6951965.95        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 2.3511%  | 0.0000% | $18500000.00       | $1034772.70        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 1.0511%  | 0.0000% | $106176411.00      | $2724689.33        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 2.8511%  | 0.0000% | $136017000.00      | $6513119.37        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 2.4511%  | 0.0000% | $100000000.00      | $2136596.44        | Agency Collateralized Mortgage Obligation |

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

- **C.1 - Title:** Bank of America Securities, Inc. 4.080000%
- **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: ARP1BQEX5, C.3 - LEI: 549300HN4UKV, C.5 - Other ID: ARP1BQEX5_4.08_1205
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2026-04-14
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Bank                   | 2028-12-08      | 4.7500%  | 0.0000% | $25000.00          | $26389.51          | Agency Mortgage-Backed Securities |
| Federal Home Loan Bank                   | 2026-05-07      | 4.0200%  | 0.0000% | $1000000.00        | $1002297.67        | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank                 | 2026-09-01      | 0.8700%  | 0.0000% | $13000000.00       | $12740812.50       | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank                 | 2027-01-13      | 0.6800%  | 0.0000% | $40000.00          | $38791.16          | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank                 | 2028-11-03      | 3.7300%  | 0.0000% | $20000000.00       | $19996345.56       | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank                 | 2028-11-20      | 4.0700%  | 0.0000% | $43422000.00       | $43415245.47       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2042-06-20      | 5.6250%  | 0.0000% | $10000000.00       | $235139.24         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-04-20      | 3.5000%  | 0.0000% | $183449.00         | $21260.23          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-04-20      | 3.0000%  | 0.0000% | $10621360.00       | $1655757.69        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-06-20      | 3.0000%  | 0.0000% | $9550000.00        | $1488650.21        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-11-20      | 3.5000%  | 0.0000% | $30388.00          | $22037.82          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-08-20      | 3.0000%  | 0.0000% | $89847.00          | $44834.74          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-09-20      | 3.0000%  | 0.0000% | $156154.00         | $112226.28         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-02-20      | 3.0000%  | 0.0000% | $42536.00          | $30751.84          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-02-20      | 3.0000%  | 0.0000% | $150000.00         | $93050.49          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-08-20      | 3.0000%  | 0.0000% | $125000.00         | $54593.09          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-02-20      | 3.0000%  | 0.0000% | $25000.00          | $17259.68          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-01-20      | 3.0000%  | 0.0000% | $25000.00          | $15933.52          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-11-20      | 3.0000%  | 0.0000% | $12031.00          | $4284.15           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-05-20      | 3.0000%  | 0.0000% | $133994.00         | $51815.41          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-06-20      | 3.0000%  | 0.0000% | $343299.00         | $242675.79         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-08-20      | 3.0000%  | 0.0000% | $327292.00         | $207157.73         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-07-20      | 3.0000%  | 0.0000% | $50000.00          | $31990.24          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-02-20      | 3.0000%  | 0.0000% | $42456.00          | $35202.45          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-09-20      | 6.5000%  | 0.0000% | $593785.00         | $615038.28         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-06-20      | 3.0000%  | 0.0000% | $75139.00          | $36911.08          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-11-20      | 3.0000%  | 0.0000% | $102410.00         | $73876.99          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-12-20      | 3.0000%  | 0.0000% | $36475.00          | $25955.15          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-07-20      | 3.0000%  | 0.0000% | $82806.00          | $56859.63          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-01-20      | 3.0000%  | 0.0000% | $262586.00         | $182561.57         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-01-20      | 3.0000%  | 0.0000% | $84782.00          | $70757.92          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2059-08-15      | 5.6000%  | 0.0000% | $516378.00         | $538984.17         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-08-20      | 7.0000%  | 0.0000% | $831056.00         | $712510.55         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-10-20      | 6.5000%  | 0.0000% | $1817554.00        | $1657676.90        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-11-20      | 6.0000%  | 0.0000% | $319313.00         | $215737.27         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2059-11-15      | 5.3600%  | 0.0000% | $203421.00         | $209810.53         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-01-20      | 6.5000%  | 0.0000% | $1432844.00        | $1494182.97        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-07-20      | 6.5000%  | 0.0000% | $2518980.00        | $2606777.68        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-07-20      | 6.5000%  | 0.0000% | $7106.00           | $7357.34           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-08-20      | 6.5000%  | 0.0000% | $925682.00         | $958503.01         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2075-03-20      | 6.5230%  | 0.0000% | $2149550.00        | $2174357.44        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 6.0000%  | 0.0000% | $2664648.00        | $2739852.67        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-06-15      | 4.8600%  | 0.0000% | $327509.00         | $327450.72         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-05-15      | 5.5000%  | 0.0000% | $1332254.00        | $1389089.67        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-08-15      | 5.7300%  | 0.0000% | $1549132.00        | $1644967.79        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-10-15      | 5.6600%  | 0.0000% | $625912.00         | $662147.54         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-08-15      | 5.3400%  | 0.0000% | $761547.00         | $789310.83         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-08-15      | 5.9300%  | 0.0000% | $516378.00         | $556126.45         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.0000%  | 0.0000% | $1126518.00        | $1168877.04        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $3695140.00        | $3853228.51        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2075-07-20      | 5.9290%  | 0.0000% | $7257480.00        | $7849835.36        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $5441576.00        | $5552095.47        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-05-20      | 2.5000%  | 0.0000% | $359264.00         | $296904.63         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-04-20      | 4.5000%  | 0.0000% | $442357.00         | $431797.64         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2062-07-20      | 5.0000%  | 0.0000% | $171282.00         | $170869.04         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-09-15      | 5.6800%  | 0.0000% | $625912.00         | $662689.76         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $1295244.00        | $1352204.33        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-09-20      | 5.5000%  | 0.0000% | $1600762.00        | $1614456.01        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2075-08-20      | 6.4770%  | 0.0000% | $3972168.00        | $4216569.57        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $3214636.00        | $3358231.95        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 6.0000%  | 0.0000% | $1125040.00        | $1166733.73        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 4.0000%  | 0.0000% | $37947680.00       | $37804976.75       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 3.5000%  | 0.0000% | $229671168.00      | $211310098.81      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 5.5000%  | 0.0000% | $4881290.00        | $4927467.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 4.0000%  | 0.0000% | $17226112.00       | $17210057.27       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 5.5000%  | 0.0000% | $18847680.00       | $19271997.82       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-03-20      | 6.0000%  | 0.0000% | $2137360.00        | $2182603.07        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-07-15      | 5.6800%  | 0.0000% | $954760.00         | $1009579.25        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-09-15      | 5.4500%  | 0.0000% | $2190692.00        | $2289441.51        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-04-20      | 7.0000%  | 0.0000% | $1197460.00        | $1237012.71        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2075-04-20      | 5.5620%  | 0.0000% | $34680128.00       | $37911838.99       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-06-15      | 6.0100%  | 0.0000% | $2037500.00        | $2195750.54        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-10-20      | 6.5000%  | 0.0000% | $2412816.00        | $2498008.19        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-09-20      | 7.0000%  | 0.0000% | $1204674.00        | $1247656.77        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-12-15      | 7.0000%  | 0.0000% | $5000000.00        | $83374.05          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-08-20      | 5.2830%  | 0.0000% | $1533564.00        | $1194865.64        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-08-20      | 5.2820%  | 0.0000% | $1343274.00        | $1053307.70        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-08-20      | 5.4380%  | 0.0000% | $796563.00         | $596599.05         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 4.0000%  | 0.0000% | $37000000.00       | $36930958.00       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-01-15      | 5.0000%  | 0.0000% | $10435000.00       | $261550.56         | Agency Mortgage-Backed Securities |

### Security 213: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 4.050000%
- **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: ARP1BU4S8, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP1BU4S8_4.05_1205
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.0500%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2026-04-17
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name         | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Strip | 2033-02-15      | N/A      | 0.0000% | $34610948.98       | $26111330.57       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2036-08-15      | N/A      | 0.0000% | $52704505.18       | $33401111.23       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2031-05-15      | N/A      | 0.0000% | $44329179.00       | $36170260.62       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2034-11-15      | N/A      | 0.0000% | $46596200.00       | $32318658.36       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2026-05-15      | N/A      | 0.0000% | $28890657.84       | $28397003.17       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2028-05-15      | N/A      | 0.0000% | $40917896.75       | $37518356.05       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2029-02-15      | N/A      | 0.0000% | $31498458.00       | $28097349.00       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2039-02-15      | N/A      | 0.0000% | $48348263.00       | $26683164.61       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2053-05-15      | N/A      | 0.0000% | $6713569.03        | $1782049.76        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2041-02-15      | N/A      | 0.0000% | $71721751.00       | $35237613.48       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2043-08-15      | N/A      | 0.0000% | $69539267.00       | $29595008.02       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2044-08-15      | N/A      | 0.0000% | $95387367.00       | $38426514.63       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-02-15      | N/A      | 0.0000% | $87689400.00       | $34471141.59       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-08-15      | N/A      | 0.0000% | $69030267.00       | $26436521.35       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2047-02-15      | N/A      | 0.0000% | $76532667.00       | $27263997.29       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2047-08-15      | N/A      | 0.0000% | $87871900.00       | $30554817.07       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2048-02-15      | N/A      | 0.0000% | $110652514.00      | $37535103.19       | U.S. Treasuries (including strips) |

### Security 214: Bank of America Securities, Inc.

- **C.1 - Title:** Bank of America Securities, Inc. 4.120000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1BU6Q0, C.3 - LEI: 549300HN4UKV, C.5 - Other ID: ARP1BU6Q0_4.12_1205
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2026-10-20
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name         | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Strip | 2052-02-15      | N/A      | 0.0000% | $140070400.00      | $40062655.67       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2049-02-15      | 3.0000%  | 0.0000% | $75781200.00       | $58215707.62       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2032-08-31      | 3.8750%  | 0.0000% | $103920000.00      | $105721654.15      | U.S. Treasuries (including strips) |

### Security 215: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada 3.700000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1BVCR9, C.3 - LEI: ES7IP3U3RHIG, C.5 - Other ID: ARP1BVCR9_3.70_1205
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 3.7000%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bill | 2026-06-11      | N/A      | 0.0000% | $1483900.00        | $1455835.00        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2048-11-15      | 3.3750%  | 0.0000% | $100.00            | $81.26             | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-07-15      | 4.3750%  | 0.0000% | $139081200.00      | $143142159.36      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-03-15      | 3.8750%  | 0.0000% | $359475600.00      | $365402012.04      | U.S. Treasuries (including strips) |

### Security 216: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 3.740000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1BZET4, C.3 - LEI: R0MUWSFPU8MP, C.5 - Other ID: ARP1BZET4_3.74_1205
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.7400%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2026-04-23
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name         | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Strip | 2039-11-15      | N/A      | 0.0000% | $99700.00          | $54047.27          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2040-05-15      | N/A      | 0.0000% | $14466100.00       | $7628712.30        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2043-02-15      | N/A      | 0.0000% | $9151100.00        | $4111964.43        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-02-15      | N/A      | 0.0000% | $2755700.00        | $1112955.58        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-05-15      | N/A      | 0.0000% | $800.00            | $319.40            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-11-15      | N/A      | 0.0000% | $400.00            | $155.71            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2047-05-15      | N/A      | 0.0000% | $31008100.00       | $11174389.00       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2047-08-15      | N/A      | 0.0000% | $2993100.00        | $1063484.35        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2040-08-15      | N/A      | 0.0000% | $2200.00           | $1142.39           | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2050-11-15      | N/A      | 0.0000% | $1700.00           | $515.65            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2051-08-15      | N/A      | 0.0000% | $3656300.00        | $1069833.38        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2052-11-15      | N/A      | 0.0000% | $1100.00           | $306.64            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2053-05-15      | N/A      | 0.0000% | $38413900.00       | $10434482.90       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2054-02-15      | N/A      | 0.0000% | $300.00            | $79.31             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2055-02-15      | N/A      | 0.0000% | $39927700.00       | $10148423.51       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2055-08-15      | N/A      | 0.0000% | $100.00            | $24.91             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2040-02-15      | 4.6250%  | 0.0000% | $48325600.00       | $50370610.44       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond  | 2052-05-15      | 2.8750%  | 0.0000% | $200.00            | $144.97            | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2029-05-15      | 2.3750%  | 0.0000% | $1900.00           | $1831.94           | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2026-12-31      | 1.7500%  | 0.0000% | $1250000.00        | $1234023.38        | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2031-07-15      | 0.1250%  | 0.0000% | $16751700.00       | $18990358.06       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2026-09-30      | 0.8750%  | 0.0000% | $366600.00         | $358677.88         | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2029-10-15      | 1.6250%  | 0.0000% | $17980500.00       | $18894834.50       | U.S. Treasuries (including strips) |
| U.S. Treasury Note  | 2028-11-15      | 3.5000%  | 0.0000% | $145208100.00      | $145492258.64      | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2032-02-15      | N/A      | 0.0000% | $142.55            | $112.52            | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2033-02-15      | N/A      | 0.0000% | $63526725.60       | $47926086.43       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2034-02-15      | N/A      | 0.0000% | $7.96              | $5.73              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2034-08-15      | N/A      | 0.0000% | $42385876.80       | $29782351.56       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2036-08-15      | N/A      | 0.0000% | $25325854.86       | $16050083.24       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2032-11-15      | N/A      | 0.0000% | $126.42            | $96.53             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2034-05-15      | N/A      | 0.0000% | $17.63             | $12.54             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2026-05-15      | N/A      | 0.0000% | $34202.66          | $33618.24          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2026-11-15      | N/A      | 0.0000% | $21.10             | $20.38             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2027-08-15      | N/A      | 0.0000% | $41.09             | $38.66             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2035-05-15      | N/A      | 0.0000% | $21.97             | $14.86             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2037-05-15      | N/A      | 0.0000% | $34724420.03       | $21154880.62       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2037-08-15      | N/A      | 0.0000% | $100.77            | $60.65             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-05-15      | N/A      | 0.0000% | $27476446.87       | $10675149.14       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2041-05-15      | N/A      | 0.0000% | $89.28             | $43.30             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2042-02-15      | N/A      | 0.0000% | $92.13             | $42.76             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2042-08-15      | N/A      | 0.0000% | $34.45             | $15.52             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2044-05-15      | N/A      | 0.0000% | $571961.75         | $233595.47         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2045-11-15      | N/A      | 0.0000% | $51.69             | $19.57             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2046-05-15      | N/A      | 0.0000% | $8.59              | $3.17              | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2046-08-15      | N/A      | 0.0000% | $48.96             | $17.84             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2047-02-15      | N/A      | 0.0000% | $77.21             | $27.51             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2047-05-15      | N/A      | 0.0000% | $144.87            | $51.03             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2047-11-15      | N/A      | 0.0000% | $39.14             | $13.44             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2048-08-15      | N/A      | 0.0000% | $109.62            | $36.27             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2048-11-15      | N/A      | 0.0000% | $77.54             | $25.33             | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2049-02-15      | N/A      | 0.0000% | $3.75              | $1.21              | U.S. Treasuries (including strips) |

### Security 217: Natixis SA

- **C.1 - Title:** Natixis SA 3.790000%
- **C.6 - Investment Category:** U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash
- **Identifiers:** C.3 - CUSIP: ARP1C0719, C.3 - LEI: KX1WK48MPD4Y, C.5 - Other ID: ARP1C0719_3.79_0422
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7900%
- **C.11 - Maturity Date (WAM):** 2026-04-22
- **C.12 - Maturity Date (WAL):** 2026-04-22
- **C.13 - Final Legal Maturity Date:** 2026-04-22
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp.      | 2049-05-01      | 4.0000%  | 0.0000% | $1021.00           | $300.64            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2053-01-01      | 6.0000%  | 0.0000% | $1000.00           | $770.54            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2054-11-01      | 5.5000%  | 0.0000% | $236048.00         | $215459.43         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2030-08-01      | 3.8600%  | 0.0000% | $1210.00           | $1188.99           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-08-01      | 6.0000%  | 0.0000% | $1070.00           | $1095.21           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $1050.47           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-10-01      | 6.0000%  | 0.0000% | $1000.00           | $1035.00           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-10-01      | 6.5000%  | 0.0000% | $1000.00           | $1047.83           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-09-01      | 6.0000%  | 0.0000% | $1000.00           | $1027.22           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-12-01      | 5.0000%  | 0.0000% | $1012.00           | $903.71            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2029-07-01      | 4.8600%  | 0.0000% | $1000.00           | $1034.54           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2032-09-01      | 4.2250%  | 0.0000% | $1000.00           | $1003.10           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-02-01      | 3.0000%  | 0.0000% | $1000.00           | $654.58            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2052-05-01      | 4.5000%  | 0.0000% | $1282.00           | $970.64            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-04-01      | 7.0000%  | 0.0000% | $1000.00           | $1011.62           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-10-01      | 6.0000%  | 0.0000% | $1009.00           | $1039.34           | Agency Mortgage-Backed Securities  |
| U.S. Treasury Note                    | 2027-08-15      | 2.2500%  | 0.0000% | $1363200.00        | $1343117.11        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2026-06-30      | 1.8750%  | 0.0000% | $1000.00           | $996.77            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2030-02-15      | 1.5000%  | 0.0000% | $100.00            | $92.52             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2026-10-15      | 4.6250%  | 0.0000% | $4469200.00        | $4530100.26        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2027-03-15      | 4.2500%  | 0.0000% | $94302000.00       | $95898329.67       | U.S. Treasuries (including strips) |

### Security 218: Bank of America Securities, Inc.

- **C.1 - Title:** Bank of America Securities, Inc. 4.090000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1C0VK0, C.3 - LEI: 549300HN4UKV, C.5 - Other ID: ARP1C0VK0_4.09_1205
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2026-04-24
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name         | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note  | 2028-08-31      | 4.3750%  | 0.0000% | $195104400.00      | $201746186.07      | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2042-11-15      | N/A      | 0.0000% | $5061147.45        | $2253815.00        | U.S. Treasuries (including strips) |

### Security 219: Bank of America NA

- **C.1 - Title:** Bank of America NA 3.870000%
- **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: ARP1C5QQ2, C.3 - LEI: B4TYDEB6GKMZ, C.5 - Other ID: ARP1C5QQ2_3.87_0430
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-04-30
- **C.12 - Maturity Date (WAL):** 2026-04-30
- **C.13 - Final Legal Maturity Date:** 2026-04-30
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association | 2046-02-01      | 3.5000%  | 0.0000% | $136316097.00      | $31230641.61       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-07-01      | 3.5000%  | 0.0000% | $252493986.00      | $32331277.41       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-08-01      | 3.5000%  | 0.0000% | $214986311.00      | $31245974.80       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-09-01      | 3.5000%  | 0.0000% | $299428881.00      | $30888805.58       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-10-01      | 3.5000%  | 0.0000% | $201586632.00      | $31087445.79       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-10-01      | 3.0000%  | 0.0000% | $147656049.00      | $27144508.36       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-04-01      | 3.5000%  | 0.0000% | $52952586.00       | $8399335.63        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-08-01      | 3.0000%  | 0.0000% | $301636374.00      | $31460715.78       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-08-01      | 3.0000%  | 0.0000% | $249601576.00      | $31067557.73       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-08-01      | 3.0000%  | 0.0000% | $249773693.00      | $31062134.22       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-09-01      | 3.0000%  | 0.0000% | $249861253.00      | $30716243.63       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-09-01      | 3.0000%  | 0.0000% | $249814934.00      | $31280156.75       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-09-01      | 3.0000%  | 0.0000% | $249517645.00      | $32261682.90       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-05-01      | 3.5000%  | 0.0000% | $243297865.00      | $31823519.93       | Agency Mortgage-Backed Securities |

### Security 220: BMO Capital Markets Corp.

- **C.1 - Title:** BMO Capital Markets Corp. 4.020000%
- **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: ARP1C5W28, C.3 - LEI: RUC0QBLBRPRC, C.5 - Other ID: ARP1C5W28_4.02_1205
- **C.18 - Value (incl. sponsor support):** $600000000.00
- **C.18.a - Value (excl. sponsor support):** $600000000.00
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 4.0200%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2025-12-11
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2050-02-20      | 3.0000%  | 0.0000% | $1600.00           | $254.39            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-05-20      | 3.5000%  | 0.0000% | $1300.00           | $277.65            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-05-20      | 3.0000%  | 0.0000% | $4000.00           | $1953.35           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-02-20      | 2.0000%  | 0.0000% | $50089486.00       | $31494551.72       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-04-20      | 5.0000%  | 0.0000% | $50356426.00       | $40080513.09       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-05-20      | 6.5000%  | 0.0000% | $94815557.00       | $51212062.12       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-03-20      | 7.0000%  | 0.0000% | $5198720.00        | $5020424.17        | Agency Mortgage-Backed Securities  |
| Small Business Administration            | 2047-12-01      | 4.7100%  | 0.0000% | $7115000.00        | $6527454.61        | Agency Mortgage-Backed Securities  |
| Small Business Administration            | 2033-03-01      | 5.1680%  | 0.0000% | $295675000.00      | $261295089.30      | Agency Mortgage-Backed Securities  |
| Small Business Administration            | 2035-11-01      | 2.7000%  | 0.0000% | $4545000.00        | $1043596.70        | Agency Mortgage-Backed Securities  |
| Small Business Administration            | 2050-02-01      | 5.0100%  | 0.0000% | $19800000.00       | $20318785.68       | Agency Mortgage-Backed Securities  |
| Small Business Administration            | 2031-03-01      | 1.6670%  | 0.0000% | $16455000.00       | $12486984.71       | Agency Mortgage-Backed Securities  |
| Small Business Administration            | 2033-09-01      | 5.6880%  | 0.0000% | $25395000.00       | $22565037.39       | Agency Mortgage-Backed Securities  |
| Small Business Administration            | 2034-09-01      | 4.3800%  | 0.0000% | $17575000.00       | $17596469.76       | Agency Mortgage-Backed Securities  |
| Small Business Administration            | 2029-07-25      | 7.5750%  | 0.0000% | $16584618.00       | $1135975.71        | Agency Mortgage-Backed Securities  |
| Small Business Administration            | 2037-03-25      | 6.0000%  | 0.0000% | $1550000.00        | $332837.42         | Agency Mortgage-Backed Securities  |
| Small Business Administration            | 2031-02-25      | 7.8830%  | 0.0000% | $8494637.00        | $2657110.96        | Agency Mortgage-Backed Securities  |
| Small Business Administration            | 2031-07-25      | 8.5850%  | 0.0000% | $47512561.00       | $16010782.30       | Agency Mortgage-Backed Securities  |
| Small Business Administration            | 2049-03-25      | 7.0750%  | 0.0000% | $30000000.00       | $22840560.52       | Agency Mortgage-Backed Securities  |
| Small Business Administration            | 2042-08-25      | 7.0750%  | 0.0000% | $21905000.00       | $22608453.85       | Agency Mortgage-Backed Securities  |
| Small Business Administration            | 2049-11-25      | 6.5750%  | 0.0000% | $12770000.00       | $12587516.59       | Agency Mortgage-Backed Securities  |
| Small Business Administration            | 2050-01-25      | 7.8050%  | 0.0000% | $10495000.00       | $11191648.46       | Agency Mortgage-Backed Securities  |
| Small Business Administration            | 2050-05-25      | 6.3050%  | 0.0000% | $33275000.00       | $35250051.18       | Agency Mortgage-Backed Securities  |
| Small Business Administration            | 2032-02-25      | 8.5970%  | 0.0000% | $56887844.00       | $23741451.10       | Agency Mortgage-Backed Securities  |
| U.S. Treasury Bond                       | 2040-08-15      | 1.1250%  | 0.0000% | $300.00            | $193.65            | U.S. Treasuries (including strips) |

### Security 221: Bank of Montreal

- **C.1 - Title:** Bank of Montreal 4.030000%
- **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: ARP1C5W36, C.3 - LEI: NQQ6HPCNCCU6, C.5 - Other ID: ARP1C5W36_4.03_1205
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2025-12-11
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp.      | 2055-02-01      | 6.0000%  | 0.0000% | $125515831.00      | $107770649.72      | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2052-06-01      | 2.0000%  | 0.0000% | $32755841.00       | $26796505.33       | Agency Mortgage-Backed Securities         |
| Federal National Mortgage Association | 2055-11-01      | 5.5000%  | 0.0000% | $115597872.00      | $117615286.02      | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.      | 2053-07-25      | 4.0000%  | 0.0000% | $28668651.00       | $5420812.52        | Agency Collateralized Mortgage Obligation |

### Security 222: BMO Capital Markets Corp.

- **C.1 - Title:** BMO Capital Markets Corp. 4.030000%
- **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: ARP1C5W44, C.3 - LEI: RUC0QBLBRPRC, C.5 - Other ID: ARP1C5W44_4.03_1205
- **C.18 - Value (incl. sponsor support):** $550000000.00
- **C.18.a - Value (excl. sponsor support):** $550000000.00
- **C.19 - Percentage of Net Assets:** 0.2800%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2025-12-11
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp.         | 2039-08-25      | 0.4359%  | 0.0000% | $102000000.00      | $1502925.03        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2040-10-25      | 1.0228%  | 0.0000% | $100000000.00      | $1294703.42        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2041-03-25      | 0.3903%  | 0.0000% | $78665828.00       | $1314348.86        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2041-01-25      | 0.5647%  | 0.0000% | $156350000.00      | $2242081.17        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2031-02-25      | 1.3500%  | 0.0000% | $114173503.00      | $650.81            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2041-08-25      | 1.6060%  | 0.0000% | $40188047.00       | $100194.71         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-05-25      | 1.3383%  | 0.0000% | $129352688.00      | $1087126.77        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-06-25      | N/A      | 0.0000% | $10000000.00       | $769866.59         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-06-25      | N/A      | 0.0000% | $10617723.00       | $170633.70         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2027-08-25      | 1.6021%  | 0.0000% | $105056777.00      | $132053.56         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-09-25      | 2.5000%  | 0.0000% | $13000000.00       | $214220.43         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-08-25      | 1.7128%  | 0.0000% | $19404255.00       | $307365.83         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2031-08-25      | 1.5108%  | 0.0000% | $10000000.00       | $393905.30         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2030-07-25      | 0.5204%  | 0.0000% | $28871368.00       | $236770.97         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-12-25      | 3.5000%  | 0.0000% | $15318176.00       | $1938597.58        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-12-25      | 4.5000%  | 0.0000% | $18231129.00       | $2767418.49        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-10-25      | 2.5000%  | 0.0000% | $100000.00         | $11438.77          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-05-20      | 0.1811%  | 0.0000% | $50000000.00       | $1068510.54        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | 2.0000%  | 0.0000% | $361925.00         | $70491.77          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | N/A      | 0.0000% | $20000000.00       | $5673.90           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | 4.5000%  | 0.0000% | $1523506.00        | $128216.34         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-06-20      | 1.9511%  | 0.0000% | $15955041.00       | $1040385.45        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-06-20      | N/A      | 0.0000% | $65000000.00       | $911075.97         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-08-20      | N/A      | 0.0000% | $12000000.00       | $209069.01         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-20      | 2.2011%  | 0.0000% | $1000000.00        | $36512.13          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-20      | 2.2011%  | 0.0000% | $1000000.00        | $35339.30          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-20      | 2.2011%  | 0.0000% | $1000000.00        | $35338.77          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-03-20      | 2.0011%  | 0.0000% | $25000000.00       | $576945.93         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-07-20      | 3.0000%  | 0.0000% | $5000000.00        | $197643.79         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-03-20      | 6.0000%  | 0.0000% | $3333333.00        | $253358.16         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-03-20      | 2.2011%  | 0.0000% | $54572337.00       | $1151668.09        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-03-20      | 1.3011%  | 0.0000% | $50000000.00       | $922843.18         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-07-20      | 6.0000%  | 0.0000% | $166666.00         | $1302.24           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-12-20      | 6.0000%  | 0.0000% | $83333.00          | $428.04            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-04-20      | 6.5000%  | 0.0000% | $461538.00         | $46115.70          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-04-20      | 1.3511%  | 0.0000% | $15000000.00       | $440752.19         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-10-20      | 6.5000%  | 0.0000% | $138461.00         | $1145.11           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-08-20      | 6.0000%  | 0.0000% | $166666.00         | $1391.67           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-04-20      | 3.5000%  | 0.0000% | $568005.00         | $67083.85          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-04-20      | 6.5000%  | 0.0000% | $307692.00         | $30238.27          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-07-16      | 0.7200%  | 0.0000% | $17021000.00       | $1134429.02        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-10-20      | 0.9011%  | 0.0000% | $45000000.00       | $1151133.63        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-09-20      | 5.5000%  | 0.0000% | $9234390.00        | $478129.90         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-09-20      | N/A      | 0.0000% | $15000000.00       | $329095.43         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 1.7511%  | 0.0000% | $19000000.00       | $1027991.45        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-02-20      | 2.7511%  | 0.0000% | $35000000.00       | $513840.35         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 6.0000%  | 0.0000% | $2291666.00        | $50354.01          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 0.0500%  | 0.0000% | $20000000.00       | $17851.56          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 7.0000%  | 0.0000% | $2428571.00        | $214551.39         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 7.0000%  | 0.0000% | $714285.00         | $65940.22          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 7.0000%  | 0.0000% | $357142.00         | $32966.36          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 2.9011%  | 0.0000% | $30000000.00       | $796637.05         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 1.0511%  | 0.0000% | $15000000.00       | $745370.33         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 1.0011%  | 0.0000% | $10000000.00       | $482284.09         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 6.0000%  | 0.0000% | $625000.00         | $86885.90          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | N/A      | 0.0000% | $804001.00         | $480611.99         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 0.0500%  | 0.0000% | $50000000.00       | $22663.64          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 6.5000%  | 0.0000% | $1615384.00        | $55428.53          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-03-20      | 0.0900%  | 0.0000% | $5000000.00        | $4021.70           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-03-20      | 1.6611%  | 0.0000% | $105000000.00      | $1311406.39        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-03-20      | 1.1011%  | 0.0000% | $25000000.00       | $227988.09         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-03-20      | 2.9511%  | 0.0000% | $15000000.00       | $431929.42         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-03-20      | 0.0500%  | 0.0000% | $20000000.00       | $18360.48          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 0.0500%  | 0.0000% | $70000000.00       | $53431.30          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 0.1000%  | 0.0000% | $50000000.00       | $109931.58         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 0.0800%  | 0.0000% | $20000000.00       | $35174.81          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 0.1500%  | 0.0000% | $24679500.00       | $81371.41          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 0.0500%  | 0.0000% | $20000000.00       | $17323.93          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 0.1000%  | 0.0000% | $113000000.00      | $195691.59         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 0.3500%  | 0.0000% | $10000000.00       | $100419.37         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 0.1000%  | 0.0000% | $25000000.00       | $45533.14          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 0.1500%  | 0.0000% | $25000000.00       | $68289.12          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 1.4511%  | 0.0000% | $10000000.00       | $440747.15         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 1.9011%  | 0.0000% | $25900000.00       | $1024367.90        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-02-20      | 3.0000%  | 0.0000% | $11966168.00       | $1558245.01        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 0.1000%  | 0.0000% | $149425000.00      | $216221.75         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 0.1000%  | 0.0000% | $150000000.00      | $214972.66         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 0.1000%  | 0.0000% | $50000000.00       | $82541.28          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 1.1011%  | 0.0000% | $655000.00         | $20422.62          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 0.1000%  | 0.0000% | $50000000.00       | $81808.11          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2075-07-20      | 0.7520%  | 0.0000% | $11560000.00       | $767967.88         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2075-08-20      | 0.8077%  | 0.0000% | $61490000.00       | $4459526.79        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 0.0500%  | 0.0000% | $40000000.00       | $53804.29          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 0.1000%  | 0.0000% | $50000000.00       | $115085.62         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-04-20      | 3.0011%  | 0.0000% | $45000000.00       | $1407488.97        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-04-20      | 6.5000%  | 0.0000% | $14548768.00       | $700915.06         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 0.1000%  | 0.0000% | $25000000.00       | $60199.63          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 0.2000%  | 0.0000% | $50000000.00       | $255549.85         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 0.1500%  | 0.0000% | $50000000.00       | $197385.96         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 0.0500%  | 0.0000% | $70000000.00       | $49867.36          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 0.1000%  | 0.0000% | $57564189.00       | $85049.70          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 0.1500%  | 0.0000% | $110000000.00      | $326324.55         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 1.8011%  | 0.0000% | $30000000.00       | $1706940.47        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-04-20      | 6.0000%  | 0.0000% | $1250000.00        | $187613.83         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-02-20      | 6.0000%  | 0.0000% | $1468520.00        | $139440.85         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 6.0000%  | 0.0000% | $416666.00         | $6657.93           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-04-20      | 5.0000%  | 0.0000% | $325000.00         | $31419.24          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-11-20      | 5.0000%  | 0.0000% | $1881711.00        | $133741.13         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 0.1000%  | 0.0000% | $50000000.00       | $57383.17          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 0.0500%  | 0.0000% | $200000000.00      | $76486.48          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 0.1000%  | 0.0000% | $50000000.00       | $53150.19          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 1.7511%  | 0.0000% | $10000000.00       | $248515.79         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-05-20      | 0.1300%  | 0.0000% | $7218915.00        | $5899.72           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 1.1511%  | 0.0000% | $50000000.00       | $1798607.34        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 0.1000%  | 0.0000% | $50000000.00       | $110889.28         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 0.1000%  | 0.0000% | $30000000.00       | $68283.56          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-05-20      | 2.3811%  | 0.0000% | $20000000.00       | $550314.43         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-06-20      | 0.0500%  | 0.0000% | $5460253.00        | $8892.06           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-10-20      | 0.0500%  | 0.0000% | $14949417.00       | $26505.30          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 0.1000%  | 0.0000% | $65000000.00       | $91602.36          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-05-20      | 0.1000%  | 0.0000% | $10000000.00       | $5980.00           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-05-20      | 1.8011%  | 0.0000% | $100000000.00      | $1350960.84        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-07-20      | 7.0000%  | 0.0000% | $1107143.00        | $100162.24         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-10-20      | 6.5000%  | 0.0000% | $1892021.00        | $105301.90         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-20      | 0.0500%  | 0.0000% | $70000000.00       | $28284.58          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 0.2000%  | 0.0000% | $31309956.00       | $144440.94         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-20      | 0.0500%  | 0.0000% | $50000000.00       | $65738.99          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-20      | 0.1000%  | 0.0000% | $200000000.00      | $310419.02         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-06-20      | 0.0300%  | 0.0000% | $10000000.00       | $3543.63           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-06-20      | 3.1311%  | 0.0000% | $50000000.00       | $1130306.79        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-06-20      | 0.0600%  | 0.0000% | $25000000.00       | $8293.68           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-20      | 0.1000%  | 0.0000% | $150000000.00      | $226813.90         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-06-20      | 0.0200%  | 0.0000% | $50000000.00       | $10599.89          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-10-20      | 6.5000%  | 0.0000% | $3846154.00        | $202124.83         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-01-25      | 0.1782%  | 0.0000% | $3000000.00        | $48843.11          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2035-11-25      | 5.5000%  | 0.0000% | $1109363.00        | $144893.85         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-01-25      | 0.2282%  | 0.0000% | $58746045.00       | $949578.34         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-01-25      | 1.0782%  | 0.0000% | $40000000.00       | $1170283.71        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-01-25      | 0.1000%  | 0.0000% | $10000000.00       | $14704.77          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-01-25      | 0.0500%  | 0.0000% | $25000000.00       | $49891.20          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-01-25      | 0.0500%  | 0.0000% | $10000000.00       | $14001.71          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-01-25      | 0.1500%  | 0.0000% | $15000000.00       | $63181.02          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2035-11-25      | 6.0000%  | 0.0000% | $872750.00         | $148205.40         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-02-25      | 1.6782%  | 0.0000% | $123288348.00      | $5324892.73        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-02-25      | 0.8282%  | 0.0000% | $101000000.00      | $2094547.22        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-02-25      | 0.9282%  | 0.0000% | $25000000.00       | $541331.06         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-02-25      | 0.1000%  | 0.0000% | $73288348.00       | $112646.45         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-02-25      | 0.4000%  | 0.0000% | $100000000.00      | $585401.79         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-02-25      | 0.0500%  | 0.0000% | $1000000.00        | $701.83            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-03-25      | 1.6282%  | 0.0000% | $25000000.00       | $963186.02         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-03-25      | 1.2282%  | 0.0000% | $50666667.00       | $1477307.13        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-03-25      | 1.0782%  | 0.0000% | $98716908.00       | $3463005.71        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-03-25      | 0.3282%  | 0.0000% | $38000000.00       | $758174.74         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-03-25      | 0.1000%  | 0.0000% | $34440000.00       | $54839.15          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-03-25      | 0.1000%  | 0.0000% | $250000000.00      | $394109.35         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-03-25      | 0.0500%  | 0.0000% | $140560000.00      | $199447.00         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-03-25      | 0.1000%  | 0.0000% | $20958000.00       | $32834.38          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-03-25      | 0.1000%  | 0.0000% | $13758000.00       | $21588.46          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-03-25      | 0.1000%  | 0.0000% | $28158000.00       | $44021.30          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-04-25      | 0.2000%  | 0.0000% | $94600000.00       | $537330.22         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-04-25      | 0.0500%  | 0.0000% | $51000000.00       | $75339.40          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-04-25      | 0.1500%  | 0.0000% | $14500000.00       | $63386.09          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-04-25      | 0.0500%  | 0.0000% | $40000000.00       | $59361.07          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-05-25      | 5.0000%  | 0.0000% | $704608.00         | $683026.51         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-05-25      | 0.1500%  | 0.0000% | $30000000.00       | $129648.93         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-05-25      | 0.0500%  | 0.0000% | $75000000.00       | $151405.84         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-05-25      | 0.0500%  | 0.0000% | $55000000.00       | $81335.38          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-05-25      | N/A      | 0.0000% | $17000000.00       | $32717.49          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-05-25      | 0.0500%  | 0.0000% | $126000000.00      | $181331.81         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-05-25      | 0.2500%  | 0.0000% | $1000000.00        | $7443.30           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-05-25      | 0.0500%  | 0.0000% | $25000000.00       | $36020.62          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-05-25      | N/A      | 0.0000% | $15000000.00       | $58771.82          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-05-25      | 0.2000%  | 0.0000% | $40000000.00       | $230599.20         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-05-25      | 0.0500%  | 0.0000% | $42000000.00       | $62449.69          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-05-25      | 0.0500%  | 0.0000% | $78195000.00       | $116133.63         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-05-25      | 2.0282%  | 0.0000% | $25007250.00       | $1855600.34        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-05-25      | N/A      | 0.0000% | $150000000.00      | $201910.73         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-06-25      | 5.2500%  | 0.0000% | $7482798.00        | $7633869.21        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-06-25      | 0.0282%  | 0.0000% | $80000000.00       | $228469.06         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-06-25      | 2.9282%  | 0.0000% | $16050000.00       | $1114746.43        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-06-25      | 0.0782%  | 0.0000% | $15000000.00       | $64900.23          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-06-25      | N/A      | 0.0000% | $100000000.00      | $266209.33         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-06-25      | 0.1000%  | 0.0000% | $178313000.00      | $554507.84         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-06-25      | N/A      | 0.0000% | $195000000.00      | $1061431.99        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-12-25      | 6.0000%  | 0.0000% | $1881026.00        | $198700.24         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-07-25      | 0.9282%  | 0.0000% | $102718523.00      | $1690652.81        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-08-25      | 6.0000%  | 0.0000% | $3333333.00        | $571029.43         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2032-06-25      | 0.4053%  | 0.0000% | $125686000.00      | $1981536.51        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-09-25      | 6.0000%  | 0.0000% | $3119614.00        | $770734.95         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-11-25      | 6.0000%  | 0.0000% | $103000.00         | $87242.41          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2031-06-25      | 6.3000%  | 0.0000% | $3000000.00        | $39784.22          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2033-06-15      | 5.5000%  | 0.0000% | $2588780.00        | $1444.15           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2034-03-25      | 1.2701%  | 0.0000% | $250997935.00      | $5939.48           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2034-01-25      | 5.5000%  | 0.0000% | $10000000.00       | $1851393.74        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2034-09-25      | 2.3137%  | 0.0000% | $21244584.00       | $2538.56           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2035-11-25      | 2.4037%  | 0.0000% | $7879956.00        | $46689.52          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2036-03-25      | 2.4637%  | 0.0000% | $3050000.00        | $578.97            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2036-12-25      | 3.0737%  | 0.0000% | $37000000.00       | $15735.74          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2037-04-25      | 2.2537%  | 0.0000% | $19753086.00       | $1098.63           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2027-12-25      | 3.0000%  | 0.0000% | $2095610.00        | $521.33            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2028-01-25      | 3.0000%  | 0.0000% | $1903513.00        | $999.03            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2028-02-25      | 3.0000%  | 0.0000% | $2077997.00        | $725.87            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2028-03-25      | 3.0000%  | 0.0000% | $3500000.00        | $2276.63           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2042-11-25      | 3.5000%  | 0.0000% | $14062714.00       | $44996.21          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-03-25      | 3.0000%  | 0.0000% | $4130180.00        | $2982891.02        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2033-04-25      | 0.2724%  | 0.0000% | $2181819.00        | $610547.82         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-06-25      | 3.0000%  | 0.0000% | $100000.00         | $95911.29          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2033-09-25      | 3.0000%  | 0.0000% | $25600.00          | $34902.68          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-05-25      | 5.0000%  | 0.0000% | $30105600.00       | $8051.29           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2044-02-25      | 2.5000%  | 0.0000% | $600000.00         | $687844.83         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-12-25      | 3.0000%  | 0.0000% | $100000.00         | $88993.90          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2033-05-25      | 3.5000%  | 0.0000% | $21409570.00       | $2648.68           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2044-08-25      | 1.8718%  | 0.0000% | $22170021.00       | $68005.25          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-12-25      | 4.5000%  | 0.0000% | $8456959.00        | $17451.21          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2044-01-25      | 3.5000%  | 0.0000% | $7142857.00        | $4078.56           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-04-25      | 1.6531%  | 0.0000% | $2315436.00        | $7708.79           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-06-25      | 1.7555%  | 0.0000% | $2095000.00        | $6251.10           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2045-07-25      | 1.5574%  | 0.0000% | $2800000.00        | $11314.60          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2045-08-25      | 1.9637%  | 0.0000% | $200000.00         | $4116.84           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2026-01-25      | 0.1471%  | 0.0000% | $100000000.00      | $1634.76           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2045-04-25      | 1.9637%  | 0.0000% | $25931200.00       | $26810.01          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2039-01-25      | 2.7124%  | 0.0000% | $277000000.00      | $1170594.76        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2026-07-25      | 0.6190%  | 0.0000% | $175000000.00      | $52682.93          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2039-07-25      | 3.0362%  | 0.0000% | $83532611.00       | $101439.27         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2046-09-25      | 2.5000%  | 0.0000% | $3921471.00        | $4197682.38        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2046-11-25      | 3.0000%  | 0.0000% | $4628919.00        | $5473711.41        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2026-09-25      | 0.0270%  | 0.0000% | $225000000.00      | $8345.79           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2027-02-25      | 0.1423%  | 0.0000% | $710330958.00      | $266052.92         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2047-02-25      | 1.5921%  | 0.0000% | $53208165.00       | $297397.32         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-03-25      | 1.7637%  | 0.0000% | $67238023.00       | $443994.19         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2048-12-25      | 1.9137%  | 0.0000% | $90636161.00       | $564390.63         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-01-25      | 1.8637%  | 0.0000% | $107999191.00      | $763677.53         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2036-01-25      | 0.7596%  | 0.0000% | $20000000.00       | $295589.20         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2029-05-25      | 0.4436%  | 0.0000% | $238530000.00      | $1684829.82        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2034-06-25      | 0.9332%  | 0.0000% | $100000000.00      | $1469042.74        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2034-06-25      | 1.2500%  | 0.0000% | $4059992.00        | $200760.94         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2030-01-25      | 0.3920%  | 0.0000% | $345000.00         | $2312.30           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2028-11-25      | 0.3368%  | 0.0000% | $25000000.00       | $62534.77          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2029-11-25      | 0.2029%  | 0.0000% | $163467055.00      | $616571.08         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2029-03-25      | 1.3643%  | 0.0000% | $10000000.00       | $224303.71         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2031-03-25      | 1.2754%  | 0.0000% | $70500000.00       | $2570485.80        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-01-25      | 1.6820%  | 0.0000% | $23972632.00       | $169548.01         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2028-12-25      | 1.8922%  | 0.0000% | $29300000.00       | $1064653.66        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2027-12-25      | 0.8683%  | 0.0000% | $86641645.00       | $343319.01         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-02-25      | 1.8637%  | 0.0000% | $640000.00         | $24719.30          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2037-01-25      | 1.7038%  | 0.0000% | $13400000.00       | $731712.79         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2028-01-25      | 1.4849%  | 0.0000% | $19000000.00       | $168500.98         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 6.0000%  | 0.0000% | $1083333.00        | $161189.16         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 6.0000%  | 0.0000% | $3775039.00        | $548496.76         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 5.5000%  | 0.0000% | $1272727.00        | $1024788.37        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-08-20      | 0.0500%  | 0.0000% | $175000000.00      | $369583.23         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-08-20      | 0.0500%  | 0.0000% | $25000000.00       | $52822.31          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 0.0500%  | 0.0000% | $80000000.00       | $105221.42         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-04-20      | 6.0000%  | 0.0000% | $4687500.00        | $549598.32         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 0.0500%  | 0.0000% | $20000000.00       | $26483.09          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 0.1100%  | 0.0000% | $21147941.00       | $48933.33          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2041-12-25      | 0.6637%  | 0.0000% | $3795000.00        | $81538.40          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2042-03-25      | 2.4637%  | 0.0000% | $616201.00         | $1646.64           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2042-07-25      | 2.4137%  | 0.0000% | $319326.00         | $2226.31           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2027-09-25      | 3.0000%  | 0.0000% | $15216884.00       | $4281.72           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2042-04-25      | 2.4637%  | 0.0000% | $2483600.00        | $23466.86          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2036-11-15      | 2.0335%  | 0.0000% | $1044408.00        | $1404.12           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2037-02-15      | 2.1735%  | 0.0000% | $300000.00         | $749.38            | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2038-07-25      | 1.8137%  | 0.0000% | $3918472.00        | $2214.20           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2038-03-25      | 1.8137%  | 0.0000% | $14655000.00       | $2348.66           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2041-04-25      | 0.3540%  | 0.0000% | $12500000.00       | $561476.16         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2038-05-15      | 1.7735%  | 0.0000% | $18300000.00       | $1524.85           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2039-02-15      | 1.4935%  | 0.0000% | $100000000.00      | $13949.59          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2039-08-15      | 6.0000%  | 0.0000% | $10855.00          | $30883.76          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2038-02-25      | 1.5617%  | 0.0000% | $86271611.00       | $33548.45          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2040-02-25      | 5.0000%  | 0.0000% | $679882.00         | $369.91            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2040-10-15      | 1.4870%  | 0.0000% | $25300000.00       | $206384.80         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2041-01-25      | 4.0000%  | 0.0000% | $263919.00         | $412768.24         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2040-11-25      | 4.5000%  | 0.0000% | $85388316.00       | $128524.90         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2040-07-25      | 1.3912%  | 0.0000% | $11678000.00       | $617983.81         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2040-04-15      | 5.5000%  | 0.0000% | $30396.00          | $41868.29          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2040-01-15      | 1.9735%  | 0.0000% | $496875.00         | $1279.50           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2036-08-15      | 5.5000%  | 0.0000% | $500000.00         | $34979.08          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2026-06-25      | 6.6163%  | 0.0000% | $50000.00          | $24189.39          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-11-20      | 5.5000%  | 0.0000% | $10671360.00       | $10898553.25       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2043-11-16      | N/A      | 0.0000% | $66163444.00       | $6542.81           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-07-16      | N/A      | 0.0000% | $91000000.00       | $1032.80           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-11-16      | 0.1566%  | 0.0000% | $3913000.00        | $2.25              | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-05-16      | 2.7888%  | 0.0000% | $9000000.00        | $81.95             | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-03-16      | N/A      | 0.0000% | $177706745.00      | $0.31              | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2042-10-16      | 0.0001%  | 0.0000% | $92307606.00       | $0.04              | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-08-16      | N/A      | 0.0000% | $73356939.00       | $7.11              | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2033-11-20      | 2.5257%  | 0.0000% | $85000000.00       | $2627.94           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2033-06-20      | 3.5757%  | 0.0000% | $44300953.00       | $3733.73           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2035-10-20      | 5.5000%  | 0.0000% | $3856000.00        | $917044.10         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2036-04-20      | 2.9157%  | 0.0000% | $7600000.00        | $4710.47           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2039-05-20      | 4.5000%  | 0.0000% | $500000.00         | $73471.87          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2039-05-20      | 4.5000%  | 0.0000% | $1000000.00        | $65926.86          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-02-20      | 2.6287%  | 0.0000% | $45637000.00       | $101234.40         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-04-20      | 0.8216%  | 0.0000% | $34242459.00       | $15437.78          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-05-20      | 2.4434%  | 0.0000% | $38232128.00       | $143645.38         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-05-20      | 1.6599%  | 0.0000% | $17039817.00       | $11374.80          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-12-20      | 0.1184%  | 0.0000% | $12068141.00       | $60.26             | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-06-20      | 1.6100%  | 0.0000% | $58505000.00       | $41481.72          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-03-20      | 1.6795%  | 0.0000% | $30058530.00       | $40814.52          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-05-20      | 1.1114%  | 0.0000% | $128064500.00      | $97347.87          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-04-20      | 2.7003%  | 0.0000% | $120000000.00      | $30424.72          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-10-20      | 0.2657%  | 0.0000% | $20000000.00       | $4537.26           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-10-20      | 1.8087%  | 0.0000% | $1100000.00        | $735.07            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2042-04-16      | 2.5266%  | 0.0000% | $1100000.00        | $14948.25          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2042-08-16      | 3.5000%  | 0.0000% | $13322551.00       | $504786.79         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2037-08-20      | 2.5057%  | 0.0000% | $34900000.00       | $2563.77           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-08-25      | 2.5000%  | 0.0000% | $102000.00         | $11993.12          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-11-25      | 2.0000%  | 0.0000% | $6818750.00        | $272497.62         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-11-25      | 2.0000%  | 0.0000% | $4153750.00        | $162721.89         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-02-25      | 1.6782%  | 0.0000% | $150000.00         | $14222.36          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-02-25      | 2.0000%  | 0.0000% | $5514000.00        | $320829.12         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-06-25      | N/A      | 0.0000% | $10000000.00       | $9345.25           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-07-25      | 2.0000%  | 0.0000% | $23485876.00       | $1143161.93        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-10-25      | 2.5000%  | 0.0000% | $700000.00         | $97584.04          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-07-25      | N/A      | 0.0000% | $15000000.00       | $25170.21          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-07-25      | 0.0782%  | 0.0000% | $15000000.00       | $326285.51         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-08-25      | 4.0000%  | 0.0000% | $158000.00         | $169456.17         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-06-25      | 4.5000%  | 0.0000% | $100000.00         | $6407.80           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-03-25      | 2.1782%  | 0.0000% | $100000000.00      | $4155174.57        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-01-25      | 7.5000%  | 0.0000% | $1499999.00        | $186848.37         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-07-25      | 5.1619%  | 0.0000% | $4152591.00        | $2562258.95        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2039-10-25      | 0.0655%  | 0.0000% | $19252093.00       | $26579.83          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-03-25      | 1.1697%  | 0.0000% | $39412051.00       | $1195789.87        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-11-25      | 2.8282%  | 0.0000% | $1841091.00        | $61167.10          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-11-25      | 2.8282%  | 0.0000% | $2504910.00        | $106714.38         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-06-25      | 1.8282%  | 0.0000% | $68397376.00       | $3207421.00        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-03-25      | 4.0282%  | 0.0000% | $26901946.00       | $1716006.08        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-03-25      | 6.5000%  | 0.0000% | $2307692.00        | $284821.47         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-03-25      | 1.5782%  | 0.0000% | $50000000.00       | $2459206.49        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-04-25      | 3.0282%  | 0.0000% | $59438675.00       | $2993961.89        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-04-25      | 1.1782%  | 0.0000% | $20000000.00       | $554691.93         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-03-25      | N/A      | 0.0000% | $1210000.00        | $759189.41         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-05-25      | 1.3282%  | 0.0000% | $54747000.00       | $2306733.56        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-05-25      | 0.1000%  | 0.0000% | $60034424.00       | $85658.66          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-05-25      | 0.8782%  | 0.0000% | $47618946.00       | $1122025.74        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-05-25      | 0.1000%  | 0.0000% | $47618946.00       | $57913.08          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-07-25      | 1.8282%  | 0.0000% | $90200000.00       | $3452242.88        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-07-25      | 0.1000%  | 0.0000% | $5500000.00        | $8508.15           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-07-25      | 1.0282%  | 0.0000% | $55500000.00       | $1665775.28        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-06-25      | 1.3282%  | 0.0000% | $104766702.00      | $3270404.35        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-08-25      | 4.5000%  | 0.0000% | $887397.00         | $55105.58          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-09-25      | 0.0500%  | 0.0000% | $32358563.00       | $22643.56          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-08-25      | 0.1000%  | 0.0000% | $26000000.00       | $34026.99          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-08-25      | 2.9582%  | 0.0000% | $50000000.00       | $2614040.37        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-02-25      | 6.5000%  | 0.0000% | $192308.00         | $5107.69           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-12-25      | 0.0500%  | 0.0000% | $9650000.00        | $6598.49           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-12-25      | 0.0500%  | 0.0000% | $20000000.00       | $13675.63          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-09-25      | 6.0000%  | 0.0000% | $416666.00         | $101824.42         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-10-25      | 0.0500%  | 0.0000% | $55425000.00       | $77235.17          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-10-25      | 1.3782%  | 0.0000% | $35000000.00       | $2059076.80        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-10-25      | 4.0000%  | 0.0000% | $773716.00         | $120059.68         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-12-25      | 1.9282%  | 0.0000% | $31339944.00       | $827948.88         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-11-25      | 0.0500%  | 0.0000% | $47000000.00       | $68230.63          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-12-25      | 0.1500%  | 0.0000% | $50000000.00       | $137417.20         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-12-25      | 0.7282%  | 0.0000% | $25000000.00       | $593749.87         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-11-25      | 0.9582%  | 0.0000% | $71726826.00       | $1009499.53        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-12-25      | 1.0282%  | 0.0000% | $50000000.00       | $1578310.19        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-12-25      | 6.0000%  | 0.0000% | $1325000.00        | $204316.03         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-03-25      | 6.0000%  | 0.0000% | $886250.00         | $89464.22          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-02-25      | 6.0000%  | 0.0000% | $3149613.00        | $257108.37         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-02-25      | 0.4000%  | 0.0000% | $3500000.00        | $38654.19          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-03-25      | 1.1282%  | 0.0000% | $50000000.00       | $1828208.65        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2036-02-25      | 6.0000%  | 0.0000% | $5003750.00        | $694381.93         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-01-25      | 0.0500%  | 0.0000% | $15000000.00       | $19711.64          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-01-25      | 0.0500%  | 0.0000% | $98000000.00       | $128702.45         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-01-25      | 5.0000%  | 0.0000% | $4674401.00        | $4797512.48        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-01-25      | 0.1000%  | 0.0000% | $20000000.00       | $28662.12          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-02-25      | 1.6782%  | 0.0000% | $160000000.00      | $5698500.53        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-02-25      | 0.1282%  | 0.0000% | $105000000.00      | $278055.34         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-02-25      | 0.1500%  | 0.0000% | $1000000.00        | $1994.81           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-02-25      | 0.1782%  | 0.0000% | $12500000.00       | $42122.46          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-02-25      | 1.4282%  | 0.0000% | $200000000.00      | $5867582.15        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-05-25      | 0.0282%  | 0.0000% | $10000000.00       | $149977.34         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-06-25      | 0.0782%  | 0.0000% | $50000000.00       | $672732.41         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-05-25      | 0.1500%  | 0.0000% | $25000000.00       | $107611.85         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-05-25      | 1.5282%  | 0.0000% | $25050000.00       | $889481.47         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-05-25      | 6.5000%  | 0.0000% | $23502923.00       | $4682882.18        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-04-25      | 0.0700%  | 0.0000% | $3500000.00        | $9162.48           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-06-25      | 0.1000%  | 0.0000% | $15000000.00       | $38208.00          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-06-25      | 6.5000%  | 0.0000% | $204353.00         | $30492.95          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-10-25      | 6.0000%  | 0.0000% | $164000.00         | $119999.36         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-07-25      | 0.0800%  | 0.0000% | $5000000.00        | $9943.31           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-04-25      | 6.5000%  | 0.0000% | $153846.00         | $26700.30          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-10-25      | 1.2782%  | 0.0000% | $122904561.00      | $5152606.07        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-10-25      | 0.6782%  | 0.0000% | $50000000.00       | $1446382.22        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-10-25      | 0.0500%  | 0.0000% | $10000000.00       | $12879.96          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2036-11-15      | 1.7131%  | 0.0000% | $220339174.00      | $449255.42         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2041-07-15      | 4.5000%  | 0.0000% | $349953.00         | $20732.71          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2041-08-15      | 2.3935%  | 0.0000% | $34114911.00       | $61119.74          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2042-07-15      | 1.2435%  | 0.0000% | $5000000.00        | $26926.12          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2042-08-15      | 1.7435%  | 0.0000% | $469984.00         | $6218.55           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2027-08-15      | 2.5000%  | 0.0000% | $3000000.00        | $860.82            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2027-08-15      | 3.0000%  | 0.0000% | $1883562.00        | $570.52            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2069-10-20      | 1.1272%  | 0.0000% | $1594000.00        | $45611.02          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2068-07-20      | 2.0083%  | 0.0000% | $43042938.00       | $243734.16         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2068-08-20      | 1.6810%  | 0.0000% | $26187556.00       | $690652.70         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2069-10-20      | 1.7848%  | 0.0000% | $51548315.00       | $206758.44         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2068-10-20      | 1.9292%  | 0.0000% | $20136422.00       | $180185.16         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2068-12-20      | 1.8170%  | 0.0000% | $37253678.00       | $381471.44         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2069-03-20      | 0.8271%  | 0.0000% | $48280052.00       | $346226.27         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2069-12-20      | 1.1208%  | 0.0000% | $18285188.00       | $360967.63         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2069-07-20      | 2.2390%  | 0.0000% | $19188000.00       | $239441.97         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2069-08-20      | 2.1975%  | 0.0000% | $885000.00         | $12018.68          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2058-09-16      | 0.6346%  | 0.0000% | $138465286.00      | $522355.38         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-02-16      | 0.8260%  | 0.0000% | $100000000.00      | $719492.32         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-06-16      | 0.7501%  | 0.0000% | $130000000.00      | $1616600.31        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-11-16      | 0.9880%  | 0.0000% | $150000000.00      | $782661.79         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2058-06-16      | 0.4263%  | 0.0000% | $96712448.00       | $431408.87         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-08-16      | 0.7234%  | 0.0000% | $120000000.00      | $640697.14         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-02-16      | 0.7482%  | 0.0000% | $60771193.00       | $933835.63         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-16      | 0.8253%  | 0.0000% | $106897339.00      | $1061069.36        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-03-16      | 0.7179%  | 0.0000% | $115000000.00      | $1310491.67        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-02-16      | 0.6018%  | 0.0000% | $75015040.00       | $1146788.20        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-10-16      | 0.6805%  | 0.0000% | $142417131.00      | $1132517.20        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-01-16      | 0.9318%  | 0.0000% | $33100000.00       | $1403102.29        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-01-16      | 0.8751%  | 0.0000% | $13170000.00       | $382595.54         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-08-16      | 0.5000%  | 0.0000% | $40000000.00       | $45930.65          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-01-16      | 0.4000%  | 0.0000% | $120483604.00      | $296993.71         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-03-16      | 1.1334%  | 0.0000% | $7500000.00        | $393322.95         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-09-16      | 1.2711%  | 0.0000% | $15500000.00       | $1223275.94        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-11-16      | 1.2618%  | 0.0000% | $10555000.00       | $411387.70         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-03-16      | 0.9388%  | 0.0000% | $1478000.00        | $57412.28          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-01-16      | 1.0936%  | 0.0000% | $661000.00         | $25697.49          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-02-16      | 0.8704%  | 0.0000% | $1304000.00        | $41822.59          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-03-16      | 0.9720%  | 0.0000% | $13000000.00       | $510243.84         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-05-16      | 0.9648%  | 0.0000% | $35000000.00       | $1051681.94        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-09-16      | 0.7982%  | 0.0000% | $510000.00         | $19348.29          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-04-16      | 1.1689%  | 0.0000% | $7400000.00        | $488816.10         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-02-16      | 0.8812%  | 0.0000% | $465000.00         | $21222.17          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-05-16      | 0.7580%  | 0.0000% | $105000.00         | $4816.67           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-05-16      | 0.8360%  | 0.0000% | $2500000.00        | $115714.32         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-05-16      | 0.7866%  | 0.0000% | $210525.00         | $9550.57           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-08-16      | 0.6077%  | 0.0000% | $220000.00         | $6959.75           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-03-16      | 0.7639%  | 0.0000% | $43000000.00       | $1626084.30        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2071-06-20      | 0.0224%  | 0.0000% | $44177162.00       | $935600.17         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2071-07-20      | 0.2177%  | 0.0000% | $7020246.00        | $186693.45         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2070-05-20      | 1.7370%  | 0.0000% | $23262877.00       | $355473.28         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2070-05-20      | 1.1389%  | 0.0000% | $17636247.00       | $506367.88         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2070-05-20      | 0.1118%  | 0.0000% | $30602794.00       | $31662.49          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2069-05-20      | 2.2325%  | 0.0000% | $28607880.00       | $1288502.64        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2071-03-20      | 0.2876%  | 0.0000% | $4669000.00        | $106611.96         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2069-08-20      | 2.2536%  | 0.0000% | $14635149.00       | $642474.64         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2070-07-20      | 1.3171%  | 0.0000% | $16000000.00       | $532806.04         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2070-07-20      | 1.6344%  | 0.0000% | $11700000.00       | $110995.99         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2071-01-20      | 1.2723%  | 0.0000% | $17157604.00       | $788242.37         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2070-07-20      | 1.6285%  | 0.0000% | $23205000.00       | $569275.08         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2069-06-20      | 3.1333%  | 0.0000% | $25816385.00       | $316716.25         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2070-10-20      | 1.1540%  | 0.0000% | $8700000.00        | $60574.83          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2070-09-20      | 1.0815%  | 0.0000% | $15293749.00       | $407089.22         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2071-01-20      | 0.5798%  | 0.0000% | $12977576.00       | $403440.13         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2070-05-20      | 2.1653%  | 0.0000% | $5049054.00        | $34136.99          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2071-01-20      | 0.8249%  | 0.0000% | $1824146.00        | $32695.81          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2071-01-20      | 0.7995%  | 0.0000% | $1874500.00        | $33713.61          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2071-01-20      | 1.2612%  | 0.0000% | $1295120.00        | $29887.34          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2071-01-20      | 0.8122%  | 0.0000% | $1841518.00        | $36255.46          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2071-01-20      | 0.8544%  | 0.0000% | $45512037.00       | $891045.63         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2071-04-20      | 0.3773%  | 0.0000% | $28703471.00       | $587633.61         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-05-16      | 0.8262%  | 0.0000% | $2500000.00        | $134584.25         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-10-16      | 0.8774%  | 0.0000% | $3200000.00        | $174824.78         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-03-16      | 0.9923%  | 0.0000% | $855000.00         | $52943.23          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-09-16      | 0.7850%  | 0.0000% | $33000000.00       | $1544028.02        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-06-16      | 0.9365%  | 0.0000% | $3330000.00        | $184242.60         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-04-16      | 0.7220%  | 0.0000% | $17393000.00       | $749778.92         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-09-16      | 1.6013%  | 0.0000% | $4500000.00        | $389375.93         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-06-16      | 0.7000%  | 0.0000% | $74700000.00       | $1546060.89        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-06-16      | 0.8795%  | 0.0000% | $9148000.00        | $480878.30         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-02-16      | N/A      | 0.0000% | $190319882.00      | $172.55            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-12-16      | 1.1612%  | 0.0000% | $25000000.00       | $1751751.20        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-12-16      | 1.0336%  | 0.0000% | $5212000.00        | $303513.20         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-01-16      | 0.7984%  | 0.0000% | $3000000.00        | $163738.08         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-08-16      | 1.1445%  | 0.0000% | $1223000.00        | $73667.64          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-12-16      | N/A      | 0.0000% | $197271706.00      | $158.28            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2068-03-20      | 1.8779%  | 0.0000% | $51800918.00       | $216226.61         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-05-20      | 7.0000%  | 0.0000% | $6255189.00        | $98150.47          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-08-20      | 2.1257%  | 0.0000% | $102198991.00      | $1156973.64        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-08-20      | 4.0000%  | 0.0000% | $4000000.00        | $1308307.89        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-09-20      | 2.1257%  | 0.0000% | $48400735.00       | $140819.18         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-01-20      | N/A      | 0.0000% | $50000000.00       | $42220.60          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-03-16      | 0.8018%  | 0.0000% | $355551.00         | $17421.54          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-11-16      | 0.9154%  | 0.0000% | $26100000.00       | $1589046.23        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-06-16      | 0.8817%  | 0.0000% | $7164000.00        | $386039.20         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-06-16      | N/A      | 0.0000% | $99260632.00       | $91.57             | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-08-16      | 0.8665%  | 0.0000% | $1371000.00        | $72401.67          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-04-16      | 0.2500%  | 0.0000% | $20000000.00       | $185102.11         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-06-16      | N/A      | 0.0000% | $73800000.00       | $64.53             | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-03-16      | 0.9040%  | 0.0000% | $10570000.00       | $607824.32         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-10-16      | 1.0674%  | 0.0000% | $19000000.00       | $1497306.25        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-10-16      | 0.9895%  | 0.0000% | $10700000.00       | $571319.27         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-06-16      | 1.4280%  | 0.0000% | $10500000.00       | $747931.27         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-06-16      | 1.4326%  | 0.0000% | $22500000.00       | $1615347.78        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-04-16      | 0.9169%  | 0.0000% | $6270000.00        | $362273.99         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-10-16      | 0.9667%  | 0.0000% | $1382000.00        | $86430.40          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-01-16      | 0.7085%  | 0.0000% | $18858000.00       | $1094093.07        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-06-16      | 0.7070%  | 0.0000% | $627000.00         | $28010.71          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-07-16      | 0.9811%  | 0.0000% | $3600000.00        | $202697.22         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-08-16      | 0.9988%  | 0.0000% | $11000000.00       | $692035.39         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-02-16      | N/A      | 0.0000% | $142000000.00      | $121.50            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-10-16      | 0.7849%  | 0.0000% | $169000.00         | $9562.34           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-02-16      | 0.6397%  | 0.0000% | $22000000.00       | $945101.13         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-06-16      | 0.8021%  | 0.0000% | $374000.00         | $19954.70          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-02-16      | 0.5702%  | 0.0000% | $7000000.00        | $288808.93         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-11-16      | 1.0010%  | 0.0000% | $265000.00         | $18101.39          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-06-16      | 0.6111%  | 0.0000% | $22000000.00       | $1163877.11        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-07-16      | 0.7500%  | 0.0000% | $13082871.00       | $734252.10         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-07-16      | 0.7008%  | 0.0000% | $17300000.00       | $908354.54         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-06-16      | 0.8225%  | 0.0000% | $100000.00         | $6151.41           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-10-16      | 1.0222%  | 0.0000% | $330000.00         | $22457.83          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-06-16      | 0.6998%  | 0.0000% | $5100000.00        | $252909.77         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-02-16      | 1.3309%  | 0.0000% | $535000.00         | $48356.63          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-02-16      | 0.9379%  | 0.0000% | $330000.00         | $22584.14          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-04-16      | 0.8756%  | 0.0000% | $378000.00         | $26298.22          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-10-16      | 0.8178%  | 0.0000% | $580000.00         | $34875.16          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-07-16      | 0.9542%  | 0.0000% | $770000.00         | $54339.29          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-10-16      | 0.7571%  | 0.0000% | $5347000.00        | $335239.65         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 0.0500%  | 0.0000% | $350000000.00      | $241673.85         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 0.0500%  | 0.0000% | $100000000.00      | $69490.91          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-05-20      | 5.0000%  | 0.0000% | $171224.00         | $141876.52         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 7.0000%  | 0.0000% | $113000.00         | $136599.05         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 0.0500%  | 0.0000% | $250000000.00      | $309341.15         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 0.1000%  | 0.0000% | $80000000.00       | $207085.67         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 0.0500%  | 0.0000% | $320000000.00      | $421927.63         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 0.1000%  | 0.0000% | $30000000.00       | $79111.44          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 0.0500%  | 0.0000% | $100000000.00      | $131852.38         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 0.0500%  | 0.0000% | $335000000.00      | $441705.49         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 1.0011%  | 0.0000% | $170000000.00      | $1466401.74        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 5.5000%  | 0.0000% | $422832.00         | $74270.21          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 0.2011%  | 0.0000% | $25000000.00       | $607229.36         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 5.5000%  | 0.0000% | $1268498.00        | $252861.63         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 0.0500%  | 0.0000% | $160000000.00      | $176571.63         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-08-20      | 0.0500%  | 0.0000% | $23507789.00       | $46253.88          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-05-20      | 0.2000%  | 0.0000% | $13410737.00       | $104813.00         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-08-20      | 0.0500%  | 0.0000% | $10838778.00       | $21161.01          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-10-20      | 0.1000%  | 0.0000% | $6490513.00        | $27763.85          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-09-20      | 0.1500%  | 0.0000% | $2469413.00        | $14290.01          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2036-02-20      | 6.5000%  | 0.0000% | $615301.00         | $97368.08          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-07-20      | 0.4011%  | 0.0000% | $10000000.00       | $149212.23         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-07-20      | 6.0000%  | 0.0000% | $833333.00         | $55244.27          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-07-20      | 0.0500%  | 0.0000% | $20000000.00       | $26289.01          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-07-20      | 0.0500%  | 0.0000% | $58494493.00       | $76962.26          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-07-20      | 6.0000%  | 0.0000% | $3749999.00        | $407208.92         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-07-20      | N/A      | 0.0000% | $933333.00         | $813850.84         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-07-20      | 3.0011%  | 0.0000% | $15000000.00       | $1247401.91        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-07-20      | 6.0000%  | 0.0000% | $7028280.00        | $776792.03         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-08-20      | 6.0000%  | 0.0000% | $9633946.00        | $1025673.13        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 6.5000%  | 0.0000% | $3450577.00        | $508191.61         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 0.3011%  | 0.0000% | $80000000.00       | $1281218.63        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-08-20      | 0.0500%  | 0.0000% | $205215842.00      | $230731.20         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-08-20      | 5.5000%  | 0.0000% | $1681818.00        | $153058.98         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-01-20      | 5.5000%  | 0.0000% | $432640.00         | $45253.47          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-03-20      | 6.5000%  | 0.0000% | $8414430.00        | $885647.38         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $1455884.00        | $315034.67         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 7.0000%  | 0.0000% | $737795.00         | $24100.81          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2071-08-20      | 0.0001%  | 0.0000% | $86443221.00       | $46437.43          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | 2.5000%  | 0.0000% | $1000000.00        | $57722.00          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | 2.0000%  | 0.0000% | $5630000.00        | $357597.77         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | 0.0700%  | 0.0000% | $100000000.00      | $176993.87         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | 0.0200%  | 0.0000% | $50000000.00       | $22670.41          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | 0.0200%  | 0.0000% | $30000000.00       | $15162.33          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | 0.1000%  | 0.0000% | $125000000.00      | $313145.42         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | 0.2000%  | 0.0000% | $30000000.00       | $150369.68         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | 0.0500%  | 0.0000% | $75000000.00       | $102041.90         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | 0.1000%  | 0.0000% | $50000000.00       | $136055.86         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | 0.0500%  | 0.0000% | $100000000.00      | $136255.19         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | 0.1000%  | 0.0000% | $50000000.00       | $127058.03         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 6.5000%  | 0.0000% | $1424945.00        | $160530.19         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $384615.00         | $57885.14          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2030-10-25      | 0.6677%  | 0.0000% | $55100000.00       | $118661.03         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-12-25      | 3.0000%  | 0.0000% | $1900000.00        | $179067.62         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-11-25      | 2.1282%  | 0.0000% | $17439040.00       | $1233692.00        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-02-25      | 2.5000%  | 0.0000% | $22800000.00       | $3026837.12        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2033-11-25      | 2.0038%  | 0.0000% | $4075000.00        | $164476.92         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2033-08-25      | 0.9753%  | 0.0000% | $12500000.00       | $303016.09         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-04-25      | 4.0000%  | 0.0000% | $10755965.00       | $1368209.40        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-03-25      | 3.0000%  | 0.0000% | $40000000.00       | $5026440.69        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-01-25      | 3.0000%  | 0.0000% | $574833.00         | $51610.93          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-04-25      | 4.0000%  | 0.0000% | $6950958.00        | $547006.40         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2031-07-25      | 0.1273%  | 0.0000% | $130547117.00      | $424015.19         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-10-25      | 2.5000%  | 0.0000% | $1125000.00        | $72042.88          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2031-11-25      | N/A      | 0.0000% | $239678944.00      | $52771.91          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-04-25      | 1.5000%  | 0.0000% | $9875259.00        | $310551.41         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-12-25      | 5.2809%  | 0.0000% | $156262.00         | $11654.99          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-03-25      | 0.6698%  | 0.0000% | $13594000.00       | $581271.11         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-11-25      | 2.0000%  | 0.0000% | $253750.00         | $16041.79          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-11-25      | 2.0000%  | 0.0000% | $378125.00         | $24314.24          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-04-25      | 2.0000%  | 0.0000% | $8495500.00        | $602463.10         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-01-25      | 2.0000%  | 0.0000% | $2562500.00        | $131881.48         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-01-25      | 2.0000%  | 0.0000% | $437500.00         | $22250.99          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2031-11-25      | 0.5959%  | 0.0000% | $37399231.00       | $626768.60         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-10-16      | 2.0266%  | 0.0000% | $400000.00         | $23599.84          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-09-20      | 2.0257%  | 0.0000% | $1100000.00        | $46803.64          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-10-20      | 2.0257%  | 0.0000% | $530000.00         | $11392.58          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-06-20      | 4.5000%  | 0.0000% | $2647444.00        | $98240.63          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-12-20      | 6.5000%  | 0.0000% | $34438384.00       | $469934.38         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-06-16      | 0.7362%  | 0.0000% | $150023025.00      | $1049011.16        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2059-12-16      | 0.5200%  | 0.0000% | $10270000.00       | $64785.72          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2057-12-16      | 0.4090%  | 0.0000% | $839000.00         | $5135.10           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2059-09-16      | 0.6518%  | 0.0000% | $42920000.00       | $524613.45         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-03-16      | 0.6184%  | 0.0000% | $63505104.00       | $446302.26         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2059-03-16      | 0.5862%  | 0.0000% | $20000000.00       | $382242.70         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-04-16      | 0.6091%  | 0.0000% | $55026781.00       | $699920.04         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2059-11-16      | 0.6024%  | 0.0000% | $92200000.00       | $1101990.32        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-02-20      | N/A      | 0.0000% | $82705000.00       | $527044.37         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2070-02-20      | 2.2449%  | 0.0000% | $27850322.00       | $401232.28         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2069-05-20      | 2.1155%  | 0.0000% | $23503901.00       | $308651.05         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2070-02-20      | 1.5259%  | 0.0000% | $55270998.00       | $227555.97         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2069-09-20      | 1.3815%  | 0.0000% | $18261779.00       | $379521.69         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2068-04-20      | 2.8007%  | 0.0000% | $50590001.00       | $1106039.48        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2068-05-20      | 1.2966%  | 0.0000% | $17778781.00       | $454474.22         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-02-20      | 6.0000%  | 0.0000% | $9125000.00        | $873152.55         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 0.0600%  | 0.0000% | $100000000.00      | $223314.03         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-08-20      | 0.0500%  | 0.0000% | $75000000.00       | $159214.99         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 0.1000%  | 0.0000% | $30198473.00       | $92970.66          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-11-20      | 6.0000%  | 0.0000% | $1375000.00        | $139343.71         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 0.0300%  | 0.0000% | $20000000.00       | $21590.24          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-02-16      | 4.5000%  | 0.0000% | $3666666.00        | $60824.65          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-05-20      | N/A      | 0.0000% | $45000000.00       | $260383.39         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-05-20      | N/A      | 0.0000% | $30000000.00       | $45258.76          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-06-20      | 2.0257%  | 0.0000% | $18715770.00       | $534033.41         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-07-20      | 4.5000%  | 0.0000% | $5371079.00        | $274212.01         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-10-16      | 4.0000%  | 0.0000% | $4155500.00        | $150434.19         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-02-20      | 0.8096%  | 0.0000% | $2521085.00        | $7602.36           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-11-20      | 5.5000%  | 0.0000% | $26119212.00       | $1073149.31        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-12-20      | 4.5000%  | 0.0000% | $28907790.00       | $1332583.21        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-03-20      | 3.0000%  | 0.0000% | $8333333.00        | $103437.01         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-04-20      | 3.5000%  | 0.0000% | $200000.00         | $21558.81          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-05-20      | 4.5000%  | 0.0000% | $4569062.00        | $189218.55         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-08-20      | 2.5000%  | 0.0000% | $200000.00         | $14763.67          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-08-20      | 2.5000%  | 0.0000% | $300000.00         | $26766.27          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-09-20      | 2.2257%  | 0.0000% | $15000000.00       | $1010758.96        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-01-20      | 4.5000%  | 0.0000% | $21421581.00       | $1161273.55        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-10-20      | 2.5000%  | 0.0000% | $200000.00         | $19292.71          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-10-20      | N/A      | 0.0000% | $5300000.00        | $123763.29         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-11-20      | 2.2257%  | 0.0000% | $230000.00         | $24315.84          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-11-20      | 2.5000%  | 0.0000% | $645000.00         | $54969.75          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-11-20      | 2.0000%  | 0.0000% | $200000.00         | $13884.87          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-12-20      | 2.0000%  | 0.0000% | $220000.00         | $16350.11          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2037-01-20      | 6.0000%  | 0.0000% | $9536654.00        | $454502.13         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-12-20      | 2.0000%  | 0.0000% | $2100000.00        | $143842.17         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-12-20      | 2.2257%  | 0.0000% | $475000.00         | $45545.70          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-12-20      | 2.2257%  | 0.0000% | $100000.00         | $9261.38           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-12-20      | 6.1000%  | 0.0000% | $147306.00         | $203710.79         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-06-20      | 2.5000%  | 0.0000% | $5373900.00        | $417052.63         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-01-20      | N/A      | 0.0000% | $835000.00         | $5512.14           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-03-20      | 2.0000%  | 0.0000% | $150000.00         | $13322.31          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-03-20      | 2.0000%  | 0.0000% | $1750000.00        | $106486.25         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-03-20      | 3.0000%  | 0.0000% | $1000000.00        | $95457.05          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-07-20      | 3.0000%  | 0.0000% | $500000.00         | $7445.48           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-05-20      | 1.5000%  | 0.0000% | $583333.00         | $28846.96          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-05-20      | N/A      | 0.0000% | $600000.00         | $4464.82           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-03-20      | 2.0131%  | 0.0000% | $15866343.00       | $549090.48         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-03-20      | 2.5000%  | 0.0000% | $391758.00         | $93936.13          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-04-20      | 2.0000%  | 0.0000% | $12984250.00       | $519249.90         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-04-20      | 2.0000%  | 0.0000% | $15440000.00       | $589787.08         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-05-20      | 2.5000%  | 0.0000% | $700000.00         | $47191.07          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-02-20      | 3.0000%  | 0.0000% | $63937.00          | $17309.03          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-06-20      | 0.8171%  | 0.0000% | $4283780.00        | $159310.01         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-09-20      | 1.6700%  | 0.0000% | $6994179.00        | $72283.63          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-06-20      | 2.5000%  | 0.0000% | $376108.00         | $88001.37          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-06-20      | N/A      | 0.0000% | $6235000.00        | $9716.16           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-06-20      | N/A      | 0.0000% | $39355586.00       | $261983.89         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-08-20      | 2.5000%  | 0.0000% | $215000.00         | $14366.27          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-11-20      | 3.5000%  | 0.0000% | $10564485.00       | $851242.51         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-07-20      | 3.5000%  | 0.0000% | $18895076.00       | $1469741.43        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-09-20      | 3.5000%  | 0.0000% | $581646.00         | $50614.53          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-07-20      | 3.5000%  | 0.0000% | $683357.00         | $48200.44          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-07-20      | 3.5000%  | 0.0000% | $2119357.00        | $146752.77         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-07-20      | 3.5000%  | 0.0000% | $4995428.00        | $411402.64         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-08-20      | 3.0000%  | 0.0000% | $1180000.00        | $86598.56          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-06-20      | 1.0435%  | 0.0000% | $4983354.00        | $213935.52         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-02-20      | 4.8969%  | 0.0000% | $51721.00          | $1411.01           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | N/A      | 0.0000% | $340000.00         | $10765.94          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2072-12-20      | 0.9880%  | 0.0000% | $41547073.00       | $1449093.58        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2072-09-20      | 0.3939%  | 0.0000% | $20000000.00       | $99209.54          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2072-10-20      | 1.5218%  | 0.0000% | $50149207.00       | $382324.79         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2071-08-20      | 0.3501%  | 0.0000% | $15000000.00       | $588676.54         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2072-01-20      | 2.4463%  | 0.0000% | $12425000.00       | $292610.20         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2072-11-20      | 0.4542%  | 0.0000% | $27740513.00       | $1450208.22        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2072-02-20      | 1.9790%  | 0.0000% | $10924364.00       | $122949.00         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2068-06-20      | 0.2751%  | 0.0000% | $54201893.00       | $459916.62         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2072-04-20      | 1.8256%  | 0.0000% | $107856235.00      | $847508.05         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2072-04-20      | 2.4457%  | 0.0000% | $4318000.00        | $111526.43         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2072-04-20      | 2.2819%  | 0.0000% | $10847000.00       | $237220.43         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2072-05-20      | 0.4787%  | 0.0000% | $29320000.00       | $1430194.44        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2068-02-20      | 0.1521%  | 0.0000% | $53010043.00       | $73511.68          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2072-06-20      | 2.0142%  | 0.0000% | $11564324.00       | $184183.59         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-06-20      | 1.7511%  | 0.0000% | $50000000.00       | $780944.78         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 5.0000%  | 0.0000% | $1000.00           | $951.27            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 1.1011%  | 0.0000% | $25000000.00       | $401148.10         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 6.5000%  | 0.0000% | $4923076.00        | $535801.36         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 6.5000%  | 0.0000% | $30769.00          | $2839.04           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 1.1011%  | 0.0000% | $20000000.00       | $514967.72         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-06-20      | 1.7511%  | 0.0000% | $20000000.00       | $342436.99         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 1.9011%  | 0.0000% | $25000000.00       | $686252.19         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-07-20      | 2.1011%  | 0.0000% | $62627718.00       | $1234774.13        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-08-20      | 1.7211%  | 0.0000% | $30000000.00       | $887558.75         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-07-20      | 1.8511%  | 0.0000% | $105000000.00      | $1632147.21        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-08-20      | 6.5000%  | 0.0000% | $615384.00         | $71979.85          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-08-20      | 6.5000%  | 0.0000% | $153846.00         | $21704.56          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-08-20      | 6.5000%  | 0.0000% | $782691.00         | $84921.91          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-08-20      | 6.5000%  | 0.0000% | $961538.00         | $54442.80          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-09-20      | 4.5000%  | 0.0000% | $1486248.00        | $252009.27         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-06-20      | 4.5000%  | 0.0000% | $412595.00         | $73961.83          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-09-20      | 4.5000%  | 0.0000% | $509186.00         | $86304.57          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-08-20      | 0.6011%  | 0.0000% | $50000000.00       | $613550.98         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-04-20      | N/A      | 0.0000% | $4590579.00        | $3.74              | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2059-09-20      | 6.5000%  | 0.0000% | $914462.00         | $227.66            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-20      | 0.2500%  | 0.0000% | $35000000.00       | $63735.33          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-20      | 1.5011%  | 0.0000% | $10000000.00       | $250156.59         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-20      | 7.0000%  | 0.0000% | $71428.00          | $12136.95          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-20      | 7.0000%  | 0.0000% | $892857.00         | $44043.87          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-20      | 7.5000%  | 0.0000% | $333333.00         | $6627.72           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-04-20      | 6.5000%  | 0.0000% | $1998594.00        | $114569.30         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-09-20      | 1.4511%  | 0.0000% | $30000000.00       | $243755.26         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-09-20      | 7.0000%  | 0.0000% | $1428571.00        | $70908.07          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-09-20      | 6.5000%  | 0.0000% | $1269230.00        | $156730.49         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-09-20      | 6.5005%  | 0.0000% | $192307.00         | $17303.55          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-09-20      | 1.6011%  | 0.0000% | $14918139.00       | $355225.40         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 2.3011%  | 0.0000% | $18126000.00       | $518921.87         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | 7.0000%  | 0.0000% | $571428.00         | $29139.41          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | 2.1011%  | 0.0000% | $20000000.00       | $689745.71         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | 7.0001%  | 0.0000% | $578569.00         | $77764.17          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | 2.7811%  | 0.0000% | $25000000.00       | $1478478.35        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-12-20      | 6.5000%  | 0.0000% | $3822995.00        | $30414.86          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | 6.5000%  | 0.0000% | $1346154.00        | $87987.15          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-05-20      | 6.5000%  | 0.0000% | $1615385.00        | $30249.38          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-02-20      | 7.0000%  | 0.0000% | $5853856.00        | $161377.03         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 2.3011%  | 0.0000% | $48888889.00       | $1181448.07        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 0.0500%  | 0.0000% | $80448538.00       | $35126.84          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 0.0500%  | 0.0000% | $80448538.00       | $35126.84          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 0.0500%  | 0.0000% | $80448538.00       | $35126.84          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 0.0500%  | 0.0000% | $80448538.00       | $35126.84          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | 0.0500%  | 0.0000% | $48178998.00       | $19776.69          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 0.0500%  | 0.0000% | $9821002.00        | $27195.44          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | 0.0500%  | 0.0000% | $48178998.00       | $19776.69          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 0.0500%  | 0.0000% | $9821002.00        | $27195.44          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 7.0000%  | 0.0000% | $964285.00         | $109484.23         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 7.0000%  | 0.0000% | $2142857.00        | $358119.76         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 7.0000%  | 0.0000% | $214285.00         | $35719.20          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 1.3011%  | 0.0000% | $20000000.00       | $368123.64         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 7.0000%  | 0.0000% | $212856.00         | $26862.94          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 7.0000%  | 0.0000% | $716488.00         | $92144.33          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 5.5000%  | 0.0000% | $1000.00           | $1111.88           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 6.5000%  | 0.0000% | $384615.00         | $24022.98          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 7.0000%  | 0.0000% | $714285.00         | $123957.46         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 7.0000%  | 0.0000% | $357142.00         | $23668.56          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 7.0000%  | 0.0000% | $392856.00         | $42587.35          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 7.0000%  | 0.0000% | $1071428.00        | $115144.66         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 7.0000%  | 0.0000% | $714285.00         | $115062.92         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 1.4511%  | 0.0000% | $10000000.00       | $356184.72         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 1.6511%  | 0.0000% | $35000000.00       | $1648769.88        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 1.1011%  | 0.0000% | $10000000.00       | $301386.98         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 6.5000%  | 0.0000% | $323076.00         | $49921.00          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 6.0000%  | 0.0000% | $2500000.00        | $346338.25         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 2.9011%  | 0.0000% | $50000000.00       | $1627880.37        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 6.0000%  | 0.0000% | $1666666.00        | $28563.18          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-02-20      | 2.7511%  | 0.0000% | $90000000.00       | $1539777.14        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 6.5000%  | 0.0000% | $576923.00         | $105710.49         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 6.5000%  | 0.0000% | $1538461.00        | $191357.88         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 6.5000%  | 0.0000% | $576922.00         | $69973.17          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 6.5000%  | 0.0000% | $461538.00         | $75002.53          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 6.5000%  | 0.0000% | $1461536.00        | $177057.70         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 1.1011%  | 0.0000% | $30000000.00       | $1132901.19        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-07-20      | 6.0000%  | 0.0000% | $4861111.00        | $545344.69         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-01-20      | 6.0000%  | 0.0000% | $3668125.00        | $387090.36         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 6.0000%  | 0.0000% | $1125000.00        | $212017.52         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 6.0000%  | 0.0000% | $2145371.00        | $436847.22         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-05-20      | 6.0000%  | 0.0000% | $4625000.00        | $567713.07         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-07-20      | 6.0000%  | 0.0000% | $2916667.00        | $326799.87         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-10-20      | 5.5000%  | 0.0000% | $3689000.00        | $352998.57         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-10-20      | 2.5000%  | 0.0000% | $600000.00         | $61522.95          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-04-20      | 3.0000%  | 0.0000% | $2194063.00        | $102757.72         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-10-20      | N/A      | 0.0000% | $1139270.00        | $410863.55         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-11-20      | 2.5000%  | 0.0000% | $3234585.00        | $410594.83         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-11-20      | 6.0000%  | 0.0000% | $1088328.00        | $90357.93          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-11-20      | 2.0000%  | 0.0000% | $18539500.00       | $549490.23         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-11-20      | 2.0000%  | 0.0000% | $15052750.00       | $411765.42         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-06-20      | N/A      | 0.0000% | $370000.00         | $4655.56           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | N/A      | 0.0000% | $485000.00         | $775.71            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | 6.0000%  | 0.0000% | $2102342.00        | $90353.67          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-01-20      | 6.0000%  | 0.0000% | $17740444.00       | $1022659.57        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | N/A      | 0.0000% | $96000000.00       | $1395637.87        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | 2.0000%  | 0.0000% | $16896000.00       | $1005781.85        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | 1.5000%  | 0.0000% | $17972333.00       | $492513.64         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-20      | 2.5000%  | 0.0000% | $14432200.00       | $950866.67         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-01-20      | N/A      | 0.0000% | $118564246.00      | $1317965.30        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-01-20      | 2.5000%  | 0.0000% | $350000.00         | $21175.20          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-01-20      | 3.0000%  | 0.0000% | $8083332.00        | $491228.80         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-01-20      | 3.0000%  | 0.0000% | $1904166.00        | $179901.62         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-01-20      | N/A      | 0.0000% | $25000000.00       | $149671.76         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-01-20      | 4.0000%  | 0.0000% | $364517.00         | $296453.69         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-01-20      | 2.1511%  | 0.0000% | $50000000.00       | $800434.39         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2074-12-20      | 0.7143%  | 0.0000% | $19820000.00       | $1324785.05        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2075-01-20      | 0.5563%  | 0.0000% | $27380000.00       | $1593088.43        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2073-09-20      | 0.0090%  | 0.0000% | $77663932.00       | $26714.49          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2074-01-20      | 1.5586%  | 0.0000% | $64724603.00       | $806786.82         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-12-20      | 5.5000%  | 0.0000% | $11292000.00       | $955159.96         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-02-20      | 1.9757%  | 0.0000% | $850000.00         | $72453.32          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-11-20      | 2.7011%  | 0.0000% | $32000000.00       | $1328403.91        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-11-20      | 0.0011%  | 0.0000% | $25000000.00       | $177306.03         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-05-20      | 0.2011%  | 0.0000% | $36390000.00       | $779232.81         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-03-20      | N/A      | 0.0000% | $60000000.00       | $254544.36         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-02-20      | N/A      | 0.0000% | $10000000.00       | $112602.79         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-04-20      | N/A      | 0.0000% | $4000000.00        | $1468095.99        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-04-20      | N/A      | 0.0000% | $277777.00         | $17045.81          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-03-20      | N/A      | 0.0000% | $40315110.00       | $584161.66         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-03-20      | 5.5000%  | 0.0000% | $4206831.00        | $295708.16         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-03-20      | 5.5000%  | 0.0000% | $2144825.00        | $83963.20          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-03-20      | 6.0000%  | 0.0000% | $3691254.00        | $285840.52         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-12-20      | N/A      | 0.0000% | $10000000.00       | $1707.60           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-03-20      | N/A      | 0.0000% | $35701084.00       | $354362.71         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-01-20      | 3.0000%  | 0.0000% | $8333333.00        | $646971.44         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-06-25      | N/A      | 0.0000% | $50000000.00       | $3107.46           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-06-25      | 0.1500%  | 0.0000% | $81760575.00       | $161247.79         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2048-12-25      | 6.0000%  | 0.0000% | $1639442.00        | $54967.44          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-06-25      | 0.0500%  | 0.0000% | $20000000.00       | $13903.39          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-06-25      | 0.0500%  | 0.0000% | $44000000.00       | $30481.02          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-07-25      | 0.3000%  | 0.0000% | $1000000.00        | $4261.94           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-07-25      | 1.8282%  | 0.0000% | $50787234.00       | $2953859.46        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-07-25      | 0.0800%  | 0.0000% | $25000000.00       | $25647.75          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-07-25      | 0.1000%  | 0.0000% | $25000000.00       | $34023.70          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-07-25      | 2.4782%  | 0.0000% | $10000000.00       | $669453.17         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-07-25      | 0.0500%  | 0.0000% | $2000000.00        | $3197.65           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-07-25      | 2.9782%  | 0.0000% | $42760023.00       | $2119477.25        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-07-25      | 6.0000%  | 0.0000% | $2000000.00        | $220859.70         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-07-25      | 0.0500%  | 0.0000% | $18000000.00       | $13775.19          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-08-25      | 1.8782%  | 0.0000% | $58934737.00       | $3657980.64        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-08-25      | 1.7282%  | 0.0000% | $10625546.00       | $458808.20         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-05-25      | 6.5000%  | 0.0000% | $6640923.00        | $995646.92         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-08-25      | 1.0282%  | 0.0000% | $47400308.00       | $574521.41         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-08-25      | 0.1000%  | 0.0000% | $25000000.00       | $18736.18          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-08-25      | 0.0500%  | 0.0000% | $20500308.00       | $7681.94           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-08-25      | 0.0500%  | 0.0000% | $22000308.00       | $8244.02           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-09-25      | 0.2000%  | 0.0000% | $35000000.00       | $77271.39          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-09-25      | 0.0500%  | 0.0000% | $25000000.00       | $13548.41          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-09-25      | 0.0500%  | 0.0000% | $39000000.00       | $41447.37          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2049-03-15      | 4.5000%  | 0.0000% | $549928.00         | $81235.59          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-10-25      | 6.0000%  | 0.0000% | $3208976.00        | $544737.62         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-09-25      | 6.0000%  | 0.0000% | $1888374.00        | $376750.49         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-10-25      | 1.8782%  | 0.0000% | $92208232.00       | $3215603.66        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-10-25      | 0.5282%  | 0.0000% | $26136191.00       | $450754.05         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-10-25      | 1.4482%  | 0.0000% | $28433000.00       | $686285.46         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2035-03-25      | 6.0000%  | 0.0000% | $5014375.00        | $567816.57         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-10-25      | 6.5000%  | 0.0000% | $465568.00         | $42260.36          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-10-25      | 5.0000%  | 0.0000% | $153176.00         | $28496.29          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2048-07-25      | 5.0000%  | 0.0000% | $128000.00         | $16538.76          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-11-25      | 0.3282%  | 0.0000% | $74139548.00       | $1304357.96        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-11-25      | 1.1782%  | 0.0000% | $70118899.00       | $1250163.81        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-11-25      | 0.8282%  | 0.0000% | $45319000.00       | $1159232.52        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-11-25      | 0.0500%  | 0.0000% | $30000000.00       | $40580.82          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-12-25      | 6.0000%  | 0.0000% | $3333333.00        | $596624.35         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-12-25      | 0.0500%  | 0.0000% | $60000000.00       | $38135.65          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-12-25      | 1.0782%  | 0.0000% | $290500000.00      | $6184130.02        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-12-25      | 0.9782%  | 0.0000% | $50000000.00       | $616199.42         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-12-25      | 0.1500%  | 0.0000% | $25000000.00       | $50201.20          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-12-25      | 0.0500%  | 0.0000% | $14000000.00       | $8870.17           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-12-25      | 0.0500%  | 0.0000% | $100000000.00      | $67788.06          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-12-25      | 0.1000%  | 0.0000% | $4000000.00        | $5514.75           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-12-25      | 0.0500%  | 0.0000% | $65193744.00       | $54896.61          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-02-20      | 0.0046%  | 0.0000% | $58002227.00       | $47.19             | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-03-20      | 1.9080%  | 0.0000% | $110462842.00      | $636704.04         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-01-20      | 2.5891%  | 0.0000% | $1497000.00        | $29541.87          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-07-20      | 1.6240%  | 0.0000% | $13365000.00       | $58762.72          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-02-20      | 2.4555%  | 0.0000% | $26450000.00       | $394871.75         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-02-20      | 2.3470%  | 0.0000% | $47207427.00       | $322736.27         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-06-20      | 1.9878%  | 0.0000% | $40272922.00       | $217730.71         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-07-20      | 2.1831%  | 0.0000% | $18947000.00       | $89375.37          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-07-20      | 1.9553%  | 0.0000% | $41274792.00       | $200471.60         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-08-20      | 1.8252%  | 0.0000% | $50000001.00       | $314157.16         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-08-20      | 2.1312%  | 0.0000% | $13345000.00       | $116003.03         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-02-20      | 1.4872%  | 0.0000% | $121565875.00      | $274016.16         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-03-20      | 1.9533%  | 0.0000% | $22783581.00       | $137839.05         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-09-20      | 2.0641%  | 0.0000% | $100000000.00      | $652154.24         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-08-20      | 1.7509%  | 0.0000% | $96882694.00       | $201430.04         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-09-20      | 2.0896%  | 0.0000% | $4585000.00        | $26375.69          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-01-20      | 1.8401%  | 0.0000% | $35000000.00       | $59650.57          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-05-20      | 5.5000%  | 0.0000% | $525000.00         | $19758.63          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-03-20      | 4.5000%  | 0.0000% | $9820000.00        | $71154.75          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-03-20      | 2.3074%  | 0.0000% | $87067583.00       | $111646.21         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-08-16      | 2.5766%  | 0.0000% | $35487118.00       | $204681.96         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-04-20      | 2.4057%  | 0.0000% | $5957000.00        | $23353.15          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2060-04-20      | 2.3478%  | 0.0000% | $12830316.00       | $220.95            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2039-03-20      | 5.1220%  | 0.0000% | $3000000.00        | $108.44            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2040-12-20      | 1.9457%  | 0.0000% | $5970310.00        | $73791.87          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2026-10-16      | 4.0000%  | 0.0000% | $900000.00         | $15.98             | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-01-16      | 0.3462%  | 0.0000% | $50710000.00       | $75434.75          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-16      | 0.6937%  | 0.0000% | $10010000.00       | $41391.36          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-11-16      | 0.4407%  | 0.0000% | $60000000.00       | $65344.01          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-16      | 0.5131%  | 0.0000% | $14686909.00       | $21296.59          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-16      | 0.5911%  | 0.0000% | $151310000.00      | $249955.94         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-10-16      | N/A      | 0.0000% | $2000000.00        | $1.96              | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-08-16      | 0.2666%  | 0.0000% | $31600000.00       | $29865.24          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-01-16      | N/A      | 0.0000% | $16751815.00       | $2477.29           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-01-16      | 0.6339%  | 0.0000% | $72040000.00       | $178563.15         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-16      | 0.1072%  | 0.0000% | $176495000.00      | $71984.64          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-16      | 0.0003%  | 0.0000% | $17200000.00       | $22.71             | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-16      | 0.1743%  | 0.0000% | $7233000.00        | $12441.36          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-12-16      | 0.6072%  | 0.0000% | $41095000.00       | $98430.52          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-04-16      | 0.1990%  | 0.0000% | $90888774.00       | $46502.23          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-06-16      | N/A      | 0.0000% | $45000000.00       | $19.43             | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-16      | 0.1655%  | 0.0000% | $45683000.00       | $27001.57          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-04-16      | N/A      | 0.0000% | $51507067.00       | $29.54             | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-03-25      | 1.5000%  | 0.0000% | $3386667.00        | $54868.89          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2028-03-25      | 0.8557%  | 0.0000% | $6445000.00        | $62961.10          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-07-25      | 2.0000%  | 0.0000% | $100000.00         | $3606.34           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-07-25      | N/A      | 0.0000% | $10000000.00       | $25106.26          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-06-25      | 1.5000%  | 0.0000% | $3582500.00        | $93149.58          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2049-04-25      | 1.5000%  | 0.0000% | $7208741.00        | $134838.00         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2049-04-25      | 1.5000%  | 0.0000% | $6312704.00        | $118026.59         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-08-25      | 1.5000%  | 0.0000% | $1355833.00        | $28548.71          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-08-25      | 1.5000%  | 0.0000% | $1000000.00        | $21014.14          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-07-25      | 2.0000%  | 0.0000% | $23225500.00       | $1261010.27        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2045-09-25      | 1.7524%  | 0.0000% | $6389030.00        | $616307.75         | Agency Mortgage-Backed Securities         |
| Federal Home Loan Mortgage Corp.         | 2050-10-25      | 2.0000%  | 0.0000% | $9368625.00        | $355042.80         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-04-25      | 1.5000%  | 0.0000% | $1941667.00        | $64495.21          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-04-25      | 1.5000%  | 0.0000% | $5582999.00        | $185447.19         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-09-25      | 2.0000%  | 0.0000% | $1069375.00        | $38301.51          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-10-25      | 2.0000%  | 0.0000% | $2067500.00        | $85770.33          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-11-25      | 2.0000%  | 0.0000% | $49115750.00       | $3489808.31        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-08-25      | 0.7177%  | 0.0000% | $400000.00         | $113697.59         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2045-10-25      | N/A      | 0.0000% | $7240773.00        | $284704.87         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-12-25      | 2.0000%  | 0.0000% | $4544250.00        | $316132.30         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-12-25      | N/A      | 0.0000% | $22038475.00       | $426012.48         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-12-25      | 4.0000%  | 0.0000% | $1000000.00        | $550119.56         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-11-25      | 2.0000%  | 0.0000% | $3756000.00        | $178180.57         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2049-11-25      | 3.5000%  | 0.0000% | $135714.00         | $9510.35           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-02-25      | N/A      | 0.0000% | $240000.00         | $5655.87           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2032-03-25      | 0.4507%  | 0.0000% | $7000000.00        | $140918.08         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2032-04-25      | 0.4977%  | 0.0000% | $180000000.00      | $4187758.14        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2032-06-25      | 0.3525%  | 0.0000% | $107116213.00      | $1638102.35        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2049-06-25      | 3.6867%  | 0.0000% | $1250000.00        | $241229.25         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2032-06-25      | 0.4994%  | 0.0000% | $40200000.00       | $917222.80         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-08-25      | N/A      | 0.0000% | $10746342.00       | $9.11              | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-08-25      | 4.0000%  | 0.0000% | $2180131.00        | $1535513.49        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-08-25      | 3.5000%  | 0.0000% | $29027034.00       | $22088437.12       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-01-25      | 3.9078%  | 0.0000% | $974273.00         | $481746.14         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-09-25      | 1.6282%  | 0.0000% | $30769235.00       | $1133784.49        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-11-25      | 7.0000%  | 0.0000% | $357141.00         | $39808.95          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-01-25      | 7.5000%  | 0.0000% | $898802.00         | $69398.52          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-01-25      | 2.3282%  | 0.0000% | $15000000.00       | $613561.54         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-01-25      | 1.5779%  | 0.0000% | $29850000.00       | $873301.66         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2046-12-15      | 1.2541%  | 0.0000% | $22833470.00       | $948762.57         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-02-25      | 6.0000%  | 0.0000% | $1997638.00        | $220807.49         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-02-25      | 7.0000%  | 0.0000% | $10168993.00       | $1247631.99        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-03-25      | 6.5000%  | 0.0000% | $7301500.00        | $816787.76         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-03-25      | 6.5000%  | 0.0000% | $28277076.00       | $3878106.17        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-03-25      | 1.6282%  | 0.0000% | $59474698.00       | $2160073.16        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-03-25      | 1.0782%  | 0.0000% | $25000000.00       | $642668.86         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-03-25      | 2.9282%  | 0.0000% | $60000000.00       | $2724086.47        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-03-25      | 2.2782%  | 0.0000% | $30254955.00       | $1169441.39        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-03-25      | 6.5000%  | 0.0000% | $184615.00         | $18073.57          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-04-25      | 0.0500%  | 0.0000% | $87654791.00       | $47217.05          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-04-25      | 0.0500%  | 0.0000% | $5000000.00        | $2693.35           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-04-25      | 3.0782%  | 0.0000% | $43000000.00       | $2500414.43        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-04-25      | 0.1000%  | 0.0000% | $52441115.00       | $44688.88          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-04-25      | 0.2000%  | 0.0000% | $15000000.00       | $50169.56          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-04-25      | 0.1000%  | 0.0000% | $1000000.00        | $1487.63           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-05-25      | 1.2782%  | 0.0000% | $25000000.00       | $736249.34         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-05-25      | 1.2282%  | 0.0000% | $60000000.00       | $1612195.72        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-05-25      | 0.8282%  | 0.0000% | $20000000.00       | $546508.89         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-05-25      | 0.2000%  | 0.0000% | $10000000.00       | $33940.40          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-05-25      | 0.1000%  | 0.0000% | $10000000.00       | $13897.42          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-05-25      | 0.0500%  | 0.0000% | $15000000.00       | $21930.44          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-05-25      | 0.0500%  | 0.0000% | $1000000.00        | $950.72            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-05-25      | 6.5000%  | 0.0000% | $2599846.00        | $378720.98         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2027-10-15      | 3.0000%  | 0.0000% | $4594014.00        | $1590.61           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2043-04-15      | 4.5000%  | 0.0000% | $33732666.00       | $1963.74           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2043-04-15      | 3.5000%  | 0.0000% | $4712487.00        | $64037.00          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2043-08-15      | 3.0000%  | 0.0000% | $1800000.00        | $1063287.12        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2027-06-15      | 3.5000%  | 0.0000% | $1600000.00        | $132.63            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2043-12-15      | 3.0000%  | 0.0000% | $100000.00         | $103577.11         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2044-02-15      | 3.0000%  | 0.0000% | $100000.00         | $96681.12          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2043-04-15      | 4.0000%  | 0.0000% | $100000.00         | $6.19              | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2044-03-15      | 3.0000%  | 0.0000% | $100000.00         | $116431.68         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2044-03-15      | 3.0000%  | 0.0000% | $100000.00         | $88764.78          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2043-11-15      | 4.5000%  | 0.0000% | $19622220.00       | $6255.69           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2043-01-15      | 2.0000%  | 0.0000% | $500000.00         | $560859.64         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2039-12-15      | 1.8102%  | 0.0000% | $101180763.00      | $291990.33         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2044-09-15      | 3.0000%  | 0.0000% | $500000.00         | $643620.82         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2044-09-15      | 4.0000%  | 0.0000% | $42584000.00       | $376849.53         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2032-07-15      | 3.5000%  | 0.0000% | $36552141.00       | $126.05            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-09-15      | 4.0000%  | 0.0000% | $250000.00         | $366217.27         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2041-04-15      | 1.7847%  | 0.0000% | $801316.00         | $2429.17           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2045-01-15      | 4.0000%  | 0.0000% | $41186629.00       | $563603.34         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2045-01-15      | 4.0000%  | 0.0000% | $14160125.00       | $117551.08         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2045-06-15      | 3.5000%  | 0.0000% | $1381184.00        | $1739115.54        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2044-06-15      | 5.0000%  | 0.0000% | $3700300.00        | $3945.54           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2029-07-15      | 3.5000%  | 0.0000% | $1500000.00        | $56.11             | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2046-04-15      | 4.0000%  | 0.0000% | $38065500.00       | $505640.47         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2038-01-15      | 1.6712%  | 0.0000% | $2700000.00        | $10909.78          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2040-09-15      | 1.6451%  | 0.0000% | $105496846.00      | $937598.30         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2045-11-15      | 4.0000%  | 0.0000% | $23334500.00       | $193716.51         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2045-12-15      | 4.5000%  | 0.0000% | $43363802.00       | $376208.85         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2038-12-15      | 1.7115%  | 0.0000% | $71407604.00       | $656985.35         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2044-08-15      | 4.5000%  | 0.0000% | $14601203.00       | $419887.85         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2026-12-25      | 0.3993%  | 0.0000% | $32110000.00       | $84206.24          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2047-03-15      | 4.0000%  | 0.0000% | $16768000.00       | $285796.71         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2033-08-15      | 1.5876%  | 0.0000% | $73541048.00       | $461837.49         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2047-08-15      | 1.8700%  | 0.0000% | $69118725.00       | $820515.51         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2044-07-15      | 1.8988%  | 0.0000% | $60881642.00       | $726575.14         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2030-09-25      | 1.0148%  | 0.0000% | $2368000.00        | $86653.34          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2030-11-25      | 0.9599%  | 0.0000% | $19829000.00       | $705712.15         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2030-10-25      | 1.1106%  | 0.0000% | $534000.00         | $21004.76          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2030-12-25      | 0.8549%  | 0.0000% | $2000000.00        | $63027.87          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2030-12-25      | 0.8054%  | 0.0000% | $34788000.00       | $1065473.85        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2047-06-15      | 4.0000%  | 0.0000% | $2724812.00        | $46196.82          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2045-09-15      | 4.0000%  | 0.0000% | $13582636.00       | $21606.18          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2027-12-25      | 0.4869%  | 0.0000% | $7384000.00        | $49616.91          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-03-25      | 2.5000%  | 0.0000% | $200000.00         | $23458.84          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2031-01-25      | 0.4013%  | 0.0000% | $6230000.00        | $84497.58          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2048-12-15      | 4.5000%  | 0.0000% | $1500000.00        | $654712.92         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2033-11-25      | 0.2722%  | 0.0000% | $44717000.00       | $328985.37         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2037-04-15      | 1.9400%  | 0.0000% | $46189538.00       | $817728.22         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2029-02-25      | 0.8527%  | 0.0000% | $34000000.00       | $709397.46         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2026-07-25      | 1.3815%  | 0.0000% | $1100000.00        | $5119.85           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2049-10-25      | 3.5000%  | 0.0000% | $8567142.00        | $281194.54         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2038-08-15      | 1.9217%  | 0.0000% | $36240765.00       | $736067.76         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2029-10-25      | 0.9392%  | 0.0000% | $33800000.00       | $933299.55         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2029-11-25      | 0.7509%  | 0.0000% | $2420000.00        | $52625.69          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-02-25      | 1.8637%  | 0.0000% | $590000.00         | $22551.61          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2030-01-25      | 1.2276%  | 0.0000% | $1550000.00        | $57260.45          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2042-08-25      | 0.0820%  | 0.0000% | $9719789.00        | $91408.16          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2030-04-25      | 1.7547%  | 0.0000% | $196680334.00      | $10944775.98       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2039-01-15      | 1.7647%  | 0.0000% | $30143347.00       | $920217.17         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2030-07-25      | 1.5146%  | 0.0000% | $1411000.00        | $74148.47          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2030-06-25      | 1.2218%  | 0.0000% | $88898767.00       | $3718525.01        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-10-25      | N/A      | 0.0000% | $350000.00         | $6977.99           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2031-01-25      | 0.4117%  | 0.0000% | $49886810.00       | $643412.93         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-07-25      | 2.0000%  | 0.0000% | $974988.00         | $773894.62         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-05-25      | 1.5000%  | 0.0000% | $1433333.00        | $34856.51          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-01-25      | 2.0000%  | 0.0000% | $8669750.00        | $178837.67         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2068-01-20      | 2.6453%  | 0.0000% | $21066040.00       | $491603.77         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-08-20      | 2.3338%  | 0.0000% | $25812000.00       | $366666.49         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-04-20      | 1.6087%  | 0.0000% | $33431422.00       | $49697.46          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-05-20      | 1.5774%  | 0.0000% | $20108000.00       | $88760.20          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-10-20      | 2.2130%  | 0.0000% | $500000.00         | $4400.14           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-07-20      | 1.6502%  | 0.0000% | $67120667.00       | $82993.14          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-10-20      | 1.6114%  | 0.0000% | $1183000.00        | $4406.64           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-09-20      | 1.5428%  | 0.0000% | $1500000.00        | $2211.03           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-10-20      | 2.4652%  | 0.0000% | $19428364.00       | $110458.98         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-03-20      | 1.9372%  | 0.0000% | $80000000.00       | $341133.40         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-03-20      | 2.0275%  | 0.0000% | $46268225.00       | $300044.95         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-04-20      | 2.1824%  | 0.0000% | $9000000.00        | $69339.66          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-04-20      | 1.9566%  | 0.0000% | $50000000.00       | $373884.85         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-11-20      | 2.4333%  | 0.0000% | $1704000.00        | $11024.24          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-01-20      | 2.2575%  | 0.0000% | $4410000.00        | $30948.78          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2039-09-20      | 4.5000%  | 0.0000% | $500000.00         | $70353.32          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-09-16      | N/A      | 0.0000% | $194494000.00      | $162.61            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2042-10-16      | 0.1583%  | 0.0000% | $188550000.00      | $13.80             | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-03-16      | N/A      | 0.0000% | $200000000.00      | $63344.71          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-11-16      | N/A      | 0.0000% | $252124239.00      | $47.29             | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-11-16      | N/A      | 0.0000% | $41268846.00       | $6.06              | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-04-16      | 0.5301%  | 0.0000% | $41255000.00       | $6003.24           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-06-16      | 0.3953%  | 0.0000% | $303515873.00      | $20020.80          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-03-16      | N/A      | 0.0000% | $200000000.00      | $4.94              | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-03-16      | N/A      | 0.0000% | $290558680.00      | $0.30              | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-05-16      | 0.3000%  | 0.0000% | $49244404.00       | $1454.71           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-06-16      | 0.0102%  | 0.0000% | $24000000.00       | $51.68             | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-04-16      | N/A      | 0.0000% | $25000000.00       | $6.03              | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-04-16      | N/A      | 0.0000% | $210603879.00      | $183.13            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-11-16      | N/A      | 0.0000% | $50000000.00       | $10945.44          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-06-16      | 2.0766%  | 0.0000% | $15401000.00       | $13678.50          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-02-16      | 2.0266%  | 0.0000% | $885000.00         | $32149.88          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-01-20      | 3.5000%  | 0.0000% | $30406879.00       | $163366.86         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-05-20      | 0.8747%  | 0.0000% | $41106136.00       | $20529.42          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-09-20      | 2.2142%  | 0.0000% | $4500000.00        | $51135.88          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-10-20      | 2.1897%  | 0.0000% | $40081161.00       | $149487.58         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-10-20      | 2.1476%  | 0.0000% | $2828000.00        | $24416.43          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-04-20      | 1.9872%  | 0.0000% | $2643000.00        | $19194.51          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-10-20      | 1.8797%  | 0.0000% | $42276735.00       | $191539.84         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-06-20      | 1.8678%  | 0.0000% | $6434000.00        | $50819.59          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-08-20      | 1.9548%  | 0.0000% | $1036000.00        | $8944.31           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-09-20      | 1.8677%  | 0.0000% | $38214880.00       | $236011.56         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-09-20      | 2.0888%  | 0.0000% | $208000.00         | $4257.91           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-10-20      | 1.7517%  | 0.0000% | $1157000.00        | $6400.86           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-10-20      | 1.8059%  | 0.0000% | $9026000.00        | $64548.82          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-10-20      | 1.7964%  | 0.0000% | $9850000.00        | $55743.89          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-10-20      | 1.8846%  | 0.0000% | $22838000.00       | $114342.84         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-08-20      | 4.9004%  | 0.0000% | $1700000.00        | $2235.04           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-11-20      | 1.6654%  | 0.0000% | $25487149.00       | $186129.65         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-09-20      | 1.9818%  | 0.0000% | $19007000.00       | $17016.13          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-11-20      | 1.7291%  | 0.0000% | $7179000.00        | $51037.89          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-12-20      | 1.8331%  | 0.0000% | $107060003.00      | $858408.91         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-01-20      | 1.9980%  | 0.0000% | $10143000.00       | $76417.37          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-12-20      | 2.0287%  | 0.0000% | $3636000.00        | $15180.01          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-01-20      | 1.8107%  | 0.0000% | $116481213.00      | $664840.02         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-12-20      | 2.1721%  | 0.0000% | $62614494.00       | $495927.51         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-12-20      | 2.1412%  | 0.0000% | $36772864.00       | $330991.58         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-02-20      | 1.7346%  | 0.0000% | $76467000.00       | $262532.10         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-07-20      | 2.3746%  | 0.0000% | $947000.00         | $1472.45           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-03-16      | 0.9076%  | 0.0000% | $35100000.00       | $3075.06           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-16      | 0.1199%  | 0.0000% | $17467174.00       | $7150.80           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-03-16      | 0.3495%  | 0.0000% | $8648000.00        | $9099.69           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-16      | 0.0002%  | 0.0000% | $24000000.00       | $5.07              | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-08-16      | 0.0817%  | 0.0000% | $182710000.00      | $10318.65          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-09-16      | 0.3252%  | 0.0000% | $32233402.00       | $32750.32          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2042-03-20      | 1.9757%  | 0.0000% | $15927823.00       | $210497.83         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2042-05-20      | 1.4257%  | 0.0000% | $5224358.00        | $53061.71          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-03-20      | 4.5000%  | 0.0000% | $39450000.00       | $525847.03         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-16      | 0.7914%  | 0.0000% | $187842399.00      | $62429.59          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-10-16      | 0.0644%  | 0.0000% | $50000000.00       | $14426.55          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-11-16      | 0.2105%  | 0.0000% | $7787000.00        | $3110.56           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-16      | 0.6985%  | 0.0000% | $83000000.00       | $248873.78         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-16      | 0.4835%  | 0.0000% | $6230000.00        | $1794.16           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-04-16      | 0.3081%  | 0.0000% | $2570000.00        | $3337.85           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-10-16      | 1.3210%  | 0.0000% | $4700000.00        | $32950.35          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-03-16      | 0.5021%  | 0.0000% | $69800000.00       | $30190.79          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-16      | N/A      | 0.0000% | $38345000.00       | $103.47            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-16      | 0.0509%  | 0.0000% | $14480000.00       | $3555.66           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-16      | 0.1067%  | 0.0000% | $15240000.00       | $4767.57           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-07-20      | 1.9511%  | 0.0000% | $50000000.00       | $956334.93         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-07-20      | 2.5511%  | 0.0000% | $21555943.00       | $1637379.95        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-07-20      | 5.5000%  | 0.0000% | $909090.00         | $151371.43         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-07-20      | 2.6011%  | 0.0000% | $50000000.00       | $1366861.34        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-02-16      | 0.6580%  | 0.0000% | $30000000.00       | $1808030.35        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 0.6000%  | 0.0000% | $12666667.00       | $121908.09         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 0.1000%  | 0.0000% | $120500000.00      | $282659.13         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-08-20      | 0.0500%  | 0.0000% | $20000000.00       | $15433.40          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-08-20      | 0.0800%  | 0.0000% | $65000000.00       | $31560.95          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 1.9811%  | 0.0000% | $50000000.00       | $932862.59         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-09-20      | 2.5511%  | 0.0000% | $215000.00         | $26921.74          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 2.0511%  | 0.0000% | $20000000.00       | $409520.03         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-07-20      | N/A      | 0.0000% | $1000000.00        | $330456.00         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 6.5000%  | 0.0000% | $1538461.00        | $170631.45         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 6.5000%  | 0.0000% | $115384.00         | $13110.92          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-01-20      | 4.0000%  | 0.0000% | $63366.00          | $8489.75           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-09-20      | 5.0000%  | 0.0000% | $363189.00         | $50505.73          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-10-20      | 4.5000%  | 0.0000% | $1500000.00        | $214881.25         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 6.0000%  | 0.0000% | $149997.00         | $13079.63          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 6.0000%  | 0.0000% | $22938.00          | $1823.02           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 6.0000%  | 0.0000% | $689583.00         | $28340.16          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-20      | 6.0000%  | 0.0000% | $250000.00         | $41462.50          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2038-12-20      | 5.5000%  | 0.0000% | $2581364.00        | $26403.53          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 2.2511%  | 0.0000% | $10000000.00       | $406866.65         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 0.0500%  | 0.0000% | $61000000.00       | $72185.86          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-09-20      | 1.3311%  | 0.0000% | $90000000.00       | $1733693.37        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 6.5000%  | 0.0000% | $300000.00         | $356356.14         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-07-20      | 6.5000%  | 0.0000% | $649436.00         | $120367.79         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 5.5000%  | 0.0000% | $794909.00         | $273052.04         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-05-20      | 5.5000%  | 0.0000% | $3750545.00        | $331370.01         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 0.0500%  | 0.0000% | $90000000.00       | $53018.30          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 0.7511%  | 0.0000% | $60000000.00       | $1382367.09        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 0.0500%  | 0.0000% | $120000000.00      | $170562.28         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 6.5000%  | 0.0000% | $113000.00         | $132188.87         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 0.0500%  | 0.0000% | $20000000.00       | $16831.04          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 0.1000%  | 0.0000% | $20000000.00       | $33648.49          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 0.1000%  | 0.0000% | $200000000.00      | $206122.26         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 1.1011%  | 0.0000% | $25000000.00       | $388407.63         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 0.0500%  | 0.0000% | $5000000.00        | $2231.27           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 0.0300%  | 0.0000% | $40000000.00       | $12580.17          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 0.1000%  | 0.0000% | $10000000.00       | $10965.68          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | 0.7000%  | 0.0000% | $17420707.00       | $193774.10         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 0.0500%  | 0.0000% | $9447191.00        | $10974.18          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 0.0500%  | 0.0000% | $140552809.00      | $192152.49         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 6.0000%  | 0.0000% | $3750000.00        | $97355.12          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-10-20      | 0.1500%  | 0.0000% | $25000000.00       | $57155.21          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-10-20      | 0.0500%  | 0.0000% | $124056268.00      | $94562.95          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-10-20      | 0.0500%  | 0.0000% | $124800000.00      | $95129.86          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-10-20      | 0.0500%  | 0.0000% | $25000000.00       | $21517.01          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 0.0300%  | 0.0000% | $150000000.00      | $79876.23          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-12-20      | 1.2011%  | 0.0000% | $25000000.00       | $865657.74         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-12-20      | 0.0500%  | 0.0000% | $4390353.00        | $4206.26           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-12-20      | 0.1000%  | 0.0000% | $15090512.00       | $33601.26          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-12-20      | 0.1000%  | 0.0000% | $130000000.00      | $151211.94         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-12-20      | 0.4511%  | 0.0000% | $45000000.00       | $710067.86         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-12-20      | 0.1000%  | 0.0000% | $20000000.00       | $34453.50          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-12-20      | 0.0500%  | 0.0000% | $75000000.00       | $31901.44          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-12-20      | 0.0200%  | 0.0000% | $70000000.00       | $14231.71          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-12-20      | 0.1500%  | 0.0000% | $25000000.00       | $32769.89          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-12-20      | 0.1400%  | 0.0000% | $55000000.00       | $80474.70          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-12-20      | 0.0500%  | 0.0000% | $50000000.00       | $32620.88          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-20      | 0.2365%  | 0.0000% | $250240633.00      | $576267.90         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2035-11-20      | 5.5000%  | 0.0000% | $1485455.00        | $244692.52         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 0.0500%  | 0.0000% | $30000000.00       | $34624.61          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 0.0500%  | 0.0000% | $100000000.00      | $90188.29          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 0.0500%  | 0.0000% | $40000000.00       | $61677.33          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 1.1011%  | 0.0000% | $45000000.00       | $958225.62         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 1.1011%  | 0.0000% | $50000000.00       | $1427132.03        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 1.8511%  | 0.0000% | $22500000.00       | $1342476.99        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 1.7511%  | 0.0000% | $20552847.00       | $1167707.27        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 1.1511%  | 0.0000% | $30000000.00       | $1266368.79        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-07-20      | 0.4011%  | 0.0000% | $50000000.00       | $1345919.42        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 0.0400%  | 0.0000% | $25000000.00       | $11704.53          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 0.0200%  | 0.0000% | $137291000.00      | $44542.33          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 0.0400%  | 0.0000% | $25000000.00       | $12034.51          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 0.0500%  | 0.0000% | $50000000.00       | $30439.92          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 6.5000%  | 0.0000% | $826923.00         | $51079.76          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-03-20      | 5.5000%  | 0.0000% | $1818182.00        | $224479.08         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-09-20      | 6.5000%  | 0.0000% | $673077.00         | $25580.30          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 6.5000%  | 0.0000% | $1353846.00        | $80314.84          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-11-20      | 6.5000%  | 0.0000% | $1534615.00        | $34478.23          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 0.0500%  | 0.0000% | $250000000.00      | $119780.28         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 0.0500%  | 0.0000% | $220000000.00      | $105406.64         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 0.4511%  | 0.0000% | $50000000.00       | $639957.71         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 0.1300%  | 0.0000% | $250000000.00      | $321365.40         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 0.1000%  | 0.0000% | $30000000.00       | $29656.20          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 0.0200%  | 0.0000% | $100000000.00      | $19770.78          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 0.0400%  | 0.0000% | $25000000.00       | $9885.39           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 0.0500%  | 0.0000% | $25000000.00       | $15358.52          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 0.0500%  | 0.0000% | $50000000.00       | $31130.88          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 6.0000%  | 0.0000% | $1400000.00        | $1207097.20        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 0.0500%  | 0.0000% | $10000000.00       | $7336.33           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 0.0800%  | 0.0000% | $10000000.00       | $14932.52          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 0.0200%  | 0.0000% | $15000000.00       | $4399.40           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 0.0500%  | 0.0000% | $50000000.00       | $36681.66          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-02-20      | 0.0500%  | 0.0000% | $200000000.00      | $143684.06         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 0.1000%  | 0.0000% | $40000000.00       | $39920.98          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 6.0000%  | 0.0000% | $2500000.00        | $422737.61         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 5.5000%  | 0.0000% | $9090909.00        | $1659735.74        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2036-02-20      | 6.0000%  | 0.0000% | $1383375.00        | $289486.31         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2036-02-20      | 6.0000%  | 0.0000% | $479833.00         | $78515.01          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 6.5000%  | 0.0000% | $1611586.00        | $247270.60         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2035-12-20      | 5.5000%  | 0.0000% | $1180189.00        | $221763.94         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 6.0000%  | 0.0000% | $293750.00         | $29365.76          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 0.0500%  | 0.0000% | $50000000.00       | $49358.65          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 0.1200%  | 0.0000% | $21330000.00       | $57851.46          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 0.0200%  | 0.0000% | $20000000.00       | $8806.70           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 1.2011%  | 0.0000% | $30000000.00       | $1313111.85        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 1.3011%  | 0.0000% | $30000000.00       | $1374102.33        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 0.1000%  | 0.0000% | $30000000.00       | $79889.85          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 0.0511%  | 0.0000% | $40000000.00       | $357313.02         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 0.7500%  | 0.0000% | $27111106.00       | $272179.67         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 0.1500%  | 0.0000% | $20000000.00       | $39968.30          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 10.0000% | 0.0000% | $1600000.00        | $1607489.99        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 0.3811%  | 0.0000% | $40000000.00       | $927203.23         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 0.0500%  | 0.0000% | $21000000.00       | $29275.42          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 0.1000%  | 0.0000% | $20000000.00       | $69505.13          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 0.0900%  | 0.0000% | $100000000.00      | $233963.06         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 0.3500%  | 0.0000% | $58805445.00       | $534413.43         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 6.0000%  | 0.0000% | $1285153.00        | $1326864.96        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 7.0000%  | 0.0000% | $97516.00          | $110538.28         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-10-20      | 4.9489%  | 0.0000% | $10000.00          | $9763.52           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-10-20      | 7.0000%  | 0.0000% | $987000.00         | $998239.51         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-10-20      | 5.0489%  | 0.0000% | $6000.00           | $5940.46           | Agency Collateralized Mortgage Obligation |
| U.S. Treasury Note                       | 2029-11-15      | 1.7500%  | 0.0000% | $100.00            | $93.64             | U.S. Treasuries (including strips)        |
| Government National Mortgage Association | 2047-11-16      | 0.1304%  | 0.0000% | $20130000.00       | $7835.34           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-16      | 0.2274%  | 0.0000% | $2550000.00        | $8145.66           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-12-16      | 0.4883%  | 0.0000% | $974000.00         | $512.33            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-11-16      | 0.6835%  | 0.0000% | $31620000.00       | $87753.84          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-16      | N/A      | 0.0000% | $248116522.00      | $274.90            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-05-16      | N/A      | 0.0000% | $100000000.00      | $138.44            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-02-16      | 1.0042%  | 0.0000% | $1840000.00        | $1541.16           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-16      | 0.5872%  | 0.0000% | $7250000.00        | $37518.76          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-16      | N/A      | 0.0000% | $160000000.00      | $446.37            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-16      | N/A      | 0.0000% | $174273490.00      | $213.52            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-09-16      | 0.5934%  | 0.0000% | $70404789.00       | $169114.79         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-02-16      | 0.1644%  | 0.0000% | $32327393.00       | $5540.71           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-10-16      | 0.0311%  | 0.0000% | $186970000.00      | $2110.22           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-06-16      | 0.0254%  | 0.0000% | $150896202.00      | $6969.22           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-12-20      | 1.9757%  | 0.0000% | $24000000.00       | $166938.43         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-05-16      | 4.5000%  | 0.0000% | $31800000.00       | $17051.39          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-05-20      | 3.0000%  | 0.0000% | $775000.00         | $1036919.00        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-05-20      | 3.5000%  | 0.0000% | $1700000.00        | $37548.26          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-11-20      | 2.0757%  | 0.0000% | $13861142.00       | $18390.83          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-12-20      | 1.6595%  | 0.0000% | $3154000.00        | $15011.78          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-02-20      | 2.1257%  | 0.0000% | $43933666.00       | $99010.87          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-01-20      | 4.5000%  | 0.0000% | $4444444.00        | $11082.73          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2057-01-16      | 0.4877%  | 0.0000% | $244000.00         | $579.31            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-16      | 0.2221%  | 0.0000% | $15280000.00       | $19375.99          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-16      | 0.0813%  | 0.0000% | $44160000.00       | $24761.53          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-16      | 0.1412%  | 0.0000% | $5550000.00        | $28.42             | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-11-16      | 0.2576%  | 0.0000% | $34790000.00       | $58606.41          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-04-16      | 0.4622%  | 0.0000% | $4500000.00        | $12541.77          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-16      | 0.8719%  | 0.0000% | $1315000.00        | $4178.91           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-05-16      | 0.6361%  | 0.0000% | $5915000.00        | $30323.34          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-16      | N/A      | 0.0000% | $89505099.00       | $117.30            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-16      | 0.1238%  | 0.0000% | $67275564.00       | $41475.56          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-16      | 0.1844%  | 0.0000% | $2369000.00        | $1501.86           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-08-16      | 0.3656%  | 0.0000% | $53026847.00       | $36236.82          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-04-16      | 0.8500%  | 0.0000% | $271506813.00      | $52075.11          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-01-16      | 2.1266%  | 0.0000% | $81620726.00       | $495162.89         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-09-16      | 0.7071%  | 0.0000% | $212570560.00      | $130153.95         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2029-07-20      | 0.8188%  | 0.0000% | $73086544.00       | $1655.31           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2043-09-20      | 4.5000%  | 0.0000% | $25616000.00       | $80183.77          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2041-07-16      | 3.5000%  | 0.0000% | $25579804.00       | $10628.71          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-04-16      | 4.0000%  | 0.0000% | $900000.00         | $27524.41          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2034-10-16      | 2.0266%  | 0.0000% | $11167583.00       | $4099.57           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2026-07-16      | 4.0000%  | 0.0000% | $847020.00         | $1.07              | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-01-20      | 1.5257%  | 0.0000% | $59403599.00       | $521042.48         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2057-07-16      | 0.2477%  | 0.0000% | $2689000.00        | $4366.34           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2057-01-16      | 0.2925%  | 0.0000% | $5831000.00        | $11541.38          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-09-16      | 0.1593%  | 0.0000% | $5973000.00        | $776.11            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2057-06-16      | 0.4971%  | 0.0000% | $23000000.00       | $101319.73         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-02-16      | 0.7315%  | 0.0000% | $288270000.00      | $153458.96         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-16      | 0.0134%  | 0.0000% | $155389291.00      | $5630.68           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-16      | N/A      | 0.0000% | $85000000.00       | $63.10             | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-16      | 0.1644%  | 0.0000% | $65000000.00       | $38432.06          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2057-09-16      | 0.3663%  | 0.0000% | $2873000.00        | $655.81            | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-10-16      | 0.3402%  | 0.0000% | $657000.00         | $50.49             | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-16      | 0.2005%  | 0.0000% | $15248565.00       | $25298.78          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-05-20      | 4.5000%  | 0.0000% | $2625000.00        | $73055.26          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2042-05-16      | 3.5000%  | 0.0000% | $5200000.00        | $151682.69         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2059-02-16      | 0.5443%  | 0.0000% | $125765018.00      | $1394650.39        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2059-01-16      | 0.4792%  | 0.0000% | $10000000.00       | $84446.77          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2057-04-16      | 0.4849%  | 0.0000% | $7837000.00        | $42459.00          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2057-09-16      | 0.4355%  | 0.0000% | $3360000.00        | $12291.57          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2059-05-16      | 0.4788%  | 0.0000% | $98900000.00       | $786243.43         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2058-07-16      | 0.4963%  | 0.0000% | $5253289.00        | $20578.31          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2059-05-16      | 0.6881%  | 0.0000% | $14090000.00       | $105781.39         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2058-12-16      | 0.5738%  | 0.0000% | $10000000.00       | $138688.78         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2059-05-16      | 0.6360%  | 0.0000% | $27650000.00       | $235328.03         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2059-02-16      | 0.5272%  | 0.0000% | $45071000.00       | $381805.59         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2057-01-16      | 0.5887%  | 0.0000% | $67000000.00       | $765709.67         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-12-16      | 0.7433%  | 0.0000% | $62391760.00       | $705846.11         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2057-04-16      | 0.6512%  | 0.0000% | $70000000.00       | $842121.72         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2058-08-16      | 0.8306%  | 0.0000% | $66000000.00       | $629232.81         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2058-12-16      | 0.5417%  | 0.0000% | $18000000.00       | $170371.56         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2058-10-16      | 0.5900%  | 0.0000% | $18080000.00       | $224199.24         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2057-02-16      | 0.6763%  | 0.0000% | $3365000.00        | $34605.23          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2058-09-16      | 0.9690%  | 0.0000% | $2898000.00        | $40067.40          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2058-02-16      | 1.1383%  | 0.0000% | $110300000.00      | $1672743.26        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2056-09-16      | 0.8210%  | 0.0000% | $31250000.00       | $174814.04         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2058-01-16      | 0.4587%  | 0.0000% | $2566000.00        | $5756.11           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2058-09-16      | 0.7626%  | 0.0000% | $34581000.00       | $257556.29         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2057-12-16      | 0.7476%  | 0.0000% | $15000000.00       | $72825.05          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-02-20      | 2.0757%  | 0.0000% | $100000.00         | $2560.33           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-04-20      | 1.9757%  | 0.0000% | $200000.00         | $4530.37           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-05-20      | 4.0000%  | 0.0000% | $9625875.00        | $130886.59         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2057-12-16      | 0.8166%  | 0.0000% | $1566000.00        | $11318.80          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-08-20      | 1.8015%  | 0.0000% | $14348938.00       | $132124.69         | Agency Collateralized Mortgage Obligation |

### Security 223: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada 3.800000%
- **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: ARP1C9XV5, C.3 - LEI: ES7IP3U3RHIG, C.5 - Other ID: ARP1C9XV5_3.80_1205
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 3.8000%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2026-05-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2055-10-20      | 7.0000%  | 0.0000% | $1582334.00        | $1660968.08        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-09-20      | 7.0000%  | 0.0000% | $1015390.00        | $1065849.81        | Agency Mortgage-Backed Securities  |
| U.S. Treasury Bond                       | 2042-08-15      | 2.7500%  | 0.0000% | $13414300.00       | $10668560.03       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2041-08-15      | 1.7500%  | 0.0000% | $34483100.00       | $23888588.44       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2042-08-15      | 3.3750%  | 0.0000% | $2695200.00        | $2348793.37        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2026-11-30      | 1.6250%  | 0.0000% | $100.00            | $98.84             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2033-11-15      | 4.5000%  | 0.0000% | $607520000.00      | $635296435.35      | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2027-04-30      | 3.7500%  | 0.0000% | $72281600.00       | $72671093.19       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2028-05-15      | 3.7500%  | 0.0000% | $7647100.00        | $7704718.49        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2027-05-31      | 3.8750%  | 0.0000% | $51792400.00       | $53029060.15       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2027-06-30      | 3.7500%  | 0.0000% | $28207000.00       | $28727961.52       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2028-09-15      | 3.3750%  | 0.0000% | $182267400.00      | $182964421.81      | U.S. Treasuries (including strips) |

### Security 224: Bank of America NA

- **C.1 - Title:** Bank of America NA 3.870000%
- **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: ARP1CA246, C.3 - LEI: B4TYDEB6GKMZ, C.5 - Other ID: ARP1CA246_3.87_0504
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.8700%
- **C.11 - Maturity Date (WAM):** 2026-05-04
- **C.12 - Maturity Date (WAL):** 2026-05-04
- **C.13 - Final Legal Maturity Date:** 2026-05-04
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association | 2046-05-01      | 3.0000%  | 0.0000% | $407803026.00      | $59900097.38       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-10-01      | 3.0000%  | 0.0000% | $138470356.00      | $37752854.55       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-11-01      | 3.5000%  | 0.0000% | $40151841.00       | $5347048.17        | Agency Mortgage-Backed Securities |

### Security 225: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 3.840000%
- **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: ARP1CEWK9, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP1CEWK9_3.84_0505
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-05-05
- **C.12 - Maturity Date (WAL):** 2026-05-05
- **C.13 - Final Legal Maturity Date:** 2026-05-05
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp.      | 2051-12-01      | 2.5000%  | 0.0000% | $1540755.00        | $1014468.56        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-01-01      | 2.5000%  | 0.0000% | $97000.00          | $69147.29          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-01-01      | 2.5000%  | 0.0000% | $133046.00         | $85783.60          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2051-01-01      | 4.5000%  | 0.0000% | $3265718.00        | $2631067.88        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2051-02-01      | 1.5000%  | 0.0000% | $6379935.00        | $3652109.00        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2050-12-01      | 2.0000%  | 0.0000% | $4002000.00        | $2169266.46        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2051-08-01      | 2.5000%  | 0.0000% | $2545629.00        | $1535110.57        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-01-01      | 3.0000%  | 0.0000% | $519000.00         | $327022.33         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2051-10-01      | 1.5000%  | 0.0000% | $3774461.00        | $2358853.29        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2051-12-01      | 2.0000%  | 0.0000% | $35045957.00       | $22668256.99       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2051-12-01      | 2.5000%  | 0.0000% | $92000.00          | $59168.77          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2051-09-01      | 2.0000%  | 0.0000% | $2367426.00        | $1461269.17        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2051-11-01      | 2.0000%  | 0.0000% | $2394000.00        | $1586743.84        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2051-06-01      | 2.0000%  | 0.0000% | $2427109.00        | $1524006.86        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2051-08-01      | 2.0000%  | 0.0000% | $3002000.00        | $1870760.15        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2051-12-01      | 2.5000%  | 0.0000% | $556259.00         | $336911.07         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2050-09-25      | 2.0000%  | 0.0000% | $9910376.00        | $6954500.50        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-08-01      | 4.9610%  | 0.0000% | $4876793.00        | $484093.12         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-09-01      | 2.5000%  | 0.0000% | $1000.00           | $437.83            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-10-01      | 2.5000%  | 0.0000% | $1477926.00        | $710246.64         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-11-01      | 2.0000%  | 0.0000% | $2502904.00        | $1404957.97        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-03-01      | 2.5000%  | 0.0000% | $1036318.00        | $687452.32         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-05-01      | 2.5000%  | 0.0000% | $149987.00         | $98750.46          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-03-01      | 2.0000%  | 0.0000% | $1700103.00        | $1052102.41        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-03-01      | 4.0000%  | 0.0000% | $1110095.00        | $821567.26         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-04-01      | 2.0000%  | 0.0000% | $600000.00         | $311257.39         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-10-01      | 2.4350%  | 0.0000% | $3632137.00        | $2034754.84        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-09-01      | 4.5200%  | 0.0000% | $217756.00         | $202557.98         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-07-01      | 2.0000%  | 0.0000% | $1770000.00        | $1092968.51        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-07-01      | 2.5000%  | 0.0000% | $270301.00         | $170152.49         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-08-01      | 2.5000%  | 0.0000% | $857098.00         | $519363.04         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-10-01      | 2.5000%  | 0.0000% | $338000.00         | $217977.62         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-09-01      | 2.5000%  | 0.0000% | $1270000.00        | $846258.14         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-08-01      | 2.5000%  | 0.0000% | $1794840.00        | $1004034.29        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-10-01      | 2.5000%  | 0.0000% | $8219399.00        | $4976568.91        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-12-01      | 2.5000%  | 0.0000% | $704722.00         | $487523.54         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-12-01      | 2.0000%  | 0.0000% | $1909718.00        | $1190948.69        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-12-01      | 2.5000%  | 0.0000% | $2268287.00        | $1561919.43        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-06-01      | 2.5000%  | 0.0000% | $696909.00         | $450073.32         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-09-01      | 3.0000%  | 0.0000% | $11488.00          | $5900.25           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-10-01      | 2.5000%  | 0.0000% | $260000.00         | $140837.11         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-10-01      | 2.5000%  | 0.0000% | $1300433.00        | $689700.06         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-10-01      | 2.5000%  | 0.0000% | $1000000.00        | $451964.17         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-11-01      | 3.0000%  | 0.0000% | $1000000.00        | $564802.71         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-02-01      | 2.5000%  | 0.0000% | $1998533.00        | $970244.98         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-12-01      | 4.0000%  | 0.0000% | $11900335.00       | $5874053.13        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-02-01      | 2.5000%  | 0.0000% | $3050000.00        | $1931197.07        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-02-01      | 2.5000%  | 0.0000% | $12338505.00       | $7967202.41        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-06-01      | 2.5000%  | 0.0000% | $1066508.00        | $729054.85         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-07-01      | 2.5000%  | 0.0000% | $614218.00         | $426515.71         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-08-01      | 3.0000%  | 0.0000% | $439682.00         | $277783.06         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-08-01      | 2.5000%  | 0.0000% | $578470.00         | $358013.19         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-09-01      | 3.0000%  | 0.0000% | $47910984.00       | $28904836.70       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-09-01      | 3.0000%  | 0.0000% | $255672.00         | $179399.44         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-09-01      | 2.0000%  | 0.0000% | $206682.00         | $130873.45         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-01-01      | 2.5000%  | 0.0000% | $232005.00         | $150212.26         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-10-01      | 2.5000%  | 0.0000% | $237181.00         | $157513.36         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-10-01      | 2.5000%  | 0.0000% | $1660544.00        | $1110460.36        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-10-01      | 3.0000%  | 0.0000% | $551001.00         | $328784.11         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-12-01      | 2.5000%  | 0.0000% | $3900000.00        | $2416103.18        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-12-01      | 2.5000%  | 0.0000% | $124897.00         | $85342.14          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-11-01      | 3.5000%  | 0.0000% | $4530481.00        | $1834308.05        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-11-01      | 2.5000%  | 0.0000% | $100000.00         | $62545.20          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-10-01      | 2.5000%  | 0.0000% | $400000.00         | $232954.61         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-02-01      | 3.0000%  | 0.0000% | $728000.00         | $353023.57         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-02-01      | 2.5000%  | 0.0000% | $147516.00         | $105777.69         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-11-01      | 2.5000%  | 0.0000% | $3097584.00        | $2137519.14        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-09-01      | 3.0000%  | 0.0000% | $143020.00         | $110202.03         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-10-01      | 2.5000%  | 0.0000% | $117937.00         | $85899.57          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-05-01      | 2.5000%  | 0.0000% | $2366932.00        | $1715434.20        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-12-01      | 2.5000%  | 0.0000% | $1842753.00        | $1401491.48        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-09-01      | 3.5000%  | 0.0000% | $300000.00         | $227154.86         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-01-01      | 3.5000%  | 0.0000% | $13901258.00       | $11105399.66       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-05-01      | 3.0000%  | 0.0000% | $152276.00         | $118268.13         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-02-01      | 3.5000%  | 0.0000% | $22649324.00       | $18969240.69       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-07-01      | 2.0000%  | 0.0000% | $4478243.00        | $2759304.93        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-07-01      | 3.5000%  | 0.0000% | $335471.00         | $144126.64         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-08-01      | 2.0000%  | 0.0000% | $1919000.00        | $1188502.99        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-09-01      | 3.0000%  | 0.0000% | $646589.00         | $343411.29         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-09-01      | 4.0000%  | 0.0000% | $171000.00         | $83499.06          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-11-01      | 2.0000%  | 0.0000% | $1847000.00        | $1189663.51        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-12-01      | 2.0000%  | 0.0000% | $33649970.00       | $21826963.84       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-12-01      | 2.5000%  | 0.0000% | $100999.00         | $64936.40          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-10-01      | 3.0000%  | 0.0000% | $1126000.00        | $367567.17         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-12-01      | 1.5000%  | 0.0000% | $452349.00         | $252964.50         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-04-01      | 2.5000%  | 0.0000% | $1145000.00        | $636355.72         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-01-01      | 2.0000%  | 0.0000% | $1535000.00        | $1004337.75        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2051-05-01      | 2.5000%  | 0.0000% | $8043951.00        | $6560975.93        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-11-01      | 3.0000%  | 0.0000% | $4492000.00        | $1933828.43        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-01-01      | 2.5000%  | 0.0000% | $300000.00         | $154945.69         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-04-01      | 3.0000%  | 0.0000% | $11694759.00       | $7360798.21        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-03-01      | 2.0000%  | 0.0000% | $100000.00         | $55193.64          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-03-01      | 2.0000%  | 0.0000% | $100000.00         | $59846.05          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-03-01      | 2.0000%  | 0.0000% | $6717116.00        | $4089074.87        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-04-01      | 3.0000%  | 0.0000% | $10090821.00       | $6075052.70        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-06-01      | 2.5000%  | 0.0000% | $875790.00         | $582705.71         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-06-01      | 3.5000%  | 0.0000% | $7944659.00        | $4591480.81        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-11-01      | 3.0000%  | 0.0000% | $15455898.00       | $8226944.74        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-07-01      | 3.0000%  | 0.0000% | $100000.00         | $59883.61          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-06-01      | 2.0000%  | 0.0000% | $8896926.00        | $5800367.30        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-06-01      | 3.0000%  | 0.0000% | $100000.00         | $54003.97          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-07-01      | 3.0000%  | 0.0000% | $225000.00         | $143677.99         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-08-01      | 2.5000%  | 0.0000% | $7610140.00        | $4865227.02        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-08-01      | 2.5000%  | 0.0000% | $1035000.00        | $685944.12         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-09-01      | 2.5000%  | 0.0000% | $1512792.00        | $999216.45         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-09-01      | 2.5000%  | 0.0000% | $400000.00         | $238913.63         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-06-01      | 2.0000%  | 0.0000% | $500000.00         | $282863.13         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-10-01      | 2.5000%  | 0.0000% | $137455.00         | $86933.10          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-11-01      | 2.0000%  | 0.0000% | $200000.00         | $127115.61         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-11-01      | 3.0000%  | 0.0000% | $988744.00         | $661679.77         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-08-01      | 3.0000%  | 0.0000% | $200000.00         | $105871.36         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-09-01      | 4.5000%  | 0.0000% | $1300000.00        | $739582.61         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-01-01      | 2.5000%  | 0.0000% | $523942.00         | $366976.87         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-01-01      | 2.5000%  | 0.0000% | $4433080.00        | $3106686.39        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-01-01      | 2.5000%  | 0.0000% | $4739899.00        | $3272310.63        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-01-01      | 2.5000%  | 0.0000% | $94000.00          | $65844.45          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-04-01      | 2.5000%  | 0.0000% | $700000.00         | $450313.70         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-10-01      | 3.0000%  | 0.0000% | $4000000.00        | $2418584.33        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-12-01      | 3.5000%  | 0.0000% | $197000.00         | $127754.49         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-11-01      | 2.5000%  | 0.0000% | $200000.00         | $124836.08         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-09-01      | 2.5000%  | 0.0000% | $168998.00         | $119298.51         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-01-01      | 2.5000%  | 0.0000% | $154488.00         | $103469.00         | Agency Mortgage-Backed Securities |

### Security 226: Barclays Bank PLC

- **C.1 - Title:** Barclays Bank PLC 4.030000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1CGSM5, C.3 - LEI: G5GSEF7VJP5I, C.5 - Other ID: ARP1CGSM5_4.03_1205
- **C.18 - Value (incl. sponsor support):** $800000000.00
- **C.18.a - Value (excl. sponsor support):** $800000000.00
- **C.19 - Percentage of Net Assets:** 0.4100%
- **C.17 - Yield as of Reporting Date:** 4.0300%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2026-02-06
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bond | 2040-05-15      | 4.3750%  | 0.0000% | $40294900.00       | $40258236.98       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2042-05-15      | 3.0000%  | 0.0000% | $146624900.00      | $120446688.05      | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2042-08-15      | 2.7500%  | 0.0000% | $156089300.00      | $124139766.30      | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2044-08-15      | 3.1250%  | 0.0000% | $173268600.00      | $141749905.01      | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2046-05-15      | 2.5000%  | 0.0000% | $169432000.00      | $120630296.06      | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2047-05-15      | 3.0000%  | 0.0000% | $29998800.00       | $23133255.08       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2045-08-15      | 4.8750%  | 0.0000% | $115789000.00      | $121038253.39      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2033-05-15      | 3.3750%  | 0.0000% | $130470800.00      | $126837451.37      | U.S. Treasuries (including strips) |

### Security 227: Bank of America NA

- **C.1 - Title:** Bank of America NA 3.830000%
- **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: ARP1CGXZ0, C.3 - LEI: B4TYDEB6GKMZ, C.5 - Other ID: ARP1CGXZ0_3.83_0506
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-05-06
- **C.12 - Maturity Date (WAL):** 2026-05-06
- **C.13 - Final Legal Maturity Date:** 2026-05-06
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association | 2049-11-01      | 3.0000%  | 0.0000% | $133142667.00      | $28819484.86       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-12-01      | 3.0000%  | 0.0000% | $199984855.00      | $61039692.15       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-04-01      | 2.5000%  | 0.0000% | $33212544.00       | $13140823.13       | Agency Mortgage-Backed Securities |

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

- **C.1 - Title:** Citigroup Global Markets, Inc. 3.830000%
- **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: ARP1CJUF1, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP1CJUF1_3.83_0511
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 3.8300%
- **C.11 - Maturity Date (WAM):** 2026-05-11
- **C.12 - Maturity Date (WAL):** 2026-05-11
- **C.13 - Final Legal Maturity Date:** 2026-05-11
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp.      | 2052-07-01      | 4.5000%  | 0.0000% | $2091642.00        | $1534990.60        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-06-01      | 2.0000%  | 0.0000% | $3017220.00        | $2042329.23        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-05-01      | 4.5000%  | 0.0000% | $1000.00           | $851.26            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-07-01      | 2.5000%  | 0.0000% | $380190.00         | $297724.24         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-07-01      | 2.5000%  | 0.0000% | $511474.00         | $394879.77         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-06-01      | 3.5000%  | 0.0000% | $79000.00          | $67774.38          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-06-01      | 3.0000%  | 0.0000% | $185000.00         | $134841.91         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-06-01      | 5.0000%  | 0.0000% | $1027389.00        | $909970.75         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-06-01      | 4.0000%  | 0.0000% | $90000.00          | $62272.26          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-06-01      | 4.0000%  | 0.0000% | $2363571.00        | $1574592.66        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-06-01      | 5.0000%  | 0.0000% | $2475654.00        | $2030159.13        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-06-01      | 5.0000%  | 0.0000% | $1939459.00        | $1473448.27        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-07-01      | 4.0790%  | 0.0000% | $305000.00         | $188622.38         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-07-01      | 4.3590%  | 0.0000% | $356000.00         | $243838.39         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-06-01      | 4.0000%  | 0.0000% | $580000.00         | $439622.60         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-07-01      | 4.5000%  | 0.0000% | $108417.00         | $83240.84          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-06-01      | 3.5000%  | 0.0000% | $25363141.00       | $19176225.96       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-06-01      | 5.0000%  | 0.0000% | $918000.00         | $630346.58         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-06-01      | 5.0000%  | 0.0000% | $3120000.00        | $2138394.53        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-06-01      | 4.0000%  | 0.0000% | $888061.00         | $655597.61         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-06-01      | 3.0000%  | 0.0000% | $500000.00         | $371216.52         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-06-01      | 3.5000%  | 0.0000% | $100000.00         | $73730.81          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-07-01      | 3.0000%  | 0.0000% | $9553312.00        | $7098283.11        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-07-01      | 4.5000%  | 0.0000% | $660000.00         | $490974.60         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-07-01      | 3.5000%  | 0.0000% | $6540800.00        | $5691407.74        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-06-01      | 3.0000%  | 0.0000% | $18739489.00       | $15963840.56       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-07-01      | 5.0000%  | 0.0000% | $500000.00         | $358648.86         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-06-01      | 4.0000%  | 0.0000% | $102218.00         | $76816.77          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-06-01      | 4.0000%  | 0.0000% | $200000.00         | $146713.81         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-06-01      | 4.0000%  | 0.0000% | $200000.00         | $149301.55         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-06-01      | 4.0000%  | 0.0000% | $91000.00          | $63774.05          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-07-01      | 5.0000%  | 0.0000% | $25299814.00       | $18893044.78       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-07-01      | 4.0000%  | 0.0000% | $100000.00         | $76434.52          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-06-01      | 2.0000%  | 0.0000% | $1158456.00        | $861973.65         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-07-01      | 2.5000%  | 0.0000% | $720000.00         | $552053.15         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-06-01      | 3.0000%  | 0.0000% | $214350.00         | $168851.43         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-06-01      | 3.0000%  | 0.0000% | $198453.00         | $157793.31         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-07-01      | 4.0000%  | 0.0000% | $9108318.00        | $7664057.48        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-06-01      | 2.0000%  | 0.0000% | $237037.00         | $182445.96         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-06-01      | 3.0000%  | 0.0000% | $10188556.00       | $8108360.40        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-06-01      | 4.0000%  | 0.0000% | $532001.00         | $398375.41         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-05-01      | 2.5000%  | 0.0000% | $87321117.00       | $61287978.11       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-05-01      | 2.5000%  | 0.0000% | $13983.00          | $12020.75          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-05-01      | 2.5000%  | 0.0000% | $32912852.00       | $28489973.58       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-05-01      | 2.0000%  | 0.0000% | $497105.00         | $412718.26         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-05-01      | 2.5000%  | 0.0000% | $16536544.00       | $14169977.51       | Agency Mortgage-Backed Securities |

### Security 229: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada 3.770000%
- **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: ARP1CJVH6, C.3 - LEI: ES7IP3U3RHIG, C.5 - Other ID: ARP1CJVH6_3.77_1205
- **C.18 - Value (incl. sponsor support):** $700000000.00
- **C.18.a - Value (excl. sponsor support):** $700000000.00
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2026-05-13
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bond | 2044-11-15      | 4.6250%  | 0.0000% | $730900.00         | $732659.94         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-12-31      | 3.8750%  | 0.0000% | $446143100.00      | $456586924.41      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-09-15      | 3.3750%  | 0.0000% | $255702600.00      | $256680450.53      | U.S. Treasuries (including strips) |

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

- **C.1 - Title:** Citigroup Global Markets, Inc. 3.820000%
- **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: ARP1CLEN7, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP1CLEN7_3.82_0513
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **C.11 - Maturity Date (WAM):** 2026-05-13
- **C.12 - Maturity Date (WAL):** 2026-05-13
- **C.13 - Final Legal Maturity Date:** 2026-05-13
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp.      | 2040-02-01      | 6.5000%  | 0.0000% | $2438050.00        | $1888446.32        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2040-02-01      | 5.5000%  | 0.0000% | $2113.00           | $1602.27           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2040-05-01      | 6.5000%  | 0.0000% | $4000000.00        | $3366145.39        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2040-03-01      | 5.5000%  | 0.0000% | $550315.00         | $435781.57         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2040-09-01      | 6.5000%  | 0.0000% | $1022780.00        | $958335.27         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-03-01      | 3.5000%  | 0.0000% | $1004000.00        | $379124.65         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-11-01      | 5.0000%  | 0.0000% | $4700000.00        | $254034.70         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-05-01      | 6.5000%  | 0.0000% | $1000000.00        | $870693.04         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-05-01      | 6.5000%  | 0.0000% | $1000000.00        | $1017819.63        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-05-01      | 6.5000%  | 0.0000% | $2000000.00        | $1778081.99        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-03-01      | 2.4000%  | 0.0000% | $1750000.00        | $1338919.75        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-08-01      | 5.5000%  | 0.0000% | $1006936.00        | $1028170.58        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-08-01      | 5.0400%  | 0.0000% | $6001000.00        | $6196824.63        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-10-01      | 2.5000%  | 0.0000% | $3000000.00        | $1544320.97        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-05-01      | 6.5000%  | 0.0000% | $3672694.00        | $1467944.86        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-02-01      | 3.0000%  | 0.0000% | $1000.00           | $419.08            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-03-01      | 4.0000%  | 0.0000% | $102000.00         | $69953.08          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-05-01      | 6.5000%  | 0.0000% | $1000000.00        | $1024813.47        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-02-01      | 5.5000%  | 0.0000% | $72290.00          | $55003.32          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-05-01      | 6.5000%  | 0.0000% | $6213638.00        | $5307913.03        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-07-01      | 3.0000%  | 0.0000% | $2210486.00        | $1869172.40        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-09-01      | 4.0000%  | 0.0000% | $468479.00         | $457721.33         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-10-01      | 4.5000%  | 0.0000% | $7304184.00        | $7185321.19        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-10-01      | 5.0000%  | 0.0000% | $3109100.00        | $3040625.57        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-03-01      | 6.4350%  | 0.0000% | $9216156.00        | $55139.43          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-08-01      | 6.5400%  | 0.0000% | $6775000.00        | $94527.58          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-06-01      | 3.5000%  | 0.0000% | $750000.00         | $86629.21          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-10-01      | 6.5300%  | 0.0000% | $18258000.00       | $50406.05          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-08-01      | 4.5000%  | 0.0000% | $2750000.00        | $315339.95         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-11-01      | 4.0000%  | 0.0000% | $8000000.00        | $411224.52         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2040-09-01      | 4.5000%  | 0.0000% | $22386326.00       | $21701731.44       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2040-09-01      | 5.5000%  | 0.0000% | $10160336.00       | $9684179.36        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2040-10-01      | 4.5000%  | 0.0000% | $69987193.00       | $68504046.41       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2040-06-01      | 4.5000%  | 0.0000% | $1668914.00        | $1543291.44        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2040-06-01      | 5.5000%  | 0.0000% | $552779.00         | $493579.00         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2040-05-01      | 6.5000%  | 0.0000% | $9272987.00        | $7713215.98        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2040-07-01      | 4.5000%  | 0.0000% | $663378.00         | $622198.49         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2040-07-01      | 5.5000%  | 0.0000% | $929523.00         | $835161.46         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2040-08-01      | 3.5000%  | 0.0000% | $225000.00         | $215667.75         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2040-08-01      | 5.0000%  | 0.0000% | $1153674.00        | $1068935.71        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2040-10-01      | 5.0000%  | 0.0000% | $45860571.00       | $44763622.85       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2040-10-01      | 6.0000%  | 0.0000% | $4433797.00        | $4412318.91        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2040-11-01      | 4.5000%  | 0.0000% | $298293.00         | $296949.64         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2040-11-01      | 5.0000%  | 0.0000% | $45126322.00       | $45071186.96       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2040-11-01      | 5.5000%  | 0.0000% | $7300712.00        | $7389569.29        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2040-11-01      | 6.0000%  | 0.0000% | $103496.00         | $104343.81         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2040-11-01      | 3.0000%  | 0.0000% | $552198.00         | $529917.12         | Agency Mortgage-Backed Securities |

### Security 231: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada 3.770000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1CNAQ0, C.3 - LEI: ES7IP3U3RHIG, C.5 - Other ID: ARP1CNAQ0_3.77_1205
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2026-06-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2028-07-31      | 1.0000%  | 0.0000% | $135783700.00      | $127661372.93      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-12-31      | 3.8750%  | 0.0000% | $273926300.00      | $280338677.99      | U.S. Treasuries (including strips) |

### Security 232: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 3.840000%
- **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: ARP1CS833, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP1CS833_3.84_0520
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.8400%
- **C.11 - Maturity Date (WAM):** 2026-05-20
- **C.12 - Maturity Date (WAL):** 2026-05-20
- **C.13 - Final Legal Maturity Date:** 2026-05-20
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp.      | 2041-12-01      | 4.5000%  | 0.0000% | $12519297.00       | $1059796.88        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2042-04-01      | 3.5000%  | 0.0000% | $1270830.00        | $175306.09         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2044-07-01      | 5.0000%  | 0.0000% | $1690961.00        | $474198.46         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2041-09-01      | 2.5000%  | 0.0000% | $6014603.00        | $4239846.83        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2042-10-01      | 4.0000%  | 0.0000% | $2870707.00        | $2502646.98        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2041-08-01      | 5.0000%  | 0.0000% | $10814983.00       | $7596910.30        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2041-12-01      | 2.0000%  | 0.0000% | $5018000.00        | $3181817.85        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2044-05-01      | 4.5000%  | 0.0000% | $5295903.00        | $3712862.47        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-12-01      | 4.0000%  | 0.0000% | $590000.00         | $73856.88          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-05-01      | 5.0000%  | 0.0000% | $800000.00         | $75353.97          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-08-01      | 6.5000%  | 0.0000% | $6603000.00        | $378213.72         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-12-01      | 3.5000%  | 0.0000% | $5565000.00        | $497117.47         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-12-01      | 2.8750%  | 0.0000% | $493043.00         | $308804.54         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-04-01      | 3.5000%  | 0.0000% | $800011.00         | $65387.84          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-04-01      | 3.5000%  | 0.0000% | $6550000.00        | $594217.40         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2044-01-01      | 4.7500%  | 0.0000% | $878832.00         | $752665.60         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-02-01      | 1.9800%  | 0.0000% | $1600767.00        | $1124237.87        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-09-01      | 6.2800%  | 0.0000% | $11603120.00       | $532850.04         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-03-01      | 3.5000%  | 0.0000% | $300000.00         | $81583.40          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-08-01      | 6.5270%  | 0.0000% | $590000.00         | $69211.47          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-03-01      | 6.5100%  | 0.0000% | $700000.00         | $87774.94          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-08-01      | 6.5030%  | 0.0000% | $2100000.00        | $169229.73         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2044-04-01      | 3.0000%  | 0.0000% | $3932190.00        | $1627302.00        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-03-01      | 2.1500%  | 0.0000% | $1159807.00        | $837708.30         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-10-01      | 2.3100%  | 0.0000% | $2960649.00        | $2155265.13        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-12-01      | 2.4100%  | 0.0000% | $2000000.00        | $1470845.00        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-03-01      | 3.0000%  | 0.0000% | $2196401.00        | $1620065.62        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-04-01      | 2.5000%  | 0.0000% | $770000.00         | $460366.64         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-10-01      | 2.0000%  | 0.0000% | $2000000.00        | $1251920.09        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-06-01      | 5.0000%  | 0.0000% | $9973111.00        | $2880339.63        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-08-01      | 2.5000%  | 0.0000% | $700000.00         | $263241.34         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-12-01      | 3.0000%  | 0.0000% | $1345000.00        | $703922.32         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-05-01      | 2.0000%  | 0.0000% | $300000.00         | $175459.30         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-06-01      | 5.0000%  | 0.0000% | $7661871.00        | $3778703.78        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-12-01      | 2.0000%  | 0.0000% | $1000000.00        | $626438.49         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-10-01      | 2.0000%  | 0.0000% | $200000.00         | $125614.26         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-10-01      | 2.5000%  | 0.0000% | $1001000.00        | $617261.58         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-02-01      | 2.0000%  | 0.0000% | $2650000.00        | $1692298.96        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-02-01      | 2.5000%  | 0.0000% | $603000.00         | $371165.61         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-03-01      | 2.5000%  | 0.0000% | $2300000.00        | $1496597.00        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-03-01      | 2.5000%  | 0.0000% | $750000.00         | $493756.65         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-05-01      | 5.0000%  | 0.0000% | $1101000.00        | $696334.02         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-08-01      | 3.5000%  | 0.0000% | $500000.00         | $355576.36         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-04-01      | 4.0000%  | 0.0000% | $1737969.00        | $1203790.10        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-05-01      | 3.0000%  | 0.0000% | $500000.00         | $375876.86         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-02-01      | 4.0000%  | 0.0000% | $748040.00         | $556042.33         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-08-01      | 3.0000%  | 0.0000% | $400000.00         | $257705.25         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2044-05-01      | 5.5000%  | 0.0000% | $1036548.00        | $719577.21         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-02-01      | 2.5000%  | 0.0000% | $1993796.00        | $1604023.16        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2044-05-01      | 5.5000%  | 0.0000% | $400000.00         | $324689.05         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-08-01      | 3.5000%  | 0.0000% | $10797343.00       | $8618153.00        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-11-01      | 6.0000%  | 0.0000% | $3093075.00        | $3221728.36        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-12-01      | 4.0000%  | 0.0000% | $6445000.00        | $550739.18         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-02-01      | 4.0000%  | 0.0000% | $932034.00         | $106738.74         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-01-01      | 3.5000%  | 0.0000% | $3474903.00        | $251580.15         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-03-01      | 3.5000%  | 0.0000% | $4400000.00        | $515154.42         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-05-01      | 4.0000%  | 0.0000% | $11453645.00       | $778530.29         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-05-01      | 3.5000%  | 0.0000% | $2575000.00        | $260798.60         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-11-01      | 3.0000%  | 0.0000% | $725000.00         | $117861.88         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-10-01      | 3.0000%  | 0.0000% | $916000.00         | $170575.88         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-11-01      | 3.5000%  | 0.0000% | $550000.00         | $80382.93          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-12-01      | 3.0000%  | 0.0000% | $50000000.00       | $9391029.52        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-01-01      | 3.5000%  | 0.0000% | $503359.00         | $53343.38          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-02-01      | 3.0000%  | 0.0000% | $1900000.00        | $366944.26         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-02-01      | 3.5000%  | 0.0000% | $4300000.00        | $482469.02         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-02-01      | 3.5000%  | 0.0000% | $14000000.00       | $1946985.34        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-02-01      | 2.5000%  | 0.0000% | $410218.00         | $83888.57          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-04-01      | 3.5000%  | 0.0000% | $1314124.00        | $127071.17         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-05-01      | 3.5000%  | 0.0000% | $1250000.00        | $130177.35         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-06-01      | 4.0000%  | 0.0000% | $700000.00         | $89426.79          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-06-01      | 4.0000%  | 0.0000% | $1662000.00        | $138667.26         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-07-01      | 4.0000%  | 0.0000% | $1821422.00        | $172398.94         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-02-01      | 3.5000%  | 0.0000% | $399000.00         | $58069.07          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-02-01      | 3.0000%  | 0.0000% | $2418444.00        | $381039.86         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-09-01      | 3.5000%  | 0.0000% | $2208000.00        | $233373.81         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-09-01      | 5.5000%  | 0.0000% | $1000580.00        | $145096.65         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2044-06-01      | 5.0000%  | 0.0000% | $1157694.00        | $117689.55         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2044-04-01      | 5.5000%  | 0.0000% | $1000000.00        | $762886.45         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-10-01      | 3.5000%  | 0.0000% | $287207.00         | $185866.68         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-11-01      | 3.5000%  | 0.0000% | $11252400.00       | $1516089.74        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-10-01      | 6.5590%  | 0.0000% | $7400000.00        | $341128.68         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-03-01      | 6.2880%  | 0.0000% | $4500000.00        | $130495.18         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-03-01      | 3.5000%  | 0.0000% | $575000.00         | $57937.44          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-03-01      | 6.3910%  | 0.0000% | $25256538.00       | $112685.66         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-02-01      | 6.3050%  | 0.0000% | $5000000.00        | $113641.60         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-09-01      | 3.0000%  | 0.0000% | $6159000.00        | $1060954.82        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2044-06-01      | 4.5000%  | 0.0000% | $4998935.00        | $520557.47         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2044-01-01      | 6.1940%  | 0.0000% | $3323278.00        | $57644.29          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-09-01      | 6.3060%  | 0.0000% | $5250000.00        | $199300.56         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-08-01      | 3.0000%  | 0.0000% | $7380000.00        | $1725254.37        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2044-05-01      | 5.5000%  | 0.0000% | $3422000.00        | $599896.88         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-11-01      | 3.8000%  | 0.0000% | $1120000.00        | $792321.61         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-09-01      | 3.5000%  | 0.0000% | $1450000.00        | $182878.19         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-09-01      | 3.0000%  | 0.0000% | $800000.00         | $124196.77         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-11-01      | 2.5000%  | 0.0000% | $2412000.00        | $423454.10         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-01-01      | 3.5000%  | 0.0000% | $400000.00         | $58829.76          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-01-01      | 3.0000%  | 0.0000% | $714109.00         | $127337.98         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-07-01      | 3.5000%  | 0.0000% | $4931036.00        | $591711.72         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-03-01      | 2.5000%  | 0.0000% | $500000.00         | $101241.04         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-07-01      | 3.5000%  | 0.0000% | $886645.00         | $106948.19         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-08-01      | 3.5000%  | 0.0000% | $3900000.00        | $570057.88         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2044-06-01      | 4.0000%  | 0.0000% | $7499000.00        | $738073.66         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-05-01      | 2.5000%  | 0.0000% | $1438371.00        | $276643.53         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-04-01      | 3.5000%  | 0.0000% | $1654444.00        | $387171.25         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-06-01      | 3.5000%  | 0.0000% | $925000.00         | $99094.34          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-07-01      | 4.0000%  | 0.0000% | $700000.00         | $100750.88         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-08-01      | 3.5000%  | 0.0000% | $4125000.00        | $575405.26         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-07-01      | 3.0000%  | 0.0000% | $425000.00         | $301598.39         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-07-01      | 3.5000%  | 0.0000% | $100000.00         | $69884.91          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-08-01      | 4.5000%  | 0.0000% | $3817377.00        | $2954805.07        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2044-06-01      | 6.0000%  | 0.0000% | $389295.00         | $259798.09         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-11-01      | 4.0000%  | 0.0000% | $1421993.00        | $1407672.11        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-11-01      | 6.0000%  | 0.0000% | $96760.00          | $100762.09         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2040-11-01      | 4.5000%  | 0.0000% | $1000.00           | $995.50            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2040-11-01      | 6.0000%  | 0.0000% | $5030.00           | $5071.20           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2040-11-01      | 3.0000%  | 0.0000% | $181429.00         | $174108.44         | Agency Mortgage-Backed Securities |

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

- **C.1 - Title:** Citigroup Global Markets, Inc. 3.820000%
- **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: ARP1CV1N9, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP1CV1N9_3.82_0521
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.8200%
- **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:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp.      | 2037-05-01      | 6.3550%  | 0.0000% | $3533820.00        | $84140.58          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2037-06-01      | 3.5000%  | 0.0000% | $5550877.00        | $4510901.61        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2037-04-01      | 2.0000%  | 0.0000% | $2511834.00        | $2091094.25        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2038-01-01      | 2.5000%  | 0.0000% | $1297731.00        | $1120376.42        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2037-01-01      | 2.5000%  | 0.0000% | $1579357.00        | $881958.93         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-01-01      | 8.0000%  | 0.0000% | $4599773.00        | $2004585.57        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-07-01      | 3.5000%  | 0.0000% | $1694923.00        | $1358020.23        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-07-01      | 2.5000%  | 0.0000% | $821000.00         | $604722.31         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-12-01      | 3.5000%  | 0.0000% | $18114551.00       | $13899376.77       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-08-01      | 2.5000%  | 0.0000% | $12527759.00       | $9967090.13        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-12-01      | 3.5000%  | 0.0000% | $7500000.00        | $2090766.30        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-01-01      | 6.7320%  | 0.0000% | $4827117.00        | $62738.61          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-04-01      | 5.6000%  | 0.0000% | $177029.00         | $73165.96          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-04-01      | 7.5000%  | 0.0000% | $5541950.00        | $65396.17          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-05-01      | 5.8500%  | 0.0000% | $514500.00         | $71170.45          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-06-01      | 5.6250%  | 0.0000% | $280385.00         | $60672.45          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-09-01      | 6.2500%  | 0.0000% | $3255131.00        | $71105.76          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-03-01      | 3.0000%  | 0.0000% | $4012261.00        | $856889.77         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-02-01      | 3.0000%  | 0.0000% | $4636000.00        | $852464.48         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-07-01      | 3.0000%  | 0.0000% | $2400000.00        | $321954.86         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-08-01      | 4.0000%  | 0.0000% | $404000.00         | $57154.89          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-11-01      | 2.5000%  | 0.0000% | $1614.00           | $833.29            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-02-01      | 1.5000%  | 0.0000% | $628616.00         | $383848.22         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-04-01      | 2.5000%  | 0.0000% | $1292705.00        | $790425.34         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-04-01      | 3.0000%  | 0.0000% | $1667696.00        | $961588.86         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-12-01      | 3.5000%  | 0.0000% | $82000.00          | $52066.63          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2037-03-01      | 2.5000%  | 0.0000% | $1261056.00        | $734568.94         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2037-04-01      | 2.0000%  | 0.0000% | $1492313.00        | $926974.44         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2037-08-01      | 2.5000%  | 0.0000% | $436926.00         | $278845.43         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2037-09-01      | 2.5000%  | 0.0000% | $350606.00         | $233933.32         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2036-12-01      | 2.4800%  | 0.0000% | $34485.00          | $28601.55          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2037-09-01      | 3.0000%  | 0.0000% | $1614495.00        | $964913.51         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-07-01      | 3.2100%  | 0.0000% | $10853015.00       | $9566145.88        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-07-01      | 3.2900%  | 0.0000% | $10000000.00       | $9107715.00        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-09-01      | 3.1700%  | 0.0000% | $13023099.00       | $11828197.11       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-11-01      | 3.0000%  | 0.0000% | $1000.00           | $136.90            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-09-01      | 6.4460%  | 0.0000% | $857000.00         | $155057.68         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-12-01      | 2.3700%  | 0.0000% | $1174236.00        | $981998.88         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-02-01      | 2.5700%  | 0.0000% | $1273357.00        | $1056195.52        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-06-01      | 3.8700%  | 0.0000% | $12688000.00       | $12001103.40       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-12-01      | 5.0000%  | 0.0000% | $1073357.00        | $528948.74         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-02-01      | 2.5000%  | 0.0000% | $1090000.00        | $686502.74         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-03-01      | 2.5000%  | 0.0000% | $7714000.00        | $4574272.07        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-05-01      | 2.5000%  | 0.0000% | $658002.00         | $420797.06         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-08-01      | 4.5000%  | 0.0000% | $753000.00         | $461178.09         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-10-01      | 4.5000%  | 0.0000% | $161000.00         | $113800.12         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-10-01      | 4.5000%  | 0.0000% | $634561.00         | $365270.60         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-03-01      | 3.5000%  | 0.0000% | $200000.00         | $65390.44          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-01-01      | 3.0000%  | 0.0000% | $243715.00         | $97653.86          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-04-01      | 2.5000%  | 0.0000% | $200000.00         | $109356.48         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-04-01      | 3.0000%  | 0.0000% | $110856.00         | $57898.40          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-04-01      | 2.5000%  | 0.0000% | $640000.00         | $390995.95         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-05-01      | 3.0000%  | 0.0000% | $1000000.00        | $624106.22         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-07-01      | 3.5000%  | 0.0000% | $1130000.00        | $709912.49         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-07-01      | 4.0000%  | 0.0000% | $130775.00         | $78965.92          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-09-01      | 4.0000%  | 0.0000% | $93000.00          | $57594.23          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-10-01      | 4.0000%  | 0.0000% | $398000.00         | $244087.33         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-04-01      | 2.5000%  | 0.0000% | $1750000.00        | $1131690.59        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-05-01      | 3.5000%  | 0.0000% | $460000.00         | $267975.66         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-09-01      | 3.0000%  | 0.0000% | $1284000.00        | $854818.08         | Agency Mortgage-Backed Securities |

### Security 234: Credit Agricole Corporate and Investment Bank

- **C.1 - Title:** Credit Agricole Corporate and Investment Bank 4.000000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1CVT25, C.3 - LEI: 1VUV7VQFKUOQ, C.5 - Other ID: ARP1CVT25_4.00_1205
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.0000%
- **C.11 - Maturity Date (WAM):** 2025-12-05
- **C.12 - Maturity Date (WAL):** 2025-12-05
- **C.13 - Final Legal Maturity Date:** 2025-12-11
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? Yes, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bill | 2026-06-11      | N/A      | 0.0000% | $4000.00           | $3922.68           | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2042-08-15      | 2.7500%  | 0.0000% | $100.00            | $79.77             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2051-05-15      | 2.3750%  | 0.0000% | $268199400.00      | $175416595.52      | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2053-02-15      | 3.6250%  | 0.0000% | $99500.00          | $84368.35          | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2054-02-15      | 2.1250%  | 0.0000% | $20643000.00       | $20440971.43       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2055-02-15      | 4.6250%  | 0.0000% | $300.00            | $302.72            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-06-30      | 1.8750%  | 0.0000% | $6389300.00        | $6368704.82        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-07-15      | 0.7500%  | 0.0000% | $100.00            | $128.59            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-07-31      | 1.8750%  | 0.0000% | $6417100.00        | $6377635.68        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-02-15      | 1.1250%  | 0.0000% | $79000.00          | $70165.74          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-03-31      | 1.2500%  | 0.0000% | $19388700.00       | $18464655.86       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-12-31      | 3.8750%  | 0.0000% | $8900.00           | $9110.44           | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-03-15      | 4.6250%  | 0.0000% | $6055000.00        | $6127408.23        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-06-30      | 3.7500%  | 0.0000% | $588200.00         | $601896.96         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2033-07-15      | 1.3750%  | 0.0000% | $300.00            | $318.29            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-04-15      | 4.5000%  | 0.0000% | $11993000.00       | $12206290.24       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-08-15      | 3.7500%  | 0.0000% | $16506800.00       | $16744658.50       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-09-30      | 3.5000%  | 0.0000% | $16907400.00       | $16987948.15       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-12-15      | 4.0000%  | 0.0000% | $6320800.00        | $6499438.94        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-04-30      | 3.7500%  | 0.0000% | $80339600.00       | $80779905.40       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-08-31      | 3.6250%  | 0.0000% | $20184500.00       | $20399914.89       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-09-30      | 3.6250%  | 0.0000% | $3000100.00        | $3024297.87        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2035-11-15      | 4.0000%  | 0.0000% | $17363700.00       | $17391298.98       | U.S. Treasuries (including strips) |

### Security 235: Teacher Retirement System of Texas

- **C.1 - Title:** Teacher Retirement System of Texas 4.120000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1CZFF2, C.3 - LEI: 549300LGG2RLWD21SU97, C.5 - Other ID: ARP1CZFF2_4.12_1201
- **C.18 - Value (incl. sponsor support):** $1000768039.22
- **C.18.a - Value (excl. sponsor support):** $1000768039.22
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bond | 2040-11-15      | 1.3750%  | 0.0000% | $400000000.00      | $265320000.00      | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2053-11-15      | 4.7500%  | 0.0000% | $478000000.00      | $483879400.00      | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2049-11-15      | 2.3750%  | 0.0000% | $410000000.00      | $271584000.00      | U.S. Treasuries (including strips) |

### Security 236: Prudential Legacy Insurance Company of New Jersey

- **C.1 - Title:** Prudential Legacy Insurance Co. of New Jersey 4.110000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1D0GT7, C.3 - LEI: 5493005NCNV4ZW27HH91, C.5 - Other ID: ARP1D0GT7_4.11_1201
- **C.18 - Value (incl. sponsor support):** $322972500.00
- **C.18.a - Value (excl. sponsor support):** $322972500.00
- **C.19 - Percentage of Net Assets:** 0.1600%
- **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:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bond | 2044-05-15      | 0.0100%  | 0.0000% | $30000000.00       | $12316500.00       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2039-05-15      | 0.0100%  | 0.0000% | $215000000.00      | $117325500.00      | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2039-08-15      | 0.0100%  | 0.0000% | $130000000.00      | $69946500.00       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2044-05-15      | 0.0100%  | 0.0000% | $93000000.00       | $37113975.00       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2039-02-15      | N/A      | 0.0000% | $90000000.00       | $49801500.00       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2054-05-15      | 4.6250%  | 0.0000% | $43000000.00       | $42927975.00       | U.S. Treasuries (including strips) |

### Security 237: Credit Agricole Securities (USA), Inc. - Fixed Income Clearing Corp.

- **C.1 - Title:** Credit Agricole Securities (USA), Inc. - Fixed Income Clearing Corp. 4.090000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1D0H58, C.3 - LEI: 549300H47WTH, C.5 - Other ID: ARP1D0H58_4.09_1201
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** Credit Agricole Securities (USA), Inc. - Fixed Income Clearing Corp.

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2029-05-31      | 4.5000%  | 0.0000% | $290041000.00      | $305999999.91      | U.S. Treasuries (including strips) |

### Security 238: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 3.770000%
- **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: ARP1D0HB5, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP1D0HB5_3.77_0528
- **C.18 - Value (incl. sponsor support):** $100000000.00
- **C.18.a - Value (excl. sponsor support):** $100000000.00
- **C.19 - Percentage of Net Assets:** 0.0500%
- **C.17 - Yield as of Reporting Date:** 3.7700%
- **C.11 - Maturity Date (WAM):** 2026-05-28
- **C.12 - Maturity Date (WAL):** 2026-05-28
- **C.13 - Final Legal Maturity Date:** 2026-05-28
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? Yes, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? No, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2029-08-15      | 1.6250%  | 0.0000% | $99169700.00       | $93256463.56       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-11-30      | 0.6250%  | 0.0000% | $9223700.00        | $8743577.34        | U.S. Treasuries (including strips) |

### Security 239: Santander U.S. Capital Markets LLC

- **C.1 - Title:** Santander U.S. Capital Markets LLC 4.120000%
- **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: ARP1D0JO5, C.3 - LEI: 549300LGG2RL, C.5 - Other ID: ARP1D0JO5_4.12_1201
- **C.18 - Value (incl. sponsor support):** $700000000.00
- **C.18.a - Value (excl. sponsor support):** $700000000.00
- **C.19 - Percentage of Net Assets:** 0.3600%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-2
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp.         | 2054-10-25      | 2.5782%  | 0.0000% | $40000000.00       | $3384476.76        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-10-25      | 1.4782%  | 0.0000% | $15000000.00       | $650313.02         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-01-25      | 2.4782%  | 0.0000% | $60000000.00       | $4844304.49        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-02-25      | 0.0500%  | 0.0000% | $87802333.00       | $167990.01         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-02-25      | 0.0500%  | 0.0000% | $87802333.00       | $167831.61         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-04-25      | 6.0000%  | 0.0000% | $3728069.00        | $639727.03         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-07-25      | 5.0000%  | 0.0000% | $3164.00           | $2994.60           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-02-25      | 6.0000%  | 0.0000% | $1685590.00        | $208845.07         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-08-25      | 6.0000%  | 0.0000% | $500997.00         | $95941.87          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-08-25      | 0.0200%  | 0.0000% | $35000000.00       | $18115.79          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-08-25      | 0.0500%  | 0.0000% | $181903886.00      | $420317.31         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-05-25      | 6.0000%  | 0.0000% | $5793749.00        | $1008300.41        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-09-25      | 5.2218%  | 0.0000% | $90124413.00       | $89662337.55       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-05-25      | 6.0000%  | 0.0000% | $2435954.00        | $419516.95         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-09-25      | 6.0000%  | 0.0000% | $1333333.00        | $248999.03         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-09-25      | 1.1982%  | 0.0000% | $50000000.00       | $3192766.99        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-09-25      | 0.0500%  | 0.0000% | $91351168.00       | $196846.07         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2032-06-25      | 4.4000%  | 0.0000% | $4455903.00        | $4542583.68        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-11-25      | 1.8782%  | 0.0000% | $104001702.00      | $7455606.59        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-11-25      | 3.0282%  | 0.0000% | $40000000.00       | $4648749.79        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2035-10-25      | 4.5300%  | 0.0000% | $8272802.00        | $8400000.46        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-12-25      | 4.5000%  | 0.0000% | $6799121.00        | $6631488.67        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-12-25      | 1.3500%  | 0.0000% | $100000000.00      | $12010450.00       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-12-25      | 1.9000%  | 0.0000% | $200000000.00      | $20028266.67       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-12-25      | 3.0500%  | 0.0000% | $62887090.00       | $7562245.94        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-12-25      | 1.3000%  | 0.0000% | $44187198.00       | $3981458.02        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-12-25      | 0.0500%  | 0.0000% | $200000000.00      | $100833.33         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-12-25      | 0.0800%  | 0.0000% | $100000000.00      | $80666.67          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2055-12-25      | 0.0500%  | 0.0000% | $62887090.00       | $31705.57          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2033-06-25      | 4.0000%  | 0.0000% | $36959.00          | $93.71             | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2032-12-25      | N/A      | 0.0000% | $200000.00         | $1193.82           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2033-01-01      | 3.0000%  | 0.0000% | $26000000.00       | $173048.59         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2036-08-15      | N/A      | 0.0000% | $100000.00         | $1170.03           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-06-01      | 2.0000%  | 0.0000% | $450000.00         | $46888.31          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-10-01      | 2.0000%  | 0.0000% | $2350000.00        | $258265.77         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2037-06-01      | 2.0000%  | 0.0000% | $8261662.00        | $329985.98         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2037-07-01      | 2.5000%  | 0.0000% | $5248360.00        | $169993.96         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-04-01      | 2.0000%  | 0.0000% | $310000.00         | $33846.48          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-10-20      | 1.5090%  | 0.0000% | $6215317.00        | $14141.07          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2037-06-16      | N/A      | 0.0000% | $17482798.00       | $433126.91         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2042-11-20      | 3.5000%  | 0.0000% | $727878.00         | $20524.00          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2041-10-20      | 3.5000%  | 0.0000% | $15000000.00       | $55081.65          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-09-16      | 2.1266%  | 0.0000% | $13956638.00       | $604588.84         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2044-11-20      | 4.0000%  | 0.0000% | $3000000.00        | $36413.51          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-06-20      | 4.0000%  | 0.0000% | $21203875.00       | $398401.76         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-07-20      | 3.5000%  | 0.0000% | $60000000.00       | $403126.83         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2045-09-20      | 4.0000%  | 0.0000% | $12475000.00       | $186881.78         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-06-20      | 4.0000%  | 0.0000% | $430085.00         | $15006.91          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-08-20      | 1.9757%  | 0.0000% | $7000000.00        | $235331.09         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-09-20      | 2.0257%  | 0.0000% | $559956.00         | $19200.52          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-09-20      | 3.5000%  | 0.0000% | $50000000.00       | $561180.81         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2046-10-20      | 3.5000%  | 0.0000% | $1386598.00        | $44248.60          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-09-20      | 3.5000%  | 0.0000% | $15000000.00       | $301174.72         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-09-16      | 0.0004%  | 0.0000% | $265427596.00      | $4983072.25        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-09-16      | 0.1789%  | 0.0000% | $331784495.00      | $6343524.97        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-10-16      | 0.7461%  | 0.0000% | $70664168.00       | $4351602.04        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-12-16      | 0.5000%  | 0.0000% | $3276778.00        | $181821.86         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-02-16      | 0.5000%  | 0.0000% | $717590.00         | $46143.91          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-03-16      | 0.5000%  | 0.0000% | $5287445.00        | $233097.01         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2064-07-16      | 0.9277%  | 0.0000% | $50000000.00       | $3388506.13        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-07-16      | 1.1232%  | 0.0000% | $39996000.00       | $3568884.23        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-12-16      | 0.7515%  | 0.0000% | $55369397.00       | $3903491.78        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-07-16      | 0.4494%  | 0.0000% | $13922776.00       | $726300.53         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-07-16      | 0.8569%  | 0.0000% | $121737869.00      | $8075531.22        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-12-16      | 0.8793%  | 0.0000% | $106796418.00      | $7867912.16        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-12-16      | 1.0394%  | 0.0000% | $100526759.00      | $8449835.63        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-07-20      | 1.0811%  | 0.0000% | $79000000.00       | $4059118.29        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-07-20      | 0.0300%  | 0.0000% | $70000000.00       | $64225.93          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 1.4311%  | 0.0000% | $125000000.00      | $10200184.10       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 1.0000%  | 0.0000% | $125000000.00      | $4869252.82        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 0.0500%  | 0.0000% | $30000000.00       | $38926.77          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 2.4711%  | 0.0000% | $77860142.00       | $7755020.03        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 1.7511%  | 0.0000% | $3436425.00        | $271745.98         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 6.0000%  | 0.0000% | $4166667.00        | $989130.56         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-01-20      | 6.0000%  | 0.0000% | $1666667.00        | $227759.62         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-08-20      | 6.0000%  | 0.0000% | $1291667.00        | $181270.22         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-02-20      | 2.0757%  | 0.0000% | $28926251.00       | $758615.04         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-04-20      | 2.0257%  | 0.0000% | $48975995.00       | $204672.06         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 6.0000%  | 0.0000% | $2955034.00        | $625579.45         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | 1.1711%  | 0.0000% | $130000000.00      | $7916155.70        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | 0.0200%  | 0.0000% | $20000000.00       | $14740.11          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | 0.1300%  | 0.0000% | $50000000.00       | $239452.30         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | 0.0500%  | 0.0000% | $100000000.00      | $164174.21         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | 1.2311%  | 0.0000% | $100000000.00      | $6124129.33        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | 1.8711%  | 0.0000% | $100069065.00      | $10077949.77       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-09-20      | 2.5011%  | 0.0000% | $52000000.00       | $4468079.11        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-06-20      | 4.5000%  | 0.0000% | $4555555.00        | $217901.82         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-01-20      | 4.0000%  | 0.0000% | $9198250.00        | $611361.31         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-03-20      | 4.0000%  | 0.0000% | $81120242.00       | $1306094.33        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2047-09-15      | 4.5000%  | 0.0000% | $61446470.00       | $2985659.02        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-03-15      | 2.0000%  | 0.0000% | $2100000.00        | $220636.89         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-01-25      | 3.0000%  | 0.0000% | $1362000.00        | $21957.42          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-03-25      | 4.0000%  | 0.0000% | $1044000.00        | $6875.37           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-04-25      | 4.0000%  | 0.0000% | $1556168.00        | $13231.71          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-08-20      | 2.0257%  | 0.0000% | $22737676.00       | $766940.05         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-10-20      | 3.5000%  | 0.0000% | $1084000.00        | $83550.95          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-04-20      | 4.0000%  | 0.0000% | $89627999.00       | $4919828.42        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-11-20      | 3.5000%  | 0.0000% | $4337376.00        | $1375351.57        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-02-20      | 3.5000%  | 0.0000% | $966000.00         | $68749.14          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-01-20      | 3.5000%  | 0.0000% | $2353000.00        | $177222.03         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-04-20      | 3.5000%  | 0.0000% | $53001214.00       | $4888513.64        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-04-20      | 3.5000%  | 0.0000% | $18254785.00       | $1967757.40        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-04-20      | 4.0000%  | 0.0000% | $2000000.00        | $476660.30         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-08-20      | 2.5000%  | 0.0000% | $5500000.00        | $498603.67         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-08-20      | 2.5000%  | 0.0000% | $16642662.00       | $1228533.98        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-08-20      | 2.5000%  | 0.0000% | $600000.00         | $53532.55          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-09-20      | 2.5000%  | 0.0000% | $1500000.00        | $102409.58         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-09-20      | 2.5000%  | 0.0000% | $500000.00         | $44664.95          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-10-20      | 2.5000%  | 0.0000% | $22600000.00       | $2538974.10        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-10-20      | 2.5000%  | 0.0000% | $300000.00         | $28939.07          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-10-20      | 2.5000%  | 0.0000% | $400000.00         | $37941.43          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-11-20      | 2.0000%  | 0.0000% | $11254855.00       | $802692.99         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-10-20      | 0.0500%  | 0.0000% | $17022010.00       | $10207.02          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-12-20      | 1.3000%  | 0.0000% | $92709796.00       | $3670681.68        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-02-20      | 2.5000%  | 0.0000% | $1965000.00        | $194219.02         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-03-20      | 3.0000%  | 0.0000% | $12400000.00       | $1183667.51        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-04-20      | 3.5000%  | 0.0000% | $14480567.00       | $933770.09         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-04-20      | 5.0000%  | 0.0000% | $36319632.00       | $3331967.17        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-06-20      | 3.0000%  | 0.0000% | $280000.00         | $37369.33          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-05-20      | 3.5000%  | 0.0000% | $45300285.00       | $2994916.37        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-10-20      | 0.2500%  | 0.0000% | $2275231.00        | $13868.95          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-01-20      | 2.1000%  | 0.0000% | $6318002.00        | $375237.43         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-08-20      | 3.5000%  | 0.0000% | $9515730.00        | $1261002.38        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | 3.0000%  | 0.0000% | $534000.00         | $61706.73          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | 2.5000%  | 0.0000% | $150962.00         | $10171.32          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-09-20      | 2.5000%  | 0.0000% | $1500000.00        | $117772.49         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-10-20      | 3.5000%  | 0.0000% | $16187000.00       | $1543778.52        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-09-16      | 1.0279%  | 0.0000% | $147202121.00      | $7576383.89        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-11-20      | 3.0000%  | 0.0000% | $2000000.00        | $203003.19         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2049-11-20      | 3.0000%  | 0.0000% | $2000000.00        | $151602.20         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-11-20      | 4.5000%  | 0.0000% | $14788808.00       | $1703231.22        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2047-01-20      | 4.0000%  | 0.0000% | $14750294.00       | $1663463.23        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-09-20      | 3.0000%  | 0.0000% | $8100000.00        | $859052.38         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-07-20      | N/A      | 0.0000% | $15098536.00       | $8496578.38        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-06-20      | 5.0000%  | 0.0000% | $22361096.00       | $2773278.70        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-02-20      | 1.7011%  | 0.0000% | $45000000.00       | $1852735.89        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-03-20      | 1.6511%  | 0.0000% | $50000000.00       | $1867542.29        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2050-02-20      | 4.5000%  | 0.0000% | $7361000.00        | $1009722.34        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 0.0500%  | 0.0000% | $3500000.00        | $4263.27           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-07-20      | 0.1000%  | 0.0000% | $25874641.00       | $21877.00          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-05-20      | 0.0500%  | 0.0000% | $16966842.00       | $16691.72          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 0.0500%  | 0.0000% | $21413716.00       | $24367.95          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 0.0500%  | 0.0000% | $40812492.00       | $26949.35          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 0.0500%  | 0.0000% | $25971593.00       | $17149.59          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 1.9311%  | 0.0000% | $13046511.00       | $891596.84         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 0.0300%  | 0.0000% | $67096345.00       | $58081.51          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 0.0500%  | 0.0000% | $12084592.00       | $11347.53          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 0.0300%  | 0.0000% | $25000000.00       | $10366.20          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-07-20      | 0.0500%  | 0.0000% | $5500000.00        | $2325.13           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-08-20      | 0.1000%  | 0.0000% | $53703045.00       | $112919.56         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-08-20      | 0.0500%  | 0.0000% | $12500000.00       | $13141.66          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-10-20      | N/A      | 0.0000% | $2142858.00        | $929204.43         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-09-20      | 0.0500%  | 0.0000% | $19141325.00       | $12136.33          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-11-20      | N/A      | 0.0000% | $7081139.00        | $3270350.76        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-01-20      | 2.9511%  | 0.0000% | $68000000.00       | $3395527.10        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 0.0500%  | 0.0000% | $37000000.00       | $21227.47          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-12-20      | 0.1000%  | 0.0000% | $13000000.00       | $17886.96          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 2.9511%  | 0.0000% | $26698407.00       | $2373397.26        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 0.0400%  | 0.0000% | $55000000.00       | $54932.87          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 0.1000%  | 0.0000% | $14000000.00       | $19822.22          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-02-20      | 6.0000%  | 0.0000% | $1269547.00        | $179442.72         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 0.0500%  | 0.0000% | $75000000.00       | $34160.48          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 0.0500%  | 0.0000% | $75000000.00       | $34160.48          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 6.0000%  | 0.0000% | $51875000.00       | $7753200.18        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 0.0500%  | 0.0000% | $128000000.00      | $140154.34         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-06-20      | 0.0500%  | 0.0000% | $26275764.00       | $31275.14          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2051-07-20      | 3.0000%  | 0.0000% | $125000.00         | $18037.27          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 0.0500%  | 0.0000% | $37000000.00       | $38441.65          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 6.0000%  | 0.0000% | $38583333.00       | $5819505.88        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-03-20      | 6.0000%  | 0.0000% | $89500000.00       | $12599938.27       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-20      | 0.1000%  | 0.0000% | $100000000.00      | $153276.18         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-20      | 6.0000%  | 0.0000% | $1295969.00        | $294596.92         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | N/A      | 0.0000% | $5833334.00        | $3982294.96        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 0.0500%  | 0.0000% | $20000000.00       | $22355.82          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-05-20      | 6.5000%  | 0.0000% | $7457277.00        | $883836.95         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-04-20      | 0.1000%  | 0.0000% | $49956614.00       | $68687.56          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-06-20      | 0.1250%  | 0.0000% | $6700.00           | $4888.94           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-11-16      | 0.9722%  | 0.0000% | $126282378.00      | $9700082.25        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-07-20      | 0.1000%  | 0.0000% | $40000000.00       | $56491.26          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-07-20      | 0.0500%  | 0.0000% | $20000000.00       | $26994.67          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 0.0300%  | 0.0000% | $30000000.00       | $28211.52          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-09-20      | 2.5511%  | 0.0000% | $50000000.00       | $3817893.45        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-09-20      | 6.0000%  | 0.0000% | $1792930.00        | $245344.04         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-11-20      | 0.0500%  | 0.0000% | $4995000.00        | $7118.66           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 6.0000%  | 0.0000% | $20782810.00       | $3147804.17        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 0.0500%  | 0.0000% | $42560968.00       | $47153.18          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | N/A      | 0.0000% | $4846015.00        | $3738582.37        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-03-20      | 0.0700%  | 0.0000% | $175000000.00      | $304439.98         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-02-20      | 1.8511%  | 0.0000% | $16666666.00       | $1353800.21        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 0.0500%  | 0.0000% | $50000000.00       | $52133.81          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 0.0500%  | 0.0000% | $4000000.00        | $5030.84           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | N/A      | 0.0000% | $4545455.00        | $3495738.04        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | N/A      | 0.0000% | $2727273.00        | $2035393.58        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 0.0500%  | 0.0000% | $15000000.00       | $24551.32          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 1.1511%  | 0.0000% | $51732166.00       | $3165461.29        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 2.4011%  | 0.0000% | $95918029.00       | $8013711.47        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 0.0500%  | 0.0000% | $25000000.00       | $26266.78          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-05-20      | 1.7511%  | 0.0000% | $32026687.00       | $2625380.01        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 6.0000%  | 0.0000% | $37248328.00       | $7398744.52        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 0.0800%  | 0.0000% | $66000000.00       | $212675.55         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 2.4711%  | 0.0000% | $73172179.00       | $8413446.20        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 1.9011%  | 0.0000% | $75346524.00       | $6602699.79        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 2.5011%  | 0.0000% | $83797315.00       | $8541148.79        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 1.8511%  | 0.0000% | $13333333.00       | $1214562.33        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 1.8511%  | 0.0000% | $100000000.00      | $10563535.65       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 0.6500%  | 0.0000% | $75000000.00       | $1773185.08        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 3.1011%  | 0.0000% | $45000000.00       | $5212239.88        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 1.4511%  | 0.0000% | $156232885.00      | $8399900.51        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 1.0000%  | 0.0000% | $156232885.00      | $6482548.73        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-10-20      | 0.0500%  | 0.0000% | $90232885.00       | $191781.71         | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-11-20      | 1.4700%  | 0.0000% | $50000000.00       | $4016233.33        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-11-20      | 1.8700%  | 0.0000% | $29066666.00       | $4662541.90        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-11-20      | 4.7500%  | 0.0000% | $6730422.00        | $6568679.87        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-11-20      | 2.6300%  | 0.0000% | $40501158.00       | $4073624.48        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-11-20      | 1.4700%  | 0.0000% | $50000000.00       | $8015933.33        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-11-20      | 2.0000%  | 0.0000% | $50000000.00       | $4522022.22        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-11-20      | 0.0500%  | 0.0000% | $50000000.00       | $25205.56          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-11-20      | 1.4800%  | 0.0000% | $67342036.00       | $3388643.77        | Agency Collateralized Mortgage Obligation |
| U.S. Treasury Bond                       | 2036-02-15      | 4.5000%  | 0.0000% | $4100.00           | $4334.10           | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2033-01-15      | 1.1250%  | 0.0000% | $2900.00           | $3083.84           | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2031-09-30      | 3.6250%  | 0.0000% | $1300.00           | $1303.45           | U.S. Treasuries (including strips)        |
| U.S. Treasury Note                       | 2028-07-15      | 3.8750%  | 0.0000% | $378400.00         | $387448.16         | U.S. Treasuries (including strips)        |
| Federal National Mortgage Association    | 2043-10-25      | N/A      | 0.0000% | $20000000.00       | $2817886.29        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2045-01-25      | 3.0000%  | 0.0000% | $10000000.00       | $12869675.94       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-06-25      | N/A      | 0.0000% | $5117042.00        | $204232.67         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2043-06-25      | N/A      | 0.0000% | $4416077.00        | $163169.72         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2047-12-25      | 4.5000%  | 0.0000% | $38253172.00       | $1296887.46        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2048-04-25      | 3.0000%  | 0.0000% | $640000.00         | $13490.52          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2048-09-25      | 2.0137%  | 0.0000% | $55745335.00       | $509462.54         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2048-12-25      | 4.0000%  | 0.0000% | $14403490.00       | $16907339.03       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-02-25      | 4.0000%  | 0.0000% | $3329500.00        | $43905.44          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-05-25      | 3.0000%  | 0.0000% | $5128899.00        | $293329.18         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-09-25      | 2.5000%  | 0.0000% | $2700000.00        | $320867.39         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-11-25      | 4.5000%  | 0.0000% | $16436000.00       | $1178681.74        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-03-25      | 2.0000%  | 0.0000% | $1125000.00        | $103843.27         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2047-12-25      | 2.5000%  | 0.0000% | $2000000.00        | $206987.01         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-04-25      | 2.5000%  | 0.0000% | $1800000.00        | $211541.00         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-05-25      | 3.5000%  | 0.0000% | $10322000.00       | $874837.81         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2050-05-25      | 4.5000%  | 0.0000% | $66473350.00       | $4121240.10        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-12-25      | 3.0000%  | 0.0000% | $2752000.00        | $373011.30         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-12-25      | 3.0000%  | 0.0000% | $1260000.00        | $133052.29         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-02-25      | 2.5000%  | 0.0000% | $6000000.00        | $648750.35         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-07-25      | 0.0500%  | 0.0000% | $41079215.00       | $26254.08          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-04-25      | 0.0500%  | 0.0000% | $9960120.00        | $8136.22           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-07-25      | 6.0000%  | 0.0000% | $3306146.00        | $464733.63         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2047-03-25      | 3.5000%  | 0.0000% | $5600000.00        | $712372.97         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-11-25      | 2.2782%  | 0.0000% | $10000000.00       | $593386.56         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-12-25      | N/A      | 0.0000% | $7692308.00        | $4133626.56        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2051-06-25      | 6.5000%  | 0.0000% | $5931725.00        | $661370.90         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-06-25      | 0.0500%  | 0.0000% | $20000000.00       | $19797.98          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-06-25      | 1.8282%  | 0.0000% | $14251053.00       | $718236.08         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-07-25      | 0.2500%  | 0.0000% | $13500000.00       | $60583.20          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-07-25      | 0.1300%  | 0.0000% | $10000000.00       | $23390.96          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-08-25      | 6.5000%  | 0.0000% | $2683012.00        | $358851.54         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-08-25      | 6.0000%  | 0.0000% | $14095666.00       | $2689235.56        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-02-25      | 0.1500%  | 0.0000% | $17000000.00       | $70722.26          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-02-25      | 0.0700%  | 0.0000% | $30000000.00       | $77359.14          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2049-08-25      | 6.0000%  | 0.0000% | $1065917.00        | $42023.39          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-03-25      | 0.0500%  | 0.0000% | $73060739.00       | $140369.11         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-03-25      | 0.0500%  | 0.0000% | $73060738.00       | $140504.52         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2053-04-25      | 5.0000%  | 0.0000% | $14998999.00       | $12805174.16       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-09-25      | 0.0500%  | 0.0000% | $126309916.00      | $272010.95         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2054-06-25      | 6.0000%  | 0.0000% | $5188648.00        | $935200.50         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-09-25      | 6.0000%  | 0.0000% | $125000.00         | $27406.60          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-08-25      | 1.7782%  | 0.0000% | $163403743.00      | $12259877.13       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-06-25      | 0.0300%  | 0.0000% | $195000000.00      | $233277.28         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-06-25      | 0.1000%  | 0.0000% | $8500000.00        | $33913.84          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-06-25      | 6.0000%  | 0.0000% | $1219578.00        | $215087.00         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-07-25      | 0.1000%  | 0.0000% | $18000000.00       | $75858.41          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2055-10-25      | 1.8282%  | 0.0000% | $130000000.00      | $12198914.35       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2052-05-25      | 4.5000%  | 0.0000% | $36513400.00       | $35910210.83       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2041-01-01      | 4.0000%  | 0.0000% | $1943012.00        | $2466.61           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2041-01-01      | 4.5000%  | 0.0000% | $3078087.00        | $4963.25           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2039-11-01      | 4.5000%  | 0.0000% | $6337579.00        | $14139.90          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2039-10-01      | 5.5000%  | 0.0000% | $15345761.00       | $24569.17          | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2039-05-01      | 5.5000%  | 0.0000% | $5347031.00        | $9023.68           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2041-11-01      | 3.5000%  | 0.0000% | $800000.00         | $7134.94           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2042-04-01      | 4.0000%  | 0.0000% | $710000.00         | $7608.93           | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association    | 2039-11-01      | 4.5000%  | 0.0000% | $700000.00         | $4063.32           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2032-10-15      | 3.5000%  | 0.0000% | $365543.00         | $2038.55           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2043-04-15      | 3.5000%  | 0.0000% | $14720201.00       | $200029.74         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2046-03-15      | 3.0000%  | 0.0000% | $2500000.00        | $3030488.60        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2027-03-25      | 4.6863%  | 0.0000% | $4749352.00        | $36618.67          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-02-25      | 2.5000%  | 0.0000% | $900000.00         | $88711.93          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-08-25      | 3.0000%  | 0.0000% | $540000.00         | $60189.49          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2048-08-15      | 3.0000%  | 0.0000% | $102307200.00      | $5704183.88        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-03-25      | 3.5000%  | 0.0000% | $310000.00         | $14862.09          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2041-01-15      | N/A      | 0.0000% | $500000.00         | $184927.25         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2049-09-25      | 3.5000%  | 0.0000% | $32528571.00       | $850816.56         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-10-25      | 3.0000%  | 0.0000% | $585000.00         | $52906.97          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2049-01-25      | 2.5000%  | 0.0000% | $2100000.00        | $241306.98         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-08-25      | 0.3915%  | 0.0000% | $8000000.00        | $617876.76         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2050-07-25      | 3.0000%  | 0.0000% | $1335000.00        | $151068.07         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-10-25      | 2.5000%  | 0.0000% | $9000000.00        | $1137704.02        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2049-10-25      | 4.0000%  | 0.0000% | $20914542.00       | $2425185.66        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-11-25      | 3.0000%  | 0.0000% | $830000.00         | $89320.77          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2052-01-25      | 3.0000%  | 0.0000% | $24780470.00       | $3071930.35        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2048-11-25      | 3.0000%  | 0.0000% | $5000000.00        | $445854.76         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2046-08-25      | 3.0000%  | 0.0000% | $2000000.00        | $183765.29         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2048-06-25      | 3.0000%  | 0.0000% | $4166666.00        | $233871.67         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2051-11-25      | 4.0000%  | 0.0000% | $36084320.00       | $4978113.45        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-05-25      | 0.1500%  | 0.0000% | $14000000.00       | $56019.38          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2046-12-15      | 4.0000%  | 0.0000% | $100000.00         | $17715.85          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-11-25      | 0.0500%  | 0.0000% | $13461538.00       | $12806.26          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-12-25      | N/A      | 0.0000% | $6978392.00        | $3423846.52        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-01-25      | 6.5000%  | 0.0000% | $3104777.00        | $268097.16         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-02-25      | 0.1500%  | 0.0000% | $21500000.00       | $46592.90          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-02-25      | 0.0200%  | 0.0000% | $37970864.00       | $8638.55           | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2033-12-25      | 0.5696%  | 0.0000% | $12850000.00       | $369686.82         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-03-25      | 6.5000%  | 0.0000% | $2721241.00        | $409144.95         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-03-25      | 6.5000%  | 0.0000% | $3600839.00        | $554156.26         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-03-25      | 6.5000%  | 0.0000% | $5418908.00        | $649727.78         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2049-05-25      | 5.5000%  | 0.0000% | $5500000.00        | $3575588.66        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-04-25      | 6.5000%  | 0.0000% | $3769339.00        | $441312.62         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-04-25      | 6.5000%  | 0.0000% | $3290141.00        | $449398.13         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-05-25      | 2.9982%  | 0.0000% | $16611016.00       | $1502866.74        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2034-03-25      | 0.4747%  | 0.0000% | $33941696.00       | $814061.06         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-07-25      | 6.5000%  | 0.0000% | $24961538.00       | $4205623.58        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-08-25      | 0.0500%  | 0.0000% | $28861024.00       | $19052.00          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-08-25      | 6.0000%  | 0.0000% | $337500.00         | $64412.83          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-08-25      | 0.2500%  | 0.0000% | $14000000.00       | $57088.54          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-08-25      | 0.0500%  | 0.0000% | $16071866.00       | $10383.16          | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2053-04-25      | 6.0000%  | 0.0000% | $833334.00         | $124442.11         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-09-25      | 6.0000%  | 0.0000% | $8456395.00        | $1276134.42        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.         | 2054-10-25      | 0.0500%  | 0.0000% | $5000000.00        | $4530.13           | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-07-16      | 0.5853%  | 0.0000% | $25000000.00       | $1422235.93        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-07-16      | 0.9009%  | 0.0000% | $44000000.00       | $3120012.26        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2066-01-16      | 0.8965%  | 0.0000% | $105932033.00      | $7194023.59        | Agency Collateralized Mortgage Obligation |

### Security 240: MUFG Securities Americas, Inc.

- **C.1 - Title:** MUFG Securities Americas, Inc. 4.120000%
- **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: ARP1D0JP2, C.3 - LEI: K5HU16E3LMSV, C.5 - Other ID: ARP1D0JP2_4.12_1201
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp.      | 2040-12-15      | 4.5000%  | 0.0000% | $34199999.00       | $408658.17         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2043-01-25      | 5.0000%  | 0.0000% | $30000000.00       | $303017.98         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2045-04-25      | 3.0000%  | 0.0000% | $21128416.00       | $287371.43         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2044-09-25      | 4.0000%  | 0.0000% | $50000000.00       | $419970.96         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2045-12-25      | 4.0000%  | 0.0000% | $49303440.00       | $893046.21         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2050-08-25      | 3.5000%  | 0.0000% | $100000000.00      | $5601017.38        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2050-12-25      | 3.0000%  | 0.0000% | $88843008.00       | $7795924.05        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2051-01-25      | 2.0000%  | 0.0000% | $20650000.00       | $1916619.67        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2051-06-25      | 3.0000%  | 0.0000% | $35722304.00       | $3867677.67        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2051-12-25      | 4.0000%  | 0.0000% | $32175168.00       | $3693613.62        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2052-09-25      | 1.1782%  | 0.0000% | $67500000.00       | $2828071.78        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2053-04-25      | 5.1718%  | 0.0000% | $20164000.00       | $14970774.84       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2052-11-25      | 0.9282%  | 0.0000% | $50000000.00       | $1370405.95        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2053-04-25      | 6.0000%  | 0.0000% | $1999999.00        | $2076220.97        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2051-05-15      | 3.5000%  | 0.0000% | $22612928.00       | $1369545.07        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2035-08-25      | 2.5000%  | 0.0000% | $10000000.00       | $293411.14         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2051-09-25      | 3.0000%  | 0.0000% | $83333248.00       | $8174123.96        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2048-07-25      | 3.5000%  | 0.0000% | $30977120.00       | $3209210.93        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2051-09-25      | 2.5000%  | 0.0000% | $25564120.00       | $1970218.38        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2051-10-25      | 3.0000%  | 0.0000% | $97207000.00       | $8490665.78        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2049-07-25      | 1.2500%  | 0.0000% | $19500000.00       | $12576174.33       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2052-01-25      | 3.0000%  | 0.0000% | $39817472.00       | $4451237.50        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2051-11-25      | 2.5000%  | 0.0000% | $39672128.00       | $2807018.78        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2052-02-25      | 3.5000%  | 0.0000% | $51428544.00       | $7403253.93        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2052-01-25      | 3.0000%  | 0.0000% | $22384640.00       | $1355185.07        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2051-03-25      | 3.0000%  | 0.0000% | $59883200.00       | $8412312.82        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2052-08-25      | 1.1282%  | 0.0000% | $23488448.00       | $1104019.45        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2045-03-15      | 4.5000%  | 0.0000% | $47851520.00       | $5286743.47        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2052-10-25      | 1.1282%  | 0.0000% | $55660000.00       | $1991870.31        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2052-10-25      | 0.5282%  | 0.0000% | $76948000.00       | $2534344.92        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2052-09-25      | 1.1082%  | 0.0000% | $48317696.00       | $2239060.58        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2053-04-25      | 1.6782%  | 0.0000% | $50000000.00       | $2542144.72        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2053-08-25      | 1.8282%  | 0.0000% | $44342208.00       | $1872820.14        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2053-09-25      | 1.5782%  | 0.0000% | $35000000.00       | $1093213.52        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2053-10-25      | 1.6782%  | 0.0000% | $100000000.00      | $4023370.43        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2053-10-25      | 3.1282%  | 0.0000% | $43876352.00       | $3208456.79        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2053-10-25      | 2.4282%  | 0.0000% | $105000000.00      | $5112305.05        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2053-12-25      | 1.3782%  | 0.0000% | $50557440.00       | $1222997.09        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2053-12-25      | 2.9282%  | 0.0000% | $44895424.00       | $3502849.61        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2054-07-25      | 2.9782%  | 0.0000% | $50000000.00       | $3102957.80        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2054-05-25      | 1.9282%  | 0.0000% | $57553600.00       | $2927116.66        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2054-12-25      | 1.8282%  | 0.0000% | $40685376.00       | $3028805.83        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2051-07-25      | 5.0000%  | 0.0000% | $10027600.00       | $8378746.77        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2055-02-25      | 0.2282%  | 0.0000% | $75000000.00       | $1367206.18        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2055-03-25      | 1.8282%  | 0.0000% | $25000000.00       | $2337128.03        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2051-08-25      | 5.0000%  | 0.0000% | $10000000.00       | $7670426.78        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2055-03-25      | 1.8282%  | 0.0000% | $76631808.00       | $6428982.43        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2055-07-25      | 2.3282%  | 0.0000% | $50000000.00       | $4701868.34        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2049-08-25      | 5.0000%  | 0.0000% | $5354232.00        | $5318114.70        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2038-05-25      | 4.5000%  | 0.0000% | $6000000.00        | $5974356.83        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2055-10-25      | 1.8282%  | 0.0000% | $45000000.00       | $4264143.86        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2052-07-25      | 4.7500%  | 0.0000% | $10500000.00       | $10066164.98       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2033-08-01      | 4.0000%  | 0.0000% | $40634240.00       | $269477.61         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2032-07-01      | 4.0000%  | 0.0000% | $24492864.00       | $185055.65         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2048-02-01      | 4.0000%  | 0.0000% | $68528896.00       | $2045489.66        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2050-11-01      | 2.0000%  | 0.0000% | $27988032.00       | $2607938.26        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2042-02-01      | 1.5000%  | 0.0000% | $56651712.00       | $3177475.27        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2052-02-01      | 1.5000%  | 0.0000% | $38876032.00       | $3007013.66        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2042-02-01      | 1.5000%  | 0.0000% | $40053952.00       | $2284761.59        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2053-10-01      | 4.0000%  | 0.0000% | $29992200.00       | $5402158.10        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2052-04-01      | 2.5000%  | 0.0000% | $41319296.00       | $5228735.61        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2037-07-01      | 2.0000%  | 0.0000% | $81149600.00       | $4237747.68        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2053-09-25      | 1.5782%  | 0.0000% | $100000000.00      | $3307616.11        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2053-12-25      | 2.9282%  | 0.0000% | $16606304.00       | $1399734.22        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2053-12-25      | 2.9282%  | 0.0000% | $40458048.00       | $3254306.07        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2054-05-25      | 3.1282%  | 0.0000% | $55928256.00       | $5016085.10        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2054-12-25      | 3.0282%  | 0.0000% | $17235360.00       | $2425575.45        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2053-02-25      | 1.8282%  | 0.0000% | $104121088.00      | $4961568.31        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2055-04-25      | 3.0282%  | 0.0000% | $53399104.00       | $4319952.99        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2055-08-25      | 1.0282%  | 0.0000% | $116505472.00      | $6186603.58        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2055-06-25      | 1.7582%  | 0.0000% | $30000000.00       | $2827837.52        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2055-07-25      | 1.7282%  | 0.0000% | $149627392.00      | $10153147.04       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2055-08-25      | 1.0282%  | 0.0000% | $158132736.00      | $4910950.65        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2055-12-25      | 5.0000%  | 0.0000% | $10000000.00       | $10054430.00       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2049-12-25      | 4.5000%  | 0.0000% | $5700000.00        | $5556064.23        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2043-01-15      | 4.0000%  | 0.0000% | $31514368.00       | $194449.15         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2044-09-15      | 4.0000%  | 0.0000% | $24336416.00       | $338728.78         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2044-09-15      | 4.0000%  | 0.0000% | $31063520.00       | $432360.63         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2042-06-15      | N/A      | 0.0000% | $69362687.00       | $171490.60         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2044-10-15      | 4.0000%  | 0.0000% | $50000000.00       | $382168.09         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2050-08-25      | 2.5000%  | 0.0000% | $43213440.00       | $2974452.90        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2044-07-25      | 1.5000%  | 0.0000% | $10750000.00       | $4350644.22        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2050-10-25      | 2.0000%  | 0.0000% | $7000000.00        | $5199167.65        | Agency Collateralized Mortgage Obligation |

### Security 241: Bank of New York - Fixed Income Clearing Corp.

- **C.1 - Title:** Bank of New York - Fixed Income Clearing Corp. 4.090000%
- **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: ARP1D0JQ0, C.3 - LEI: 549300H47WTH, C.5 - Other ID: ARP1D0JQ0_4.09_1201
- **C.18 - Value (incl. sponsor support):** $1000000000.00
- **C.18.a - Value (excl. sponsor support):** $1000000000.00
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** Bank of New York - Fixed Income Clearing Corp.

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association | 2053-03-01      | 6.0000%  | 0.0000% | $1000.00           | $686.55            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-09-01      | 5.5000%  | 0.0000% | $1024.00           | $875.66            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-09-01      | 6.0000%  | 0.0000% | $2064.00           | $1616.59           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-05-01      | 5.5000%  | 0.0000% | $1000.00           | $850.55            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-06-01      | 6.5000%  | 0.0000% | $1024.00           | $719.85            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-06-01      | 5.0000%  | 0.0000% | $1000.00           | $883.65            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-06-01      | 6.5000%  | 0.0000% | $2112.00           | $1525.49           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-07-01      | 6.0000%  | 0.0000% | $1024.00           | $817.12            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-08-01      | 5.5000%  | 0.0000% | $70000.00          | $59394.29          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-08-01      | 5.0000%  | 0.0000% | $1000.00           | $852.89            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-08-01      | 6.5000%  | 0.0000% | $1024.00           | $813.03            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-09-01      | 5.5000%  | 0.0000% | $1000.00           | $808.70            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-09-01      | 5.5000%  | 0.0000% | $5189976.00        | $4251637.27        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-09-01      | 6.0000%  | 0.0000% | $1024.00           | $830.66            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-09-01      | 6.0000%  | 0.0000% | $1024.00           | $838.96            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-09-01      | 6.5000%  | 0.0000% | $1024.00           | $853.52            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-02-01      | 7.0000%  | 0.0000% | $1024.00           | $818.54            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-12-01      | 5.5000%  | 0.0000% | $2048.00           | $1838.54           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-10-01      | 5.5000%  | 0.0000% | $1009.00           | $898.38            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-10-01      | 6.5000%  | 0.0000% | $27822918.00       | $20152921.25       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-10-01      | 6.5000%  | 0.0000% | $1000.00           | $763.13            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-10-01      | 5.5000%  | 0.0000% | $1000.00           | $879.08            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-10-01      | 6.5000%  | 0.0000% | $1000.00           | $816.46            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-11-01      | 6.5000%  | 0.0000% | $1024.00           | $822.31            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-11-01      | 6.0000%  | 0.0000% | $1024.00           | $838.63            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-11-01      | 6.0000%  | 0.0000% | $1024.00           | $881.36            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-12-01      | 6.5000%  | 0.0000% | $1040.00           | $733.37            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-01-01      | 6.0000%  | 0.0000% | $1040.00           | $891.09            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-01-01      | 7.0000%  | 0.0000% | $2131.00           | $1747.06           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-08-01      | 5.5000%  | 0.0000% | $1000.00           | $875.91            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-02-01      | 5.0000%  | 0.0000% | $1000.00           | $849.14            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-03-01      | 6.0000%  | 0.0000% | $1000.00           | $830.54            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-04-01      | 6.5000%  | 0.0000% | $16829255.00       | $14026462.58       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-04-01      | 7.0000%  | 0.0000% | $1000.00           | $676.21            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-04-01      | 4.5000%  | 0.0000% | $575899.00         | $455692.45         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-05-01      | 5.5000%  | 0.0000% | $2048.00           | $1910.80           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-05-01      | 6.0000%  | 0.0000% | $1024.00           | $910.36            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-05-01      | 6.0000%  | 0.0000% | $1024.00           | $923.47            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-06-01      | 6.0000%  | 0.0000% | $1031.00           | $835.29            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-06-01      | 6.0000%  | 0.0000% | $1024.00           | $931.74            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-07-01      | 5.5000%  | 0.0000% | $1000.00           | $909.85            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-09-01      | 5.5000%  | 0.0000% | $112939058.00      | $107458619.16      | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-05-01      | 4.5000%  | 0.0000% | $1722756.00        | $162861.84         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-03-01      | 6.0000%  | 0.0000% | $74448000.00       | $86808.43          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-10-01      | 6.0000%  | 0.0000% | $26780465.00       | $39089.13          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-10-01      | 6.5000%  | 0.0000% | $40953792.00       | $401002.75         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-08-01      | 6.5000%  | 0.0000% | $41787669.00       | $163275.12         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-09-01      | 6.5000%  | 0.0000% | $34547520.00       | $75634.56          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-06-01      | 6.0000%  | 0.0000% | $57560896.00       | $324680.13         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-12-01      | 4.0000%  | 0.0000% | $1000.00           | $273.40            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-06-01      | 5.5000%  | 0.0000% | $16339196.00       | $16568596.28       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-10-01      | 3.0000%  | 0.0000% | $1021.00           | $231.46            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-06-01      | 3.5000%  | 0.0000% | $1024.00           | $290.61            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-07-01      | 3.0000%  | 0.0000% | $1024.00           | $148.60            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-08-01      | 3.0000%  | 0.0000% | $172759621.00      | $24471133.44       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-09-01      | 3.0000%  | 0.0000% | $2064.00           | $293.83            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-09-01      | 3.0000%  | 0.0000% | $1024.00           | $156.09            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-10-01      | 3.0000%  | 0.0000% | $1000.00           | $265.63            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-12-01      | 3.0000%  | 0.0000% | $1024.00           | $310.30            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-06-01      | 4.0000%  | 0.0000% | $1000.00           | $86.79             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-04-01      | 4.0000%  | 0.0000% | $1008.00           | $240.66            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-07-01      | 3.0000%  | 0.0000% | $1000.00           | $262.18            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-05-01      | 3.5000%  | 0.0000% | $1024.00           | $191.69            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-04-01      | 4.0000%  | 0.0000% | $1002.00           | $111.53            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-05-01      | 3.0000%  | 0.0000% | $1024.00           | $189.56            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-04-01      | 3.0000%  | 0.0000% | $1008.00           | $185.77            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-04-01      | 3.5000%  | 0.0000% | $1000.00           | $234.02            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-06-01      | 3.5000%  | 0.0000% | $187285030.00      | $23133436.73       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-10-01      | 3.5000%  | 0.0000% | $1008.00           | $206.77            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-08-01      | 4.0000%  | 0.0000% | $1000.00           | $108.48            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2044-09-01      | 4.0000%  | 0.0000% | $1000.00           | $137.18            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2044-07-01      | 4.0000%  | 0.0000% | $2014.00           | $278.73            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2044-11-01      | 4.0000%  | 0.0000% | $12751.00          | $267.44            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-04-01      | 3.0000%  | 0.0000% | $1059.00           | $147.79            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-07-01      | 3.5000%  | 0.0000% | $1079637.00        | $292600.86         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-05-01      | 3.5000%  | 0.0000% | $1024.00           | $164.38            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-08-01      | 3.5000%  | 0.0000% | $1000.00           | $181.77            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-06-01      | 3.0000%  | 0.0000% | $1000.00           | $51.30             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-09-01      | 3.5000%  | 0.0000% | $19427168.00       | $4168150.80        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-03-01      | 3.5000%  | 0.0000% | $1000.00           | $250.72            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-08-01      | 6.0000%  | 0.0000% | $131865.00         | $951.27            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-12-01      | 8.5000%  | 0.0000% | $1000.00           | $8.48              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-02-01      | 5.5000%  | 0.0000% | $1000.00           | $5.44              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-04-01      | 6.0000%  | 0.0000% | $1022.00           | $13.64             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-01-01      | 6.0000%  | 0.0000% | $69814192.00       | $287633.12         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-01-01      | 6.0000%  | 0.0000% | $1012.00           | $17.36             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-04-01      | 6.0000%  | 0.0000% | $1008.00           | $10.85             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-01-01      | 6.0000%  | 0.0000% | $1023.00           | $7.65              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-05-01      | 6.0000%  | 0.0000% | $1025.00           | $1.44              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-05-01      | 6.0000%  | 0.0000% | $2064.00           | $18.44             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-08-01      | 6.0000%  | 0.0000% | $1000.00           | $4.05              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-02-01      | 6.0000%  | 0.0000% | $1055.00           | $13.06             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-10-01      | 6.0000%  | 0.0000% | $1006.00           | $2.48              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-04-01      | 6.0000%  | 0.0000% | $1024.00           | $12.04             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-10-01      | 6.5000%  | 0.0000% | $1000.00           | $747.90            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-10-01      | 6.5000%  | 0.0000% | $1000.00           | $867.45            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-10-01      | 5.5000%  | 0.0000% | $1000.00           | $862.30            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-11-01      | 6.5000%  | 0.0000% | $1001.00           | $916.14            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-11-01      | 6.5000%  | 0.0000% | $1000.00           | $699.24            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-12-01      | 7.0000%  | 0.0000% | $1000.00           | $421.66            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-12-01      | 6.5000%  | 0.0000% | $2512.00           | $2094.00           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-03-01      | 5.5000%  | 0.0000% | $1024.00           | $824.96            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-06-01      | 6.0000%  | 0.0000% | $1024.00           | $1017.05           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-04-01      | 7.0000%  | 0.0000% | $1000.00           | $1048.00           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-09-01      | 7.0000%  | 0.0000% | $3000.00           | $3230.84           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-07-01      | 2.5000%  | 0.0000% | $1120.00           | $425.06            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-08-01      | 2.5000%  | 0.0000% | $4153.00           | $1549.32           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-08-01      | 2.5000%  | 0.0000% | $61000.00          | $25045.57          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-08-01      | 2.5000%  | 0.0000% | $139089384.00      | $58529926.21       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-09-01      | 2.0000%  | 0.0000% | $1024.00           | $509.60            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-09-01      | 2.5000%  | 0.0000% | $1024.00           | $526.41            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-09-01      | 2.0000%  | 0.0000% | $1280.00           | $621.74            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-09-01      | 2.0000%  | 0.0000% | $1000.00           | $521.24            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-09-01      | 2.5000%  | 0.0000% | $1031.00           | $517.42            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-09-01      | 2.5000%  | 0.0000% | $9919860.00        | $4074467.46        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-12-01      | 2.0000%  | 0.0000% | $99000.00          | $56903.76          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-12-01      | 1.5000%  | 0.0000% | $1280.00           | $660.00            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-12-01      | 2.0000%  | 0.0000% | $4029926.00        | $2199694.15        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-12-01      | 2.0000%  | 0.0000% | $1000.00           | $555.60            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-12-01      | 2.0000%  | 0.0000% | $1147.00           | $722.23            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-12-01      | 2.0000%  | 0.0000% | $7976930.00        | $4533289.89        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-10-01      | 2.0000%  | 0.0000% | $2007.00           | $1025.89           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-10-01      | 2.5000%  | 0.0000% | $1024.00           | $430.18            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-10-01      | 2.0000%  | 0.0000% | $2163.00           | $1108.17           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-10-01      | 2.0000%  | 0.0000% | $1024.00           | $523.51            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-10-01      | 2.0000%  | 0.0000% | $1000.00           | $517.81            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-10-01      | 2.0000%  | 0.0000% | $174905842.00      | $97712522.13       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-10-01      | 2.0000%  | 0.0000% | $1024.00           | $559.46            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-10-01      | 2.5000%  | 0.0000% | $103108950.00      | $49452817.90       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-10-01      | 2.5000%  | 0.0000% | $1024.00           | $540.49            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-10-01      | 2.0000%  | 0.0000% | $6894858.00        | $3592011.02        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-10-01      | 2.0000%  | 0.0000% | $1000.00           | $544.95            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-10-01      | 2.0000%  | 0.0000% | $2048.00           | $1166.96           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-10-01      | 2.0000%  | 0.0000% | $3038.00           | $1645.95           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-10-01      | 2.5000%  | 0.0000% | $27712.00          | $12669.38          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-10-01      | 2.0000%  | 0.0000% | $138543786.00      | $75622951.97       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-10-01      | 2.0000%  | 0.0000% | $1024.00           | $521.98            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-11-01      | 2.0000%  | 0.0000% | $1898980.00        | $1056790.57        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-10-01      | 3.0000%  | 0.0000% | $1000.00           | $427.09            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-11-01      | 3.0000%  | 0.0000% | $1000.00           | $546.29            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-02-01      | 3.0000%  | 0.0000% | $2000.00           | $915.52            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-12-01      | 1.5000%  | 0.0000% | $1000.00           | $541.45            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-12-01      | 3.0000%  | 0.0000% | $1000.00           | $470.94            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-12-01      | 1.5000%  | 0.0000% | $3008.00           | $1479.05           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-01-01      | 3.5000%  | 0.0000% | $6000.00           | $2433.19           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-12-01      | 3.0000%  | 0.0000% | $1004.00           | $196.05            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-03-01      | 2.5000%  | 0.0000% | $2000.00           | $1331.40           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-06-01      | 2.5000%  | 0.0000% | $2048.00           | $1207.21           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-05-01      | 2.0000%  | 0.0000% | $1000.00           | $599.37            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-05-01      | 3.5000%  | 0.0000% | $1008.00           | $503.99            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-08-01      | 2.5000%  | 0.0000% | $5000.00           | $3073.12           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-08-01      | 2.0000%  | 0.0000% | $2394.00           | $1494.09           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-08-01      | 2.0000%  | 0.0000% | $3000.00           | $1853.86           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-06-01      | 3.0000%  | 0.0000% | $2010.00           | $733.21            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-12-01      | 2.5000%  | 0.0000% | $5000.00           | $3319.25           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-12-01      | 2.5000%  | 0.0000% | $11059826.00       | $7632454.23        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-01-01      | 2.0000%  | 0.0000% | $2022.00           | $1329.92           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-01-01      | 2.5000%  | 0.0000% | $80815.00          | $46478.67          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-01-01      | 2.0000%  | 0.0000% | $2000.00           | $1283.35           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-11-01      | 2.0000%  | 0.0000% | $147000.00         | $96107.93          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-02-01      | 2.5000%  | 0.0000% | $2000.00           | $1214.25           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-03-01      | 2.5000%  | 0.0000% | $1118490.00        | $592817.82         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-04-01      | 3.5000%  | 0.0000% | $2000.00           | $1454.40           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-04-01      | 3.5000%  | 0.0000% | $6073.00           | $4594.06           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-08-01      | 4.5000%  | 0.0000% | $2016.00           | $1667.78           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-08-01      | 5.5000%  | 0.0000% | $3000.00           | $2195.79           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-08-01      | 5.5000%  | 0.0000% | $6144.00           | $4311.10           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-05-01      | 3.5000%  | 0.0000% | $6000.00           | $4677.43           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-05-01      | 3.5000%  | 0.0000% | $3000.00           | $2185.30           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-06-01      | 5.5000%  | 0.0000% | $1000.00           | $963.50            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-04-01      | 3.0000%  | 0.0000% | $58884.00          | $48730.18          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-07-01      | 5.0000%  | 0.0000% | $1155400.00        | $532027.99         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-08-01      | 4.5000%  | 0.0000% | $1000.00           | $738.27            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-04-01      | 2.0000%  | 0.0000% | $1000.00           | $572.04            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-05-01      | 3.5000%  | 0.0000% | $90000.00          | $66043.20          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-06-01      | 5.0000%  | 0.0000% | $1000.00           | $670.00            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-06-01      | 5.0000%  | 0.0000% | $1000.00           | $727.67            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-06-01      | 3.5000%  | 0.0000% | $2000.00           | $1432.62           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-05-01      | 4.0000%  | 0.0000% | $2000.00           | $1217.51           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-07-01      | 5.0000%  | 0.0000% | $2000.00           | $1577.70           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $853.21            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-11-01      | 4.5000%  | 0.0000% | $1000.00           | $721.51            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-03-01      | 4.5000%  | 0.0000% | $1000.00           | $682.37            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-06-01      | 4.5000%  | 0.0000% | $1000.00           | $945.46            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $737.80            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-07-01      | 5.0000%  | 0.0000% | $1001.00           | $673.02            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-07-01      | 5.0000%  | 0.0000% | $3000.00           | $2099.60           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-05-01      | 6.0000%  | 0.0000% | $1001.00           | $707.41            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-12-01      | 4.5000%  | 0.0000% | $1000.00           | $950.54            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $738.82            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-08-01      | 5.0000%  | 0.0000% | $1007.00           | $637.58            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-01      | 4.0000%  | 0.0000% | $1000.00           | $771.17            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $612.28            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-08-01      | 5.0000%  | 0.0000% | $2000.00           | $1362.72           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-01      | 4.5000%  | 0.0000% | $2024.00           | $1523.99           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-07-01      | 4.5000%  | 0.0000% | $1000.00           | $894.20            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-11-01      | 5.0000%  | 0.0000% | $3000.00           | $2698.15           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-08-01      | 5.0000%  | 0.0000% | $6653.00           | $3330.41           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-08-01      | 5.0000%  | 0.0000% | $2000.00           | $1197.07           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-01      | 5.0000%  | 0.0000% | $3000.00           | $2144.51           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-08-01      | 5.0000%  | 0.0000% | $2000.00           | $1120.12           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-08-01      | 5.0000%  | 0.0000% | $2000.00           | $1920.34           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-08-01      | 5.0000%  | 0.0000% | $2000.00           | $1472.84           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-11-01      | 5.5000%  | 0.0000% | $1000.00           | $792.54            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-01      | 5.0000%  | 0.0000% | $1064766.00        | $844294.01         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-08-01      | 4.5000%  | 0.0000% | $1092.00           | $778.42            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-08-01      | 4.5000%  | 0.0000% | $2000.00           | $1690.01           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-08-01      | 4.5000%  | 0.0000% | $3000.00           | $2532.72           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $851.45            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-08-01      | 4.5000%  | 0.0000% | $1000.00           | $941.17            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $968.81            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-08-01      | 5.0000%  | 0.0000% | $8866832.00        | $7611806.27        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-10-01      | 5.0000%  | 0.0000% | $2000.00           | $1519.32           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $847.55            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-08-01      | 5.0000%  | 0.0000% | $2000.00           | $1648.23           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $724.48            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $578.92            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $811.29            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $622.15            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-01      | 5.0000%  | 0.0000% | $3002.00           | $2307.56           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-01      | 5.0000%  | 0.0000% | $1171856.00        | $744018.37         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-10-01      | 4.5000%  | 0.0000% | $2000.00           | $1294.89           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-10-01      | 5.0000%  | 0.0000% | $2000.00           | $758.19            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-01      | 5.0000%  | 0.0000% | $3008.00           | $1804.12           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $554.06            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $726.53            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2040-05-01      | 5.5000%  | 0.0000% | $100458028.00      | $4355703.44        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2044-08-01      | 4.0000%  | 0.0000% | $1995.00           | $316.47            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2044-02-01      | 4.5000%  | 0.0000% | $1000.00           | $94.78             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2030-11-01      | 3.0000%  | 0.0000% | $562999.00         | $47603.16          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2040-02-01      | 5.5000%  | 0.0000% | $21877.00          | $825.20            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2042-07-01      | 3.5000%  | 0.0000% | $1269.00           | $159.13            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2045-02-01      | 3.5000%  | 0.0000% | $47968949.00       | $4553826.23        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2047-07-01      | 4.5000%  | 0.0000% | $1000.00           | $294.11            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-01-01      | 4.5000%  | 0.0000% | $1000.00           | $320.01            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-01-01      | 4.5000%  | 0.0000% | $1000.00           | $303.86            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2047-10-01      | 4.5000%  | 0.0000% | $1000.00           | $327.67            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2047-11-01      | 4.5000%  | 0.0000% | $1000.00           | $301.46            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-07-01      | 4.5000%  | 0.0000% | $1000.00           | $330.14            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-07-01      | 4.5000%  | 0.0000% | $1000.00           | $404.31            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-09-01      | 4.5000%  | 0.0000% | $1000.00           | $286.02            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-07-01      | 4.5000%  | 0.0000% | $1000.00           | $271.88            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-07-01      | 4.5000%  | 0.0000% | $5599601.00        | $1603877.56        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-07-01      | 4.5000%  | 0.0000% | $1000.00           | $216.93            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-07-01      | 4.5000%  | 0.0000% | $1000.00           | $324.99            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-07-01      | 4.5000%  | 0.0000% | $1000.00           | $173.11            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-10-01      | 4.0000%  | 0.0000% | $76529.00          | $12125.10          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-03-01      | 3.5000%  | 0.0000% | $1024.00           | $145.32            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-03-01      | 4.0000%  | 0.0000% | $3000.00           | $486.69            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-12-01      | 3.5000%  | 0.0000% | $2000.00           | $493.67            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-09-01      | 3.5000%  | 0.0000% | $2000.00           | $475.27            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-05-01      | 4.5000%  | 0.0000% | $1000.00           | $306.87            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-05-01      | 4.0000%  | 0.0000% | $3000.00           | $1212.80           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-02-01      | 3.5000%  | 0.0000% | $1008.00           | $148.84            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-09-01      | 3.5000%  | 0.0000% | $1000.00           | $151.51            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-09-01      | 3.0000%  | 0.0000% | $1024.00           | $216.62            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-12-01      | 3.0000%  | 0.0000% | $2029.00           | $404.91            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-06-01      | 4.5000%  | 0.0000% | $1002.00           | $399.13            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-08-01      | 4.5000%  | 0.0000% | $1000.00           | $113.52            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-02-01      | 4.5000%  | 0.0000% | $1000.00           | $810.40            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-06-01      | 4.5000%  | 0.0000% | $3320980.00        | $660248.37         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-07-01      | 6.0000%  | 0.0000% | $981000.00         | $190131.84         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-04-01      | 4.0000%  | 0.0000% | $1000.00           | $208.69            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-03-01      | 3.5000%  | 0.0000% | $1000.00           | $175.41            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-04-01      | 4.0000%  | 0.0000% | $1000.00           | $193.27            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-04-01      | 4.0000%  | 0.0000% | $1000.00           | $241.31            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-08-01      | 3.5000%  | 0.0000% | $2052.00           | $314.87            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-05-01      | 4.5000%  | 0.0000% | $1476440.00        | $500066.51         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-11-01      | 4.5000%  | 0.0000% | $1000.00           | $379.21            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-06-01      | 4.5000%  | 0.0000% | $1000.00           | $414.78            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-08-01      | 4.0000%  | 0.0000% | $1000.00           | $205.14            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-06-01      | 4.5000%  | 0.0000% | $1000.00           | $383.06            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-08-01      | 3.5000%  | 0.0000% | $1202.00           | $175.60            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-10-01      | 4.5000%  | 0.0000% | $1000.00           | $295.08            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-01-01      | 4.5000%  | 0.0000% | $1001.00           | $393.03            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-01-01      | 4.5000%  | 0.0000% | $1000.00           | $349.78            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-04-01      | 4.0000%  | 0.0000% | $1008.00           | $237.67            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-08-01      | 4.5000%  | 0.0000% | $2001.00           | $323.65            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-10-01      | 4.0000%  | 0.0000% | $1024.00           | $169.98            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-05-01      | 4.5000%  | 0.0000% | $1000.00           | $190.33            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-01-01      | 4.5000%  | 0.0000% | $1000.00           | $514.85            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-07-01      | 3.5000%  | 0.0000% | $2000.00           | $538.21            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-03-01      | 4.5000%  | 0.0000% | $1859000.00        | $411775.88         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-09-01      | 4.5000%  | 0.0000% | $1000.00           | $423.15            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-09-01      | 4.5000%  | 0.0000% | $2000.00           | $626.01            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-09-01      | 4.5000%  | 0.0000% | $1000.00           | $499.46            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-08-01      | 4.5000%  | 0.0000% | $1000.00           | $103.74            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-07-01      | 4.5000%  | 0.0000% | $1000.00           | $394.99            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-07-01      | 4.5000%  | 0.0000% | $924184.00         | $236017.65         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-10-01      | 4.5000%  | 0.0000% | $1000.00           | $446.51            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-09-01      | 4.5000%  | 0.0000% | $1021.00           | $204.02            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-08-01      | 4.5000%  | 0.0000% | $1000.00           | $186.35            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-09-01      | 4.5000%  | 0.0000% | $1000.00           | $297.50            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-11-01      | 4.5000%  | 0.0000% | $1000.00           | $387.16            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-08-01      | 4.5000%  | 0.0000% | $1000.00           | $89.98             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-05-01      | 3.5000%  | 0.0000% | $1280.00           | $176.12            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-10-01      | 4.0000%  | 0.0000% | $1000.00           | $107.95            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-05-01      | 3.5000%  | 0.0000% | $1024.00           | $306.17            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-02-01      | 4.0000%  | 0.0000% | $1024.00           | $309.85            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-03-01      | 3.5000%  | 0.0000% | $1024.00           | $283.76            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-10-01      | 4.5000%  | 0.0000% | $1030.00           | $180.36            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-01-01      | 4.5000%  | 0.0000% | $1024.00           | $195.27            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-05-01      | 4.0000%  | 0.0000% | $1000.00           | $732.37            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-11-01      | 2.5000%  | 0.0000% | $1024.00           | $755.41            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-06-01      | 4.5000%  | 0.0000% | $1000.00           | $956.23            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-09-01      | 5.0000%  | 0.0000% | $1001.00           | $96.51             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-09-01      | 4.5000%  | 0.0000% | $2840992.00        | $848840.63         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-09-01      | 5.0000%  | 0.0000% | $1028.00           | $674.06            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-03-01      | 5.0000%  | 0.0000% | $1000.00           | $95.02             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-11-01      | 4.0000%  | 0.0000% | $2000.00           | $617.43            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-11-01      | 4.5000%  | 0.0000% | $1000.00           | $268.31            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-11-01      | 4.5000%  | 0.0000% | $1120.00           | $273.89            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-09-01      | 4.5000%  | 0.0000% | $1000.00           | $418.13            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-11-01      | 4.5000%  | 0.0000% | $2052508.00        | $473171.22         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-02-01      | 5.0000%  | 0.0000% | $1000.00           | $184.65            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-03-01      | 4.0000%  | 0.0000% | $1000.00           | $229.80            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-03-01      | 4.5000%  | 0.0000% | $1000.00           | $270.92            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-04-01      | 4.0000%  | 0.0000% | $1000.00           | $128.46            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-03-01      | 5.0000%  | 0.0000% | $2030.00           | $545.98            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-03-01      | 4.5000%  | 0.0000% | $1000.00           | $260.93            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-02-01      | 5.5000%  | 0.0000% | $12884976.00       | $220015.39         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-01-01      | 4.5000%  | 0.0000% | $1000.00           | $178.13            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-06-01      | 3.5000%  | 0.0000% | $1000.00           | $262.59            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-05-01      | 4.5000%  | 0.0000% | $1000.00           | $478.61            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-02-01      | 4.5000%  | 0.0000% | $2000.00           | $477.36            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-07-01      | 3.5000%  | 0.0000% | $1000.00           | $439.48            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-05-01      | 3.5000%  | 0.0000% | $1008.00           | $156.77            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-04-01      | 4.5000%  | 0.0000% | $2000.00           | $448.08            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-04-01      | 4.5000%  | 0.0000% | $1000.00           | $486.97            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-05-01      | 4.5000%  | 0.0000% | $1000.00           | $152.42            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-06-01      | 3.5000%  | 0.0000% | $2000.00           | $481.22            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-11-01      | 3.5000%  | 0.0000% | $2000.00           | $372.88            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-11-01      | 3.5000%  | 0.0000% | $2000.00           | $994.34            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-12-01      | 3.5000%  | 0.0000% | $1006.00           | $315.45            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-11-01      | 3.0000%  | 0.0000% | $1000.00           | $335.65            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-11-01      | 3.5000%  | 0.0000% | $1001.00           | $182.22            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-02-01      | 3.5000%  | 0.0000% | $1000.00           | $341.25            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-12-01      | 3.5000%  | 0.0000% | $2000.00           | $829.49            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-11-01      | 3.5000%  | 0.0000% | $2324572.00        | $1330601.89        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-11-01      | 3.5000%  | 0.0000% | $2000.00           | $749.78            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-01-01      | 3.5000%  | 0.0000% | $1000.00           | $419.60            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-12-01      | 3.5000%  | 0.0000% | $1000.00           | $385.48            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-01-01      | 3.5000%  | 0.0000% | $1000.00           | $356.08            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-01-01      | 3.5000%  | 0.0000% | $1000.00           | $358.47            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-01-01      | 3.5000%  | 0.0000% | $1000.00           | $364.04            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-03-01      | 2.5000%  | 0.0000% | $1000.00           | $232.97            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-07-01      | 2.5000%  | 0.0000% | $1024.00           | $382.74            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-08-01      | 2.0000%  | 0.0000% | $1024.00           | $471.61            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-08-01      | 2.0000%  | 0.0000% | $76968472.00       | $38627541.10       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-09-01      | 2.0000%  | 0.0000% | $1779897.00        | $922673.77         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-10-01      | 3.0000%  | 0.0000% | $2000.00           | $719.31            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-03-01      | 2.0000%  | 0.0000% | $76086618.00       | $43161759.98       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-07-01      | 2.5000%  | 0.0000% | $1024.00           | $609.58            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-04-01      | 3.0000%  | 0.0000% | $1000.00           | $396.71            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $766.82            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-11-01      | 6.0000%  | 0.0000% | $2000.00           | $1423.45           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-06-01      | 5.0000%  | 0.0000% | $5000462.00        | $3074974.69        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-10-01      | 2.5000%  | 0.0000% | $1000.00           | $620.29            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-06-01      | 6.0000%  | 0.0000% | $1008.00           | $800.50            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-07-01      | 5.5000%  | 0.0000% | $1024.00           | $923.21            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-09-01      | 6.5000%  | 0.0000% | $1000.00           | $808.54            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-01      | 5.0000%  | 0.0000% | $2000.00           | $1228.65           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $877.18            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $677.81            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $736.39            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-11-01      | 5.5000%  | 0.0000% | $1000.00           | $831.07            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-08-01      | 4.5000%  | 0.0000% | $1000.00           | $363.74            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-09-01      | 4.5000%  | 0.0000% | $1000.00           | $88.51             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2043-12-01      | 4.5000%  | 0.0000% | $398000.00         | $81153.21          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2031-06-01      | 3.0000%  | 0.0000% | $1000.00           | $119.13            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2042-10-01      | 4.0000%  | 0.0000% | $1000.00           | $112.91            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2042-10-01      | 4.0000%  | 0.0000% | $1199995.00        | $135497.71         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2042-12-01      | 4.0000%  | 0.0000% | $1000.00           | $85.38             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-10-01      | 4.0000%  | 0.0000% | $1024.00           | $256.23            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-11-01      | 4.0000%  | 0.0000% | $1000.00           | $294.91            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-11-01      | 4.5000%  | 0.0000% | $1000.00           | $307.22            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-02-01      | 4.5000%  | 0.0000% | $1000.00           | $369.44            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-02-01      | 4.5000%  | 0.0000% | $1000.00           | $151.71            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-02-01      | 4.5000%  | 0.0000% | $1000.00           | $182.23            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-02-01      | 4.5000%  | 0.0000% | $1000.00           | $305.28            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-03-01      | 4.5000%  | 0.0000% | $392992.00         | $167633.82         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-03-01      | 4.5000%  | 0.0000% | $1000.00           | $266.66            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-04-01      | 4.5000%  | 0.0000% | $1000.00           | $343.74            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-03-01      | 4.5000%  | 0.0000% | $1001.00           | $229.19            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-11-01      | 5.5000%  | 0.0000% | $1000.00           | $699.53            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-10-01      | 5.5000%  | 0.0000% | $1000.00           | $607.51            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-11-01      | 6.0000%  | 0.0000% | $2000.00           | $950.58            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-01-01      | 5.5000%  | 0.0000% | $2000.00           | $1331.72           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-12-01      | 6.0000%  | 0.0000% | $2000.00           | $1215.67           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-11-01      | 5.5000%  | 0.0000% | $1000.00           | $662.18            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-11-01      | 5.0000%  | 0.0000% | $2000.00           | $1557.45           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-12-01      | 4.5000%  | 0.0000% | $2000.00           | $1567.84           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-11-01      | 4.5000%  | 0.0000% | $2000.00           | $1886.70           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-11-01      | 5.5000%  | 0.0000% | $1003.00           | $621.08            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-11-01      | 5.5000%  | 0.0000% | $1000.00           | $496.93            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-11-01      | 6.0000%  | 0.0000% | $2000.00           | $1460.03           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-12-01      | 5.5000%  | 0.0000% | $2000.00           | $1970.21           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-01-01      | 4.5000%  | 0.0000% | $1001.00           | $941.44            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-12-01      | 6.0000%  | 0.0000% | $2000.00           | $1985.32           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-01-01      | 6.0000%  | 0.0000% | $1000.00           | $691.12            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-02-01      | 4.5000%  | 0.0000% | $1000.00           | $559.59            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-01-01      | 6.0000%  | 0.0000% | $1000.00           | $459.60            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-01-01      | 5.5000%  | 0.0000% | $1000.00           | $606.56            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-03-01      | 5.5000%  | 0.0000% | $1000.00           | $786.46            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-12-01      | 6.0000%  | 0.0000% | $2000.00           | $960.53            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-02-01      | 6.0000%  | 0.0000% | $2000.00           | $1286.24           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-04-01      | 5.5000%  | 0.0000% | $2000.00           | $1691.80           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-02-01      | 5.5000%  | 0.0000% | $3000.00           | $1963.14           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-04-01      | 6.0000%  | 0.0000% | $1000.00           | $566.75            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-08-01      | 6.5000%  | 0.0000% | $1000.00           | $796.14            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-09-01      | 6.5000%  | 0.0000% | $2000.00           | $1601.76           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-05-01      | 5.5000%  | 0.0000% | $1000.00           | $832.10            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-05-01      | 5.5000%  | 0.0000% | $2000.00           | $1083.27           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-05-01      | 6.0000%  | 0.0000% | $1000.00           | $715.17            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-04-01      | 5.5000%  | 0.0000% | $2000.00           | $1604.41           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-04-01      | 6.0000%  | 0.0000% | $2000.00           | $1427.65           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-04-01      | 5.5000%  | 0.0000% | $1215052.00        | $1066770.17        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-04-01      | 5.0000%  | 0.0000% | $1000.00           | $697.81            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-04-01      | 6.0000%  | 0.0000% | $2000.00           | $1398.79           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-04-01      | 6.0000%  | 0.0000% | $1000.00           | $702.59            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-04-01      | 5.0000%  | 0.0000% | $1001.00           | $315.81            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-05-01      | 4.5000%  | 0.0000% | $1000.00           | $196.08            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2047-04-01      | 4.0000%  | 0.0000% | $1002.00           | $253.70            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2047-05-01      | 4.0000%  | 0.0000% | $1001.00           | $199.57            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2047-06-01      | 4.0000%  | 0.0000% | $1006.00           | $307.28            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2047-05-01      | 4.0000%  | 0.0000% | $1001.00           | $257.58            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2047-05-01      | 4.0000%  | 0.0000% | $1000.00           | $167.82            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2047-06-01      | 4.5000%  | 0.0000% | $1000.00           | $261.27            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2047-06-01      | 3.5000%  | 0.0000% | $1000.00           | $294.87            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2047-06-01      | 4.0000%  | 0.0000% | $1001.00           | $315.24            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2047-06-01      | 3.5000%  | 0.0000% | $1000.00           | $456.69            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2047-06-01      | 3.5000%  | 0.0000% | $1000.00           | $193.13            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2047-06-01      | 3.5000%  | 0.0000% | $1000.00           | $201.53            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2047-07-01      | 4.0000%  | 0.0000% | $1000.00           | $384.85            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2047-07-01      | 4.0000%  | 0.0000% | $1000.00           | $380.43            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-03-01      | 3.5000%  | 0.0000% | $2048.00           | $441.33            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2047-09-01      | 4.0000%  | 0.0000% | $1000.00           | $316.28            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2047-09-01      | 3.5000%  | 0.0000% | $1000.00           | $273.64            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2047-09-01      | 4.0000%  | 0.0000% | $1000.00           | $233.07            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2047-10-01      | 4.0000%  | 0.0000% | $1000.00           | $293.33            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2047-10-01      | 4.0000%  | 0.0000% | $1000.00           | $275.74            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2047-12-01      | 4.0000%  | 0.0000% | $1001.00           | $241.07            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2047-11-01      | 4.0000%  | 0.0000% | $1000.00           | $206.11            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-01-01      | 4.5000%  | 0.0000% | $1000.00           | $341.34            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2047-12-01      | 4.0000%  | 0.0000% | $2020.00           | $657.26            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-07-01      | 4.0000%  | 0.0000% | $1000.00           | $153.12            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-06-01      | 4.5000%  | 0.0000% | $1000.00           | $283.43            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-08-01      | 5.0000%  | 0.0000% | $1000.00           | $286.81            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-08-01      | 5.0000%  | 0.0000% | $1000.00           | $398.56            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-05-01      | 4.0000%  | 0.0000% | $1000.00           | $160.29            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-05-01      | 4.0000%  | 0.0000% | $1001.00           | $312.23            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-07-01      | 4.0000%  | 0.0000% | $1003.00           | $340.68            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-08-01      | 5.0000%  | 0.0000% | $1000.00           | $103.75            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-08-01      | 5.0000%  | 0.0000% | $1002.00           | $332.86            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-07-01      | 4.5000%  | 0.0000% | $1000.00           | $265.51            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-09-01      | 4.5000%  | 0.0000% | $1000.00           | $75.28             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-09-01      | 5.0000%  | 0.0000% | $1001.00           | $127.71            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-09-01      | 5.0000%  | 0.0000% | $1000.00           | $247.31            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-09-01      | 5.0000%  | 0.0000% | $1000.00           | $288.88            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-09-01      | 4.5000%  | 0.0000% | $1000.00           | $233.97            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-09-01      | 5.0000%  | 0.0000% | $1000.00           | $340.33            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-11-01      | 4.5000%  | 0.0000% | $1000.00           | $563.69            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-11-01      | 5.0000%  | 0.0000% | $1000.00           | $397.25            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-11-01      | 5.0000%  | 0.0000% | $1000.00           | $199.83            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-11-01      | 5.0000%  | 0.0000% | $1000.00           | $287.41            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-11-01      | 5.0000%  | 0.0000% | $1000.00           | $301.96            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-11-01      | 4.0000%  | 0.0000% | $1000.00           | $205.33            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-07-01      | 3.5000%  | 0.0000% | $1000.00           | $237.21            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-06-01      | 4.5000%  | 0.0000% | $1000.00           | $214.82            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-06-01      | 3.5000%  | 0.0000% | $1000.00           | $309.65            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-05-01      | 5.0000%  | 0.0000% | $1000.00           | $167.53            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-06-01      | 4.5000%  | 0.0000% | $1000.00           | $354.54            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-06-01      | 4.5000%  | 0.0000% | $1000.00           | $177.60            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-06-01      | 3.5000%  | 0.0000% | $1000.00           | $283.04            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-06-01      | 4.5000%  | 0.0000% | $1000.00           | $340.90            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-07-01      | 3.5000%  | 0.0000% | $1000.00           | $361.60            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-07-01      | 3.5000%  | 0.0000% | $1000.00           | $326.34            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-07-01      | 3.5000%  | 0.0000% | $1000.00           | $271.88            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-07-01      | 3.5000%  | 0.0000% | $1000.00           | $167.27            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-08-01      | 4.5000%  | 0.0000% | $1000.00           | $296.15            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-09-01      | 3.5000%  | 0.0000% | $1000.00           | $336.54            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2046-09-01      | 3.5000%  | 0.0000% | $1008.00           | $270.83            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-11-01      | 3.0000%  | 0.0000% | $985133.00         | $237289.44         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-11-01      | 3.0000%  | 0.0000% | $1000.00           | $359.46            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-10-01      | 4.5000%  | 0.0000% | $1000.00           | $318.07            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2050-01-01      | 3.5000%  | 0.0000% | $1000.00           | $298.50            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2050-01-01      | 3.5000%  | 0.0000% | $1000.00           | $385.32            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2050-01-01      | 4.0000%  | 0.0000% | $1000.00           | $139.98            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2050-01-01      | 4.0000%  | 0.0000% | $1000.00           | $324.06            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-12-01      | 3.5000%  | 0.0000% | $1000.00           | $380.69            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-12-01      | 4.5000%  | 0.0000% | $1000.00           | $94.03             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-12-01      | 3.5000%  | 0.0000% | $1000.00           | $418.46            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-12-01      | 3.5000%  | 0.0000% | $1000.00           | $135.47            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2050-01-01      | 3.5000%  | 0.0000% | $1000.00           | $404.01            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2050-01-01      | 3.5000%  | 0.0000% | $1000.00           | $572.25            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2050-02-01      | 3.5000%  | 0.0000% | $1000.00           | $458.26            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2050-09-01      | 2.5000%  | 0.0000% | $1000.00           | $507.94            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2051-03-01      | 2.0000%  | 0.0000% | $133053.00         | $80192.80          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2051-06-01      | 3.0000%  | 0.0000% | $1000.00           | $661.28            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2051-11-01      | 2.5000%  | 0.0000% | $1000.00           | $646.45            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2051-11-01      | 3.0000%  | 0.0000% | $1000.00           | $622.20            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2051-12-01      | 2.5000%  | 0.0000% | $1000.00           | $611.05            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2051-11-01      | 3.0000%  | 0.0000% | $1000.00           | $476.17            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-05-01      | 3.0000%  | 0.0000% | $52001.00          | $37326.47          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-06-01      | 3.5000%  | 0.0000% | $1000.00           | $627.44            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-06-01      | 5.0000%  | 0.0000% | $1000.00           | $869.28            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $832.31            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $831.94            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $772.51            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $776.62            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $858.01            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $620.25            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-07-01      | 4.5000%  | 0.0000% | $1000.00           | $504.99            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-08-01      | 4.5000%  | 0.0000% | $1000.00           | $778.25            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $622.73            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $702.17            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-07-01      | 5.0000%  | 0.0000% | $1000.00           | $609.24            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $616.67            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-08-01      | 5.0000%  | 0.0000% | $1130.00           | $944.06            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-02-01      | 3.5000%  | 0.0000% | $2000.00           | $381.33            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-03-01      | 3.5000%  | 0.0000% | $1008.00           | $95.77             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-01-01      | 3.0000%  | 0.0000% | $1001.00           | $231.06            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-04-01      | 3.5000%  | 0.0000% | $1001.00           | $55.83             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2044-04-01      | 4.0000%  | 0.0000% | $1024.00           | $143.93            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-01-01      | 3.5000%  | 0.0000% | $1024.00           | $105.17            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-03-01      | 3.5000%  | 0.0000% | $1024.00           | $207.55            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-03-01      | 3.5000%  | 0.0000% | $2043.00           | $194.29            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-04-01      | 3.5000%  | 0.0000% | $1022.00           | $237.27            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-05-01      | 3.0000%  | 0.0000% | $1024.00           | $146.65            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-05-01      | 3.5000%  | 0.0000% | $15137696.00       | $4226164.29        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-11-01      | 3.5000%  | 0.0000% | $1024.00           | $251.14            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-12-01      | 3.5000%  | 0.0000% | $7758757.00        | $1429317.31        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-07-01      | 3.5000%  | 0.0000% | $1024.00           | $169.98            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-07-01      | 3.5000%  | 0.0000% | $1024.00           | $99.34             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-10-01      | 3.5000%  | 0.0000% | $1024.00           | $115.11            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-09-01      | 3.5000%  | 0.0000% | $2000.00           | $713.60            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-09-01      | 3.0000%  | 0.0000% | $1000.00           | $135.22            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-04-01      | 5.0000%  | 0.0000% | $1000.00           | $800.27            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-05-01      | 6.5000%  | 0.0000% | $1000.00           | $481.89            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $568.50            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $699.97            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-05-01      | 6.0000%  | 0.0000% | $1000.00           | $769.65            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-04-01      | 6.0000%  | 0.0000% | $1000.00           | $753.68            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-05-01      | 5.0000%  | 0.0000% | $146081.00         | $132814.19         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-10-01      | 5.0000%  | 0.0000% | $1000.00           | $870.15            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-05-01      | 6.0000%  | 0.0000% | $1000.00           | $613.60            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $776.57            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-05-01      | 6.0000%  | 0.0000% | $2000.00           | $2023.35           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-06-01      | 6.0000%  | 0.0000% | $1000.00           | $738.80            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-07-01      | 6.5000%  | 0.0000% | $2000.00           | $1795.69           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-08-01      | 6.5000%  | 0.0000% | $1000.00           | $1037.68           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-06-01      | 6.0000%  | 0.0000% | $2000.00           | $1621.11           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-05-01      | 6.5000%  | 0.0000% | $1000.00           | $818.63            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-06-01      | 4.5000%  | 0.0000% | $1000.00           | $927.61            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-06-01      | 6.5000%  | 0.0000% | $2000.00           | $1724.90           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-08-01      | 5.5000%  | 0.0000% | $1000.00           | $711.41            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-08-01      | 5.5000%  | 0.0000% | $286129.00         | $227635.75         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-07-01      | 6.0000%  | 0.0000% | $1000.00           | $307.63            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-06-01      | 5.0000%  | 0.0000% | $1000.00           | $813.99            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-06-01      | 6.5000%  | 0.0000% | $1000.00           | $560.55            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-07-01      | 6.0000%  | 0.0000% | $1322364.00        | $814232.72         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-07-01      | 6.0000%  | 0.0000% | $300000.00         | $175630.90         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-07-01      | 5.0000%  | 0.0000% | $1000.00           | $892.05            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $715.36            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-06-01      | 6.0000%  | 0.0000% | $195000.00         | $156002.06         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $734.49            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-07-01      | 6.0000%  | 0.0000% | $2000.00           | $1298.92           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-07-01      | 5.5000%  | 0.0000% | $2000.00           | $1751.12           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-07-01      | 6.5000%  | 0.0000% | $1014590.00        | $469940.87         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-09-01      | 6.5000%  | 0.0000% | $2000.00           | $1532.63           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-07-01      | 5.5000%  | 0.0000% | $2000.00           | $1995.53           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-07-01      | 5.5000%  | 0.0000% | $1110.00           | $953.15            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-08-01      | 5.5000%  | 0.0000% | $1000.00           | $832.01            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-08-01      | 5.5000%  | 0.0000% | $1000.00           | $615.74            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $877.61            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $883.83            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-10-01      | 6.5000%  | 0.0000% | $1002.00           | $1034.89           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-10-01      | 6.5000%  | 0.0000% | $1001.00           | $1035.52           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-08-01      | 6.0000%  | 0.0000% | $2000.00           | $1449.06           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-10-01      | 6.0000%  | 0.0000% | $2000.00           | $465.83            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-08-01      | 6.5000%  | 0.0000% | $1000.00           | $823.79            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-09-01      | 6.5000%  | 0.0000% | $1000.00           | $803.44            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-08-01      | 5.0000%  | 0.0000% | $1000.00           | $902.70            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-09-01      | 6.5000%  | 0.0000% | $2018.00           | $1532.82           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-09-01      | 6.5000%  | 0.0000% | $1000.00           | $609.32            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-11-01      | 3.5000%  | 0.0000% | $49762944.00       | $7364533.99        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-11-01      | 3.5000%  | 0.0000% | $3072.00           | $583.82            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-12-01      | 4.5000%  | 0.0000% | $74964258.00       | $20399584.34       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-08-01      | 3.5000%  | 0.0000% | $8791528.00        | $2814202.17        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-08-01      | 4.0000%  | 0.0000% | $2000.00           | $219.12            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-09-01      | 3.5000%  | 0.0000% | $1024.00           | $113.12            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-09-01      | 3.5000%  | 0.0000% | $1279.00           | $190.65            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-01-01      | 4.0000%  | 0.0000% | $1000.00           | $289.72            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-01-01      | 3.5000%  | 0.0000% | $1024.00           | $125.85            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-11-01      | 4.5000%  | 0.0000% | $1056.00           | $245.57            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-06-01      | 4.0000%  | 0.0000% | $1120.00           | $111.19            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-06-01      | 4.5000%  | 0.0000% | $1001.00           | $249.27            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-07-01      | 4.0000%  | 0.0000% | $1024.00           | $269.37            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-07-01      | 4.5000%  | 0.0000% | $207000.00         | $37314.59          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-01-01      | 4.0000%  | 0.0000% | $1000.00           | $264.66            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-04-01      | 5.0000%  | 0.0000% | $25015840.00       | $8456732.69        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-06-01      | 4.0000%  | 0.0000% | $345000.00         | $88318.70          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-08-01      | 3.0000%  | 0.0000% | $748999.00         | $193527.08         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-09-01      | 3.0000%  | 0.0000% | $1000.00           | $338.27            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-10-01      | 3.5000%  | 0.0000% | $9989000.00        | $4469075.65        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-03-01      | 3.0000%  | 0.0000% | $1111.00           | $267.95            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-03-01      | 4.0000%  | 0.0000% | $1024.00           | $383.74            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-11-01      | 3.0000%  | 0.0000% | $359960.00         | $70191.66          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-12-01      | 4.0000%  | 0.0000% | $2000.00           | $573.48            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-02-01      | 3.0000%  | 0.0000% | $1000.00           | $387.48            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-06-01      | 2.5000%  | 0.0000% | $1002.00           | $396.60            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-12-01      | 3.5000%  | 0.0000% | $2000.00           | $803.12            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-06-01      | 4.0000%  | 0.0000% | $284000.00         | $64495.86          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-09-01      | 2.0000%  | 0.0000% | $1024.00           | $513.31            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-07-01      | 3.0000%  | 0.0000% | $2000.00           | $676.11            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-04-01      | 4.5000%  | 0.0000% | $1000.00           | $248.78            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-04-01      | 4.5000%  | 0.0000% | $1000.00           | $179.88            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-04-01      | 4.5000%  | 0.0000% | $1000.00           | $66.58             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-04-01      | 4.5000%  | 0.0000% | $1000.00           | $277.73            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-04-01      | 4.5000%  | 0.0000% | $1000.00           | $231.28            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-05-01      | 4.5000%  | 0.0000% | $1000.00           | $302.64            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-05-01      | 4.5000%  | 0.0000% | $1000.00           | $450.86            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-05-01      | 4.5000%  | 0.0000% | $1000.00           | $70.05             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-05-01      | 4.5000%  | 0.0000% | $1000.00           | $164.52            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2042-06-01      | 4.0000%  | 0.0000% | $1005.00           | $93.31             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-03-01      | 4.5000%  | 0.0000% | $1000.00           | $173.50            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-06-01      | 4.5000%  | 0.0000% | $1024.00           | $240.40            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2036-05-01      | 2.0000%  | 0.0000% | $5383768.00        | $2687776.61        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-04-01      | 4.5000%  | 0.0000% | $1000.00           | $459.36            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-09-01      | 4.5000%  | 0.0000% | $1000.00           | $725.28            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-11-01      | 4.5000%  | 0.0000% | $300553.00         | $235156.57         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-12-01      | 4.0000%  | 0.0000% | $65000.00          | $54709.59          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-07-01      | 4.5000%  | 0.0000% | $2999.00           | $2239.54           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-03-01      | 6.5000%  | 0.0000% | $2000.00           | $1570.09           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-06-01      | 5.0000%  | 0.0000% | $39538240.00       | $37608711.05       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-03-01      | 5.5000%  | 0.0000% | $144000.00         | $131878.12         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-02-01      | 6.0000%  | 0.0000% | $1008.00           | $885.08            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-10-01      | 5.5000%  | 0.0000% | $7289627.00        | $6822462.25        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-08-01      | 6.0000%  | 0.0000% | $1000.00           | $861.80            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-09-01      | 6.0000%  | 0.0000% | $50000.00          | $44360.23          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-11-01      | 7.0000%  | 0.0000% | $20096934.00       | $18228664.10       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-10-01      | 5.0000%  | 0.0000% | $1024.00           | $957.06            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-12-01      | 3.0000%  | 0.0000% | $998000.00         | $317742.83         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2051-01-01      | 2.5000%  | 0.0000% | $99000.00          | $43299.53          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-05-01      | 4.5000%  | 0.0000% | $1002.00           | $626.28            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-06-01      | 4.0000%  | 0.0000% | $1000.00           | $727.91            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-03-01      | 5.0000%  | 0.0000% | $22631839.00       | $18382927.66       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-06-01      | 5.5000%  | 0.0000% | $1033.00           | $833.35            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-06-01      | 6.0000%  | 0.0000% | $38831808.00       | $30829105.06       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-06-01      | 6.0000%  | 0.0000% | $9093344.00        | $7428355.32        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-07-01      | 5.0000%  | 0.0000% | $1024.00           | $966.88            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $856.38            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-08-01      | 6.5000%  | 0.0000% | $5218342.00        | $4187761.07        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-10-01      | 6.0000%  | 0.0000% | $1001.00           | $826.66            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2041-09-01      | 2.0000%  | 0.0000% | $199000.00         | $121793.06         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2041-10-01      | 2.5000%  | 0.0000% | $199713.00         | $121586.65         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-04-01      | 6.0000%  | 0.0000% | $1000.00           | $771.07            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-04-01      | 5.5000%  | 0.0000% | $1024.00           | $996.47            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-06-01      | 5.5000%  | 0.0000% | $1477368.00        | $1326853.48        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-07-01      | 6.5000%  | 0.0000% | $1000.00           | $592.51            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-11-01      | 5.0000%  | 0.0000% | $978276.00         | $140922.18         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-12-01      | 3.5000%  | 0.0000% | $1000.00           | $491.23            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-05-01      | 4.5000%  | 0.0000% | $2000.00           | $332.11            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2032-12-01      | 6.5000%  | 0.0000% | $1018.00           | $1.14              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-12-01      | 4.0000%  | 0.0000% | $1000.00           | $41.08             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-04-01      | 3.5000%  | 0.0000% | $1001.00           | $81.81             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-03-01      | 3.5000%  | 0.0000% | $1279.00           | $97.24             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-03-01      | 3.5000%  | 0.0000% | $30827824.00       | $2404671.42        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-11-01      | 3.5000%  | 0.0000% | $1040.00           | $170.97            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2027-06-01      | 3.5000%  | 0.0000% | $1030.00           | $11.82             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-12-01      | 3.5000%  | 0.0000% | $1008.00           | $205.09            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2044-10-01      | 4.0000%  | 0.0000% | $1000.00           | $149.16            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-01-01      | 4.0000%  | 0.0000% | $1001.00           | $140.61            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-12-01      | 3.5000%  | 0.0000% | $1023.00           | $178.28            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-12-01      | 4.0000%  | 0.0000% | $1000.00           | $187.22            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-06-01      | 4.0000%  | 0.0000% | $1000.00           | $171.21            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-07-01      | 3.5000%  | 0.0000% | $1024.00           | $164.97            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-08-01      | 3.5000%  | 0.0000% | $1055.00           | $96.32             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-07-01      | 4.0000%  | 0.0000% | $1245174.00        | $169672.31         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-08-01      | 4.0000%  | 0.0000% | $1001.00           | $103.42            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-09-01      | 3.5000%  | 0.0000% | $1024.00           | $130.61            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-12-01      | 3.5000%  | 0.0000% | $1000.00           | $51.22             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-11-01      | 3.0000%  | 0.0000% | $1000.00           | $65.81             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-12-01      | 4.0000%  | 0.0000% | $1104.00           | $158.20            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-01-01      | 3.5000%  | 0.0000% | $1000.00           | $215.30            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-07-01      | 3.5000%  | 0.0000% | $2000.00           | $403.48            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-12-01      | 3.5000%  | 0.0000% | $1000.00           | $242.28            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-05-01      | 4.0000%  | 0.0000% | $2051.00           | $1500.01           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-05-01      | 4.0000%  | 0.0000% | $6059.00           | $4434.61           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-05-01      | 4.0000%  | 0.0000% | $3000.00           | $2201.35           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-06-01      | 3.5000%  | 0.0000% | $1000.00           | $756.06            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-06-01      | 4.0000%  | 0.0000% | $3113.00           | $2329.83           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-06-01      | 4.0000%  | 0.0000% | $1040.00           | $760.25            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-08-01      | 4.0000%  | 0.0000% | $3264.00           | $2402.18           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-08-01      | 4.5000%  | 0.0000% | $3072.00           | $2368.56           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-12-01      | 5.5000%  | 0.0000% | $2016.00           | $1479.25           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-12-01      | 5.5000%  | 0.0000% | $1024.00           | $782.86            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-12-01      | 5.5000%  | 0.0000% | $23534464.00       | $19199582.38       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-12-01      | 5.5000%  | 0.0000% | $1000.00           | $779.11            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-12-01      | 5.5000%  | 0.0000% | $2000.00           | $1442.65           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-12-01      | 5.5000%  | 0.0000% | $3000.00           | $2163.98           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-12-01      | 6.0000%  | 0.0000% | $1000.00           | $707.74            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-12-01      | 6.0000%  | 0.0000% | $2514560.00        | $1752516.01        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-12-01      | 6.0000%  | 0.0000% | $2000.00           | $1461.18           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-12-01      | 6.0000%  | 0.0000% | $6000.00           | $4630.43           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-12-01      | 6.0000%  | 0.0000% | $1000.00           | $801.01            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-08-01      | 5.0000%  | 0.0000% | $3099.00           | $2176.09           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-01      | 4.5000%  | 0.0000% | $2154.00           | $1685.58           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-01      | 5.0000%  | 0.0000% | $6000.00           | $4148.91           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-01      | 4.0000%  | 0.0000% | $1008.00           | $630.06            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-01      | 5.5000%  | 0.0000% | $1025.00           | $770.95            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-01      | 5.5000%  | 0.0000% | $1000.00           | $990.82            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-01      | 5.0000%  | 0.0000% | $60811136.00       | $44525079.24       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-01      | 4.0000%  | 0.0000% | $12076000.00       | $8944858.64        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-01      | 5.5000%  | 0.0000% | $1000.00           | $710.21            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-10-01      | 5.0000%  | 0.0000% | $1008.00           | $798.11            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $806.61            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-10-01      | 5.0000%  | 0.0000% | $1024.00           | $768.70            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-10-01      | 5.0000%  | 0.0000% | $11310021.00       | $8759324.32        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-10-01      | 5.5000%  | 0.0000% | $3144.00           | $2738.42           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-01      | 5.5000%  | 0.0000% | $1000.00           | $858.78            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-10-01      | 5.5000%  | 0.0000% | $1023.00           | $780.98            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-10-01      | 5.5000%  | 0.0000% | $3077.00           | $2494.99           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-10-01      | 5.5000%  | 0.0000% | $4080.00           | $3206.70           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-11-01      | 5.0000%  | 0.0000% | $1024.00           | $753.62            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-11-01      | 5.5000%  | 0.0000% | $1000.00           | $817.66            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-05-01      | 5.0000%  | 0.0000% | $1000.00           | $859.66            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-05-01      | 5.5000%  | 0.0000% | $2048.00           | $1745.36           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-05-01      | 5.0000%  | 0.0000% | $1043.00           | $809.66            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-05-01      | 5.5000%  | 0.0000% | $1086.00           | $877.92            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-05-01      | 5.5000%  | 0.0000% | $1024.00           | $847.40            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-05-01      | 6.0000%  | 0.0000% | $918624.00         | $708783.54         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-01-01      | 6.0000%  | 0.0000% | $2575200.00        | $1963190.20        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-02-01      | 6.0000%  | 0.0000% | $92415488.00       | $78605313.78       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-02-01      | 5.5000%  | 0.0000% | $2032.00           | $1718.27           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-02-01      | 5.5000%  | 0.0000% | $1024.00           | $888.47            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-03-01      | 6.0000%  | 0.0000% | $1026.00           | $761.95            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-03-01      | 4.5000%  | 0.0000% | $1000.00           | $747.91            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-04-01      | 5.5000%  | 0.0000% | $1024.00           | $908.61            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-03-01      | 6.0000%  | 0.0000% | $1000.00           | $741.09            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-04-01      | 4.5000%  | 0.0000% | $1024.00           | $879.78            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-11-01      | 5.5000%  | 0.0000% | $1000.00           | $964.18            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2050-05-01      | 4.0000%  | 0.0000% | $178999.00         | $39731.43          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 6.0000%  | 0.0000% | $1000.00           | $938.11            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 5.5000%  | 0.0000% | $1152.00           | $1103.14           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-10-01      | 5.0000%  | 0.0000% | $139523.00         | $110152.40         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-09-01      | 6.0000%  | 0.0000% | $11264.00          | $8931.90           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-11-01      | 6.5000%  | 0.0000% | $1000.00           | $769.67            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2028-10-01      | 3.5000%  | 0.0000% | $1165558.00        | $133709.56         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2041-08-01      | 4.0000%  | 0.0000% | $1018.00           | $98.53             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2041-08-01      | 4.0000%  | 0.0000% | $1001.00           | $100.49            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2041-09-01      | 4.0000%  | 0.0000% | $1000.00           | $106.98            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2041-12-01      | 4.0000%  | 0.0000% | $1004.00           | $98.94             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2042-02-01      | 3.5000%  | 0.0000% | $1008.00           | $105.85            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2042-03-01      | 4.0000%  | 0.0000% | $1997.00           | $388.58            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2042-09-01      | 4.0000%  | 0.0000% | $1000.00           | $243.37            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2042-10-01      | 4.0000%  | 0.0000% | $3067.00           | $376.43            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2043-02-01      | 3.5000%  | 0.0000% | $1000.00           | $223.51            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2043-04-01      | 4.0000%  | 0.0000% | $1000.00           | $47.59             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2043-04-01      | 4.0000%  | 0.0000% | $1000.00           | $128.71            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2043-04-01      | 4.0000%  | 0.0000% | $2000.00           | $350.79            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2043-04-01      | 4.0000%  | 0.0000% | $1000.00           | $113.98            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2043-04-01      | 4.0000%  | 0.0000% | $1000.00           | $187.25            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2043-05-01      | 4.0000%  | 0.0000% | $2001.00           | $422.43            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2043-05-01      | 3.5000%  | 0.0000% | $1000.00           | $132.17            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2043-07-01      | 4.0000%  | 0.0000% | $1000.00           | $84.86             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2043-07-01      | 4.0000%  | 0.0000% | $1001.00           | $170.51            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2043-07-01      | 4.0000%  | 0.0000% | $1000.00           | $138.59            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2045-04-01      | 4.0000%  | 0.0000% | $1032.00           | $286.87            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2044-05-01      | 4.0000%  | 0.0000% | $1000.00           | $243.56            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2044-07-01      | 4.0000%  | 0.0000% | $1000.00           | $106.69            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2045-09-01      | 4.0000%  | 0.0000% | $1000.00           | $274.51            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2044-02-01      | 4.0000%  | 0.0000% | $1008.00           | $122.22            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2043-12-01      | 4.0000%  | 0.0000% | $1040.00           | $137.92            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2046-09-01      | 3.5000%  | 0.0000% | $1000.00           | $344.14            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2045-02-01      | 4.0000%  | 0.0000% | $1000.00           | $119.49            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2045-07-01      | 4.5000%  | 0.0000% | $1003.00           | $192.22            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2045-09-01      | 4.5000%  | 0.0000% | $1000.00           | $160.11            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2045-10-01      | 4.0000%  | 0.0000% | $1000.00           | $109.99            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2045-10-01      | 3.5000%  | 0.0000% | $7567009.00        | $1182917.28        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2045-11-01      | 4.0000%  | 0.0000% | $26969.00          | $4414.85           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2046-03-01      | 4.0000%  | 0.0000% | $1000.00           | $171.64            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-02-01      | 5.0000%  | 0.0000% | $1000.00           | $352.67            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-02-01      | 4.5000%  | 0.0000% | $1000.00           | $213.59            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-03-01      | 5.0000%  | 0.0000% | $1000.00           | $466.62            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-03-01      | 4.0000%  | 0.0000% | $4293244.00        | $470578.23         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-03-01      | 4.0000%  | 0.0000% | $1000.00           | $160.90            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-04-01      | 4.5000%  | 0.0000% | $1003.00           | $148.27            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-05-01      | 3.5000%  | 0.0000% | $1002.00           | $325.55            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-04-01      | 4.5000%  | 0.0000% | $1000.00           | $291.96            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-04-01      | 4.0000%  | 0.0000% | $1001.00           | $430.40            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-04-01      | 5.0000%  | 0.0000% | $1000.00           | $97.82             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-04-01      | 4.5000%  | 0.0000% | $1001.00           | $193.44            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-04-01      | 4.0000%  | 0.0000% | $3000.00           | $848.31            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-04-01      | 5.0000%  | 0.0000% | $1001.00           | $353.21            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $652.27            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $633.38            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $829.60            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $944.47            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $697.96            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $786.92            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $280.45            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $881.47            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-08-01      | 5.0000%  | 0.0000% | $2004.00           | $1237.16           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $961.19            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-09-01      | 5.0000%  | 0.0000% | $1001.00           | $494.23            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $814.00            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-09-01      | 4.5000%  | 0.0000% | $1000.00           | $893.12            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-09-01      | 4.5000%  | 0.0000% | $1000.00           | $814.90            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $589.16            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-10-01      | 5.0000%  | 0.0000% | $1001.00           | $586.62            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $715.76            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $963.19            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-09-01      | 4.5000%  | 0.0000% | $4633386.00        | $3572733.42        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $749.15            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $766.12            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-09-01      | 5.0000%  | 0.0000% | $3000.00           | $2329.91           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $805.94            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $760.51            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-09-01      | 5.0000%  | 0.0000% | $2000.00           | $1687.45           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-10-01      | 5.0000%  | 0.0000% | $1001.00           | $675.94            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-09-01      | 5.0000%  | 0.0000% | $1000.00           | $780.11            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $777.08            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-10-01      | 5.0000%  | 0.0000% | $2000.00           | $1461.69           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-10-01      | 5.0000%  | 0.0000% | $1000.00           | $652.22            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-10-01      | 5.5000%  | 0.0000% | $1008.00           | $698.99            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-10-01      | 5.5000%  | 0.0000% | $6078271.00        | $4403888.76        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-11-01      | 5.0000%  | 0.0000% | $61469.00          | $48400.02          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-11-01      | 5.5000%  | 0.0000% | $2001.00           | $1405.48           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-11-01      | 5.0000%  | 0.0000% | $1000.00           | $692.13            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-11-01      | 6.0000%  | 0.0000% | $2000.00           | $488.77            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-12-01      | 6.0000%  | 0.0000% | $1000.00           | $744.88            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-12-01      | 6.5000%  | 0.0000% | $1000.00           | $666.35            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-12-01      | 6.5000%  | 0.0000% | $1000.00           | $699.82            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-01-01      | 6.0000%  | 0.0000% | $1000.00           | $536.26            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-12-01      | 6.0000%  | 0.0000% | $1000.00           | $651.22            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $471.04            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $689.14            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-02-01      | 5.5000%  | 0.0000% | $1000.00           | $519.55            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-02-01      | 6.0000%  | 0.0000% | $1000.00           | $650.80            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-03-01      | 5.0000%  | 0.0000% | $1008.00           | $956.95            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-04-01      | 6.5000%  | 0.0000% | $2000.00           | $1095.86           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-04-01      | 5.5000%  | 0.0000% | $1446500.00        | $1404074.45        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-05-01      | 5.5000%  | 0.0000% | $6124784.00        | $4571146.57        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-04-01      | 6.0000%  | 0.0000% | $1001.00           | $723.80            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-06-01      | 6.0000%  | 0.0000% | $1001.00           | $1017.85           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-07-01      | 5.5000%  | 0.0000% | $1000.00           | $699.44            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-08-01      | 6.5000%  | 0.0000% | $99000.00          | $74479.34          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-08-01      | 6.5000%  | 0.0000% | $1000.00           | $798.57            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-08-01      | 6.0000%  | 0.0000% | $1000.00           | $771.87            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-05-01      | 5.5000%  | 0.0000% | $1000.00           | $849.52            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-12-01      | 3.0000%  | 0.0000% | $1000.00           | $514.04            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-02-01      | 2.0000%  | 0.0000% | $269045.00         | $175164.13         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-03-01      | 3.5000%  | 0.0000% | $1000.00           | $804.66            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-07-01      | 6.5000%  | 0.0000% | $2781218.00        | $2611852.46        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-06-01      | 6.5000%  | 0.0000% | $1000.00           | $897.83            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-07-01      | 6.5000%  | 0.0000% | $1000.00           | $682.24            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-07-01      | 6.0000%  | 0.0000% | $1000.00           | $1028.07           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-07-01      | 6.0000%  | 0.0000% | $1000.00           | $1029.14           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-07-01      | 6.0000%  | 0.0000% | $1000.00           | $815.26            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-07-01      | 6.5000%  | 0.0000% | $1000.00           | $475.05            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-08-01      | 6.5000%  | 0.0000% | $1000.00           | $748.24            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-04-01      | 5.5000%  | 0.0000% | $1000.00           | $1020.85           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-04-01      | 7.5000%  | 0.0000% | $1000.00           | $1065.57           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-10-01      | 5.5000%  | 0.0000% | $1000.00           | $700.10            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-10-01      | 6.5000%  | 0.0000% | $1000.00           | $747.99            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-10-01      | 7.5000%  | 0.0000% | $1000.00           | $788.67            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-11-01      | 6.0000%  | 0.0000% | $1000.00           | $905.12            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-11-01      | 5.0000%  | 0.0000% | $1008.00           | $1003.07           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-11-01      | 6.0000%  | 0.0000% | $2000.00           | $1773.34           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-10-01      | 6.5000%  | 0.0000% | $1000.00           | $1038.49           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-11-01      | 4.0000%  | 0.0000% | $1000.00           | $816.00            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-12-01      | 5.5000%  | 0.0000% | $1000.00           | $944.32            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-11-01      | 5.5000%  | 0.0000% | $1000.00           | $746.09            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-01-01      | 6.0000%  | 0.0000% | $1008.00           | $981.86            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-01-01      | 5.0000%  | 0.0000% | $1000.00           | $916.64            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-01-01      | 7.0000%  | 0.0000% | $1000.00           | $982.27            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-02-01      | 6.0000%  | 0.0000% | $1000.00           | $1020.17           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-02-01      | 5.5000%  | 0.0000% | $1000.00           | $1011.27           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-02-01      | 6.0000%  | 0.0000% | $1000.00           | $1022.45           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $1029.05           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-02-01      | 6.0000%  | 0.0000% | $1000.00           | $1035.78           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-02-01      | 5.0000%  | 0.0000% | $1000.00           | $1005.48           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-03-01      | 7.0000%  | 0.0000% | $1000.00           | $1060.66           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-03-01      | 5.0000%  | 0.0000% | $2000.00           | $2006.99           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $985.62            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-05-01      | 5.0000%  | 0.0000% | $12884609.00       | $12270999.38       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $692.47            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-04-01      | 6.0000%  | 0.0000% | $1000.00           | $683.97            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-06-01      | 6.5000%  | 0.0000% | $2302801.00        | $2407265.37        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-06-01      | 5.0000%  | 0.0000% | $2719374.00        | $2727336.64        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $882.54            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-06-01      | 5.5000%  | 0.0000% | $1000.00           | $1000.07           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-06-01      | 5.0000%  | 0.0000% | $1000.00           | $976.75            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-06-01      | 4.5000%  | 0.0000% | $1000.00           | $954.86            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-06-01      | 5.0000%  | 0.0000% | $1000.00           | $1008.39           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $1039.16           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $1040.39           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-06-01      | 5.5000%  | 0.0000% | $1175000.00        | $1195943.47        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-05-01      | 6.5000%  | 0.0000% | $1000.00           | $1046.24           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-07-01      | 5.5000%  | 0.0000% | $1000.00           | $975.53            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-06-01      | 6.0000%  | 0.0000% | $1000.00           | $834.15            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-07-01      | 6.5000%  | 0.0000% | $1000.00           | $874.85            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-08-01      | 5.5000%  | 0.0000% | $1000.00           | $1024.29           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-06-01      | 6.5000%  | 0.0000% | $1000.00           | $1039.88           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-07-01      | 6.0000%  | 0.0000% | $1000.00           | $772.73            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-09-01      | 6.5000%  | 0.0000% | $2000.00           | $2100.30           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-09-01      | 5.0000%  | 0.0000% | $1000.00           | $1003.69           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1028.61           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-10-01      | 6.5000%  | 0.0000% | $1000.00           | $1050.72           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-08-01      | 4.0000%  | 0.0000% | $1000.00           | $166.91            | Agency Mortgage-Backed Securities |

### Security 242: BMO Capital Markets Corp.

- **C.1 - Title:** BMO Capital Markets Corp. 4.120000%
- **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: ARP1D0JR8, C.3 - LEI: RUC0QBLBRPRC, C.5 - Other ID: ARP1D0JR8_4.12_1201
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.1200%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2041-05-16      | N/A      | 0.0000% | $215000000.00      | $11301901.64       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-04-16      | 1.2990%  | 0.0000% | $137015932.00      | $9222321.41        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-05-16      | 0.9866%  | 0.0000% | $122314000.00      | $7693681.23        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2062-09-16      | 1.0416%  | 0.0000% | $84373677.00       | $4320973.91        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2048-06-20      | 3.5000%  | 0.0000% | $8192540.00        | $8865512.24        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2061-10-16      | 0.6656%  | 0.0000% | $156291051.00      | $6917377.55        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2063-11-16      | 0.9985%  | 0.0000% | $235591231.00      | $17194736.01       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-09-16      | 0.8592%  | 0.0000% | $171000000.00      | $13264401.66       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-06-20      | 1.0011%  | 0.0000% | $200000000.00      | $6994528.63        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2065-06-20      | 3.0011%  | 0.0000% | $75000000.00       | $8819190.46        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2072-11-20      | 0.4529%  | 0.0000% | $180000000.00      | $8963266.83        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2072-05-20      | 0.6136%  | 0.0000% | $299410649.00      | $15521614.43       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2072-07-20      | 0.5617%  | 0.0000% | $142018722.00      | $8027223.39        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-09-16      | 0.8540%  | 0.0000% | $241747278.00      | $18748644.75       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2052-07-20      | 4.5000%  | 0.0000% | $19451372.00       | $14717378.83       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-07-20      | 2.5511%  | 0.0000% | $75000000.00       | $7483930.76        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2067-10-16      | 0.7278%  | 0.0000% | $220236408.00      | $15257772.72       | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 1.3511%  | 0.0000% | $160000000.00      | $9783831.16        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2054-10-20      | 1.3211%  | 0.0000% | $250000000.00      | $6679716.02        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-04-20      | 1.0511%  | 0.0000% | $250000000.00      | $7448010.12        | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $100000.00         | $20486.60          | Agency Collateralized Mortgage Obligation |
| Government National Mortgage Association | 2053-04-20      | 4.5000%  | 0.0000% | $49409344.00       | $40683294.95       | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-11-20      | 5.5000%  | 0.0000% | $1024.00           | $1045.80           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2055-04-20      | 5.5000%  | 0.0000% | $5996.00           | $5933.73           | Agency Mortgage-Backed Securities         |
| Government National Mortgage Association | 2053-12-20      | 7.0000%  | 0.0000% | $13502736.00       | $13510778.11       | Agency Mortgage-Backed Securities         |

### Security 243: BMO Capital Markets Corp.

- **C.1 - Title:** BMO Capital Markets Corp. 4.080000%
- **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: ARP1D0JS6, C.3 - LEI: RUC0QBLBRPRC, C.5 - Other ID: ARP1D0JS6_4.08_1201
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2045-03-20      | 3.5000%  | 0.0000% | $50000000.00       | $3716044.00        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-02-20      | 3.0000%  | 0.0000% | $2999.00           | $476.83            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-06-20      | 4.5000%  | 0.0000% | $125122432.00      | $99853425.37       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-06-20      | 6.5000%  | 0.0000% | $1024.00           | $540.77            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-10-20      | 6.0000%  | 0.0000% | $40635840.00       | $42117998.17       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-12-20      | 7.0000%  | 0.0000% | $1280.00           | $1280.76           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-11-20      | 5.5000%  | 0.0000% | $59350528.00       | $60307555.27       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $1024.00           | $1063.87           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-05-20      | 5.5000%  | 0.0000% | $1536.00           | $1559.46           | Agency Mortgage-Backed Securities  |
| U.S. Treasury Bond                       | 2040-08-15      | 1.1250%  | 0.0000% | $100.00            | $64.55             | U.S. Treasuries (including strips) |

### Security 244: Bank of New York - Fixed Income Clearing Corp.

- **C.1 - Title:** Bank of New York - Fixed Income Clearing Corp. 4.080000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1D0JT4, C.3 - LEI: 549300H47WTH, C.5 - Other ID: ARP1D0JT4_4.08_1201
- **C.18 - Value (incl. sponsor support):** $14000000000.00
- **C.18.a - Value (excl. sponsor support):** $14000000000.00
- **C.19 - Percentage of Net Assets:** 7.1400%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** Bank of New York - Fixed Income Clearing Corp.

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bill | 2026-04-16      | N/A      | 0.0000% | $350000000.00      | $345026500.00      | U.S. Treasuries (including strips) |
| U.S. Treasury Bill | 2025-12-23      | N/A      | 0.0000% | $500000000.00      | $498630000.00      | U.S. Treasuries (including strips) |
| U.S. Treasury Bill | 2026-10-01      | N/A      | 0.0000% | $500000000.00      | $485050000.00      | U.S. Treasuries (including strips) |
| U.S. Treasury Bill | 2026-10-29      | N/A      | 0.0000% | $750000000.00      | $725647500.00      | U.S. Treasuries (including strips) |
| U.S. Treasury Bill | 2026-11-27      | N/A      | 0.0000% | $150000000.00      | $144747000.00      | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2029-01-15      | 2.5000%  | 0.0000% | $25000000.00       | $39603321.39       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2039-08-15      | 4.5000%  | 0.0000% | $300000000.00      | $309781702.17      | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2040-08-15      | 3.8750%  | 0.0000% | $200000000.00      | $190883877.17      | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2040-11-15      | 4.2500%  | 0.0000% | $150000000.00      | $147650136.46      | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2045-05-15      | 3.0000%  | 0.0000% | $100000000.00      | $79128634.81       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2046-08-15      | 2.2500%  | 0.0000% | $100000000.00      | $68431483.70       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2046-11-15      | 2.8750%  | 0.0000% | $100000000.00      | $76172445.86       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2047-05-15      | 3.0000%  | 0.0000% | $100000000.00      | $77443734.81       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2047-08-15      | 2.7500%  | 0.0000% | $200000000.00      | $148802893.48      | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2048-08-15      | 3.0000%  | 0.0000% | $154987100.00      | $119583363.08      | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2048-11-15      | 3.3750%  | 0.0000% | $236000000.00      | $192590871.91      | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2049-11-15      | 2.3750%  | 0.0000% | $150000000.00      | $99754935.08       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2050-02-15      | 2.0000%  | 0.0000% | $350000000.00      | $214549482.61      | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2053-02-15      | 3.6250%  | 0.0000% | $150000000.00      | $127188460.60      | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2043-02-15      | 3.8750%  | 0.0000% | $150000000.00      | $139781457.88      | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2053-08-15      | 4.1250%  | 0.0000% | $100000000.00      | $92714570.11       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2043-11-15      | 4.7500%  | 0.0000% | $50000000.00       | $51280790.06       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2054-02-15      | 4.2500%  | 0.0000% | $100000000.00      | $94735635.87       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2054-05-15      | 4.6250%  | 0.0000% | $150000000.00      | $149581636.74      | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2055-11-15      | 4.6250%  | 0.0000% | $100000000.00      | $99861291.16       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-02-15      | 1.5000%  | 0.0000% | $254000000.00      | $235004074.39      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-05-15      | 0.6250%  | 0.0000% | $51000000.00       | $44890783.82       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-08-15      | 0.6250%  | 0.0000% | $300000000.00      | $262471586.41      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-08-31      | 0.5000%  | 0.0000% | $245000000.00      | $232810339.03      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-11-15      | 0.8750%  | 0.0000% | $130000000.00      | $114189819.45      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-12-31      | 0.6250%  | 0.0000% | $150000000.00      | $141782930.71      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-04-30      | 1.2500%  | 0.0000% | $175000000.00      | $166182773.90      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-05-31      | 1.2500%  | 0.0000% | $200000000.00      | $190619738.80      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-06-30      | 1.2500%  | 0.0000% | $193000000.00      | $183417371.68      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-07-31      | 1.0000%  | 0.0000% | $450000000.00      | $423189391.30      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-11-15      | 1.3750%  | 0.0000% | $50000000.00       | $43898839.23       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-12-31      | 1.2500%  | 0.0000% | $25000000.00       | $24496426.90       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-02-28      | 1.8750%  | 0.0000% | $124000000.00      | $118408692.02      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-05-15      | 2.8750%  | 0.0000% | $100000000.00      | $95256845.86       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-05-31      | 2.7500%  | 0.0000% | $250000000.00      | $247189931.69      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-06-30      | 3.2500%  | 0.0000% | $12481300.00       | $12593364.58       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-08-31      | 3.1250%  | 0.0000% | $51000000.00       | $51046053.56       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-03-31      | 3.6250%  | 0.0000% | $150000000.00      | $151396453.02      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-04-30      | 3.5000%  | 0.0000% | $100000000.00      | $100043718.23      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2033-08-15      | 3.8750%  | 0.0000% | $149000000.00      | $151206151.49      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-08-31      | 4.1250%  | 0.0000% | $150000000.00      | $155072336.19      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-10-31      | 4.8750%  | 0.0000% | $500000000.00      | $521062859.12      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-12-31      | 3.7500%  | 0.0000% | $429000000.00      | $438616990.92      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-01-31      | 4.0000%  | 0.0000% | $130000000.00      | $134102992.17      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-03-15      | 4.2500%  | 0.0000% | $400000000.00      | $406771138.12      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-04-30      | 4.8750%  | 0.0000% | $100000000.00      | $100822671.82      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-07-15      | 4.3750%  | 0.0000% | $55000000.00       | $56617466.30       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-09-30      | 3.6250%  | 0.0000% | $50000000.00       | $50201334.34       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-11-15      | 4.1250%  | 0.0000% | $399000000.00      | $404267340.08      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-02-28      | 4.1250%  | 0.0000% | $500000000.00      | $508255787.29      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-03-31      | 4.0000%  | 0.0000% | $500000000.00      | $512186758.24      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-03-31      | 3.8750%  | 0.0000% | $125000000.00      | $126263863.32      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-05-31      | 3.8750%  | 0.0000% | $250000000.00      | $255983312.84      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-05-31      | 4.1250%  | 0.0000% | $49000000.00       | $51132949.92       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-08-15      | 3.6250%  | 0.0000% | $200000000.00      | $202850614.13      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-09-30      | 3.6250%  | 0.0000% | $350000000.00      | $352822990.38      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-10-31      | 3.5000%  | 0.0000% | $750000000.00      | $751970386.74      | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2050-05-15      | 1.2500%  | 0.0000% | $200000000.00      | $99767579.01       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2050-08-15      | 1.3750%  | 0.0000% | $100000000.00      | $51501323.37       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2040-05-15      | 1.1250%  | 0.0000% | $225000000.00      | $146156401.24      | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2050-11-15      | 1.6250%  | 0.0000% | $105000000.00      | $57315779.17       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2051-02-15      | 1.8750%  | 0.0000% | $100000000.00      | $58530986.41       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2041-05-15      | 2.2500%  | 0.0000% | $165000000.00      | $124352746.82      | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2051-08-15      | 2.0000%  | 0.0000% | $50000000.00       | $30021826.09       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2041-08-15      | 1.7500%  | 0.0000% | $100000000.00      | $69527820.65       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2051-11-15      | 1.8750%  | 0.0000% | $125000000.00      | $71851667.82       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2052-02-15      | 2.2500%  | 0.0000% | $150000000.00      | $95369975.54       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2042-02-15      | 2.3750%  | 0.0000% | $50000000.00       | $38001074.73       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2052-05-15      | 2.8750%  | 0.0000% | $475000000.00      | $344290667.82      | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2052-08-15      | 3.0000%  | 0.0000% | $125000000.00      | $93804972.83       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2042-08-15      | 3.3750%  | 0.0000% | $100000000.00      | $87464675.54       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2052-11-15      | 4.0000%  | 0.0000% | $100000000.00      | $89817846.41       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2042-11-15      | 4.0000%  | 0.0000% | $90000000.00       | $84505901.77       | U.S. Treasuries (including strips) |

### Security 245: JP Morgan Securities, Inc. - Fixed Income Clearing Corp.

- **C.1 - Title:** JP Morgan Securities, Inc. - Fixed Income Clearing Corp. 4.090000%
- **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: ARP1D0JW7, C.3 - LEI: N/A, C.5 - Other ID: ARP1D0JW7_4.09_1201
- **C.18 - Value (incl. sponsor support):** $3350000000.00
- **C.18.a - Value (excl. sponsor support):** $3350000000.00
- **C.19 - Percentage of Net Assets:** 1.7100%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** JP Morgan Securities, Inc. - Fixed Income Clearing Corp.

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2052-02-20      | 5.0000%  | 0.0000% | $1205474.00        | $1066423.10        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-01-20      | 4.0000%  | 0.0000% | $1677000.00        | $996698.89         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2035-05-20      | 6.0000%  | 0.0000% | $1253668.00        | $733537.01         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-02-15      | 6.0000%  | 0.0000% | $2538820.00        | $2473107.36        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-12-20      | 5.0000%  | 0.0000% | $1212326.00        | $1090255.60        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-01-20      | 5.0000%  | 0.0000% | $1182122.00        | $1037757.16        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-06-20      | 6.5000%  | 0.0000% | $1053560.00        | $1120914.11        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-08-20      | 7.0000%  | 0.0000% | $1298762.00        | $971329.75         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-07-20      | 7.0000%  | 0.0000% | $1626416.00        | $1387433.97        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-09-20      | 7.0000%  | 0.0000% | $32835776.00       | $29516050.12       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-08-20      | 6.5000%  | 0.0000% | $1572352.00        | $501351.56         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2059-04-15      | 5.6300%  | 0.0000% | $29073.00          | $30311.22          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 7.0000%  | 0.0000% | $1092178.00        | $286450.83         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2063-12-20      | 7.5000%  | 0.0000% | $891229.00         | $400762.70         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-02-20      | 7.0000%  | 0.0000% | $1139144.00        | $443748.49         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-04-20      | 5.0000%  | 0.0000% | $638480.00         | $622664.90         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-07-20      | 7.0000%  | 0.0000% | $4005384.00        | $3704029.37        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-11-20      | 7.0000%  | 0.0000% | $1131066.00        | $1169270.33        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-09-20      | 7.5000%  | 0.0000% | $27053600.00       | $27679415.13       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-12-20      | 5.0000%  | 0.0000% | $1295114.00        | $1293028.37        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-08-20      | 4.0000%  | 0.0000% | $1290340.00        | $1205264.08        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-11-20      | 6.5000%  | 0.0000% | $64979.00          | $64702.68          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-11-20      | 6.5000%  | 0.0000% | $1675332.00        | $1639074.22        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-02-20      | 7.0000%  | 0.0000% | $1208850.00        | $1253129.90        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-01-20      | 6.5000%  | 0.0000% | $2274228.00        | $2359954.36        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-11-20      | 7.0000%  | 0.0000% | $2778036.00        | $2491633.69        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-12-20      | 5.0000%  | 0.0000% | $1951618.00        | $1938978.54        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-12-20      | 7.0000%  | 0.0000% | $1389580.00        | $1448841.61        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-12-20      | 6.0000%  | 0.0000% | $1386796.00        | $899665.66         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-01-20      | 7.0000%  | 0.0000% | $3535528.00        | $1459461.30        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-02-20      | 6.5000%  | 0.0000% | $3211988.00        | $1798031.72        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 6.5000%  | 0.0000% | $1110274.00        | $1160741.06        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 6.5000%  | 0.0000% | $1279106.00        | $1331315.53        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 6.5000%  | 0.0000% | $2035928.00        | $2121846.32        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-03-20      | 7.0000%  | 0.0000% | $20246112.00       | $20970029.99       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-02-20      | 7.0000%  | 0.0000% | $1235678.00        | $855185.88         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-02-20      | 7.0000%  | 0.0000% | $1879270.00        | $1421933.08        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-01-20      | 7.0000%  | 0.0000% | $3878440.00        | $2453592.55        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-02-20      | 7.0000%  | 0.0000% | $1141638.00        | $1173571.97        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-03-20      | 7.0000%  | 0.0000% | $8754784.00        | $8275130.98        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 6.5000%  | 0.0000% | $3467476.00        | $3608276.75        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $8101520.00        | $8221450.14        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $14179840.00       | $14737857.43       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 5.5000%  | 0.0000% | $10085888.00       | $10255754.23       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2062-07-20      | 4.5000%  | 0.0000% | $66066.00          | $64331.31          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 6.5000%  | 0.0000% | $1089288.00        | $1132674.81        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-08-20      | 3.5000%  | 0.0000% | $406128.00         | $369582.78         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $1896988.00        | $1979813.63        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 6.5000%  | 0.0000% | $1761822.00        | $1835053.43        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 6.5000%  | 0.0000% | $1577208.00        | $1640239.75        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 6.5000%  | 0.0000% | $2765490.00        | $2877177.32        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 7.0000%  | 0.0000% | $1317394.00        | $1374603.86        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 5.0000%  | 0.0000% | $1100850.00        | $1104495.15        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $1545808.00        | $1613734.54        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-04-20      | 7.0000%  | 0.0000% | $536878.00         | $554865.81         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 6.5000%  | 0.0000% | $2175852.00        | $2264396.44        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 5.0000%  | 0.0000% | $1105274.00        | $1109992.95        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 7.0000%  | 0.0000% | $1368926.00        | $1334856.37        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-06-20      | 6.5000%  | 0.0000% | $887500.00         | $926836.11         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $1202448.00        | $1255543.01        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 6.5000%  | 0.0000% | $5313824.00        | $5534820.20        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 5.0000%  | 0.0000% | $6423352.00        | $6432505.48        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $3011344.00        | $3141049.07        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $5911488.00        | $6164755.54        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 6.0000%  | 0.0000% | $2308704.00        | $2353410.03        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 6.5000%  | 0.0000% | $2657530.00        | $2775306.44        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 7.0000%  | 0.0000% | $1128058.00        | $1181078.33        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 5.0000%  | 0.0000% | $1169896.00        | $1175404.17        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 7.0000%  | 0.0000% | $1030868.00        | $1074799.09        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $795105.00         | $837071.24         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 5.0000%  | 0.0000% | $2149384.00        | $2150792.41        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-08-20      | 4.0000%  | 0.0000% | $654905.00         | $620986.12         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $4049120.00        | $4221939.69        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 5.0000%  | 0.0000% | $1017890.00        | $1025347.06        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $3394548.00        | $3530776.10        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.0000%  | 0.0000% | $3082076.00        | $3138677.12        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $984648.00         | $1034456.93        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 5.5000%  | 0.0000% | $2044140.00        | $2089565.67        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $2159832.00        | $2254387.80        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 5.5000%  | 0.0000% | $2186160.00        | $2235084.49        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $1276944.00        | $1334027.02        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 5.5000%  | 0.0000% | $1136040.00        | $1169303.25        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 7.0000%  | 0.0000% | $1528764.00        | $1598909.72        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-02-20      | 3.0000%  | 0.0000% | $229222144.00      | $36445401.21       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-08-20      | 5.5000%  | 0.0000% | $39000.00          | $5757.01           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-05-20      | 5.5000%  | 0.0000% | $2600488.00        | $677060.12         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-06-20      | 4.0000%  | 0.0000% | $5000728.00        | $971466.19         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2035-08-20      | 2.5000%  | 0.0000% | $800000.00         | $216957.38         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-09-20      | 5.5000%  | 0.0000% | $45000.00          | $16090.94          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-10-20      | 1.5000%  | 0.0000% | $337697.00         | $135284.86         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2034-07-20      | 5.0000%  | 0.0000% | $147909.00         | $47312.40          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2035-04-20      | 6.0000%  | 0.0000% | $109155.00         | $65276.09          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-04-20      | 4.5000%  | 0.0000% | $385721.00         | $276870.71         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-06-20      | 2.0000%  | 0.0000% | $1019810.00        | $661759.12         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-09-20      | 3.0000%  | 0.0000% | $72283136.00       | $41179528.90       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2032-08-01      | 6.5000%  | 0.0000% | $52297440.00       | $109597.07         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2049-03-01      | 5.0000%  | 0.0000% | $5000000.00        | $1805642.67        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-08-01      | 6.0000%  | 0.0000% | $9500000.00        | $7560650.40        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-08-01      | 6.5000%  | 0.0000% | $7400000.00        | $6725132.52        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-07-01      | 5.5000%  | 0.0000% | $15026672.00       | $13106131.33       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-04-01      | 3.0000%  | 0.0000% | $9089000.00        | $5366431.57        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-05-01      | 4.0000%  | 0.0000% | $229756.00         | $183168.43         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2036-03-01      | 2.0000%  | 0.0000% | $3113808.00        | $1682447.40        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2040-09-01      | 2.5000%  | 0.0000% | $575000.00         | $222932.51         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-10-01      | 6.5000%  | 0.0000% | $3224572.00        | $3151579.87        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2037-08-01      | 4.0000%  | 0.0000% | $308925.00         | $126960.28         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2040-08-01      | 5.0000%  | 0.0000% | $7247752.00        | $7225038.58        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2040-12-01      | 5.0000%  | 0.0000% | $1042470.00        | $1061431.48        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 6.0000%  | 0.0000% | $9274560.00        | $9406878.02        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 5.5000%  | 0.0000% | $5252640.00        | $5335688.47        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 6.0000%  | 0.0000% | $9379824.00        | $9666069.75        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-06-01      | 6.0000%  | 0.0000% | $3796748.00        | $3918748.97        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-07-01      | 6.0000%  | 0.0000% | $108396288.00      | $108209436.56      | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 6.5000%  | 0.0000% | $3428540.00        | $3612665.18        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 6.0000%  | 0.0000% | $4528168.00        | $4648027.12        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-10-01      | 5.0000%  | 0.0000% | $6437248.00        | $6458516.34        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-10-01      | 7.0000%  | 0.0000% | $13342.00          | $14161.54          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-11-01      | 5.5000%  | 0.0000% | $2002704.00        | $2056585.34        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-12-01      | 5.0000%  | 0.0000% | $9784112.00        | $9858324.49        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-11-01      | 5.5000%  | 0.0000% | $15808912.00       | $16266564.19       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-11-01      | 7.0000%  | 0.0000% | $1005974.00        | $1064156.51        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-11-01      | 5.5000%  | 0.0000% | $48939520.00       | $49791801.74       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-11-01      | 5.0000%  | 0.0000% | $3937760.00        | $3975428.61        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-11-01      | 5.5000%  | 0.0000% | $1991326.00        | $2048192.30        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-10-01      | 6.0000%  | 0.0000% | $19602272.00       | $20310894.13       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-09-01      | 4.0000%  | 0.0000% | $7947120.00        | $7193136.07        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-10-01      | 5.5000%  | 0.0000% | $150521856.00      | $155149499.96      | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 7.0000%  | 0.0000% | $34167552.00       | $34724272.72       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-11-01      | 6.5000%  | 0.0000% | $14293392.00       | $15087804.44       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-07-01      | 6.0000%  | 0.0000% | $94544384.00       | $90795991.47       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2040-09-01      | 5.0000%  | 0.0000% | $4740136.00        | $4542952.87        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2040-11-01      | 3.5000%  | 0.0000% | $16088.00          | $15695.21          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-12-01      | 6.0000%  | 0.0000% | $15234544.00       | $16019808.57       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-08-15      | 3.0000%  | 0.0000% | $914222.00         | $581937.27         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2042-02-15      | 4.0000%  | 0.0000% | $125000.00         | $10167.32          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2043-01-20      | 3.0000%  | 0.0000% | $4015200.00        | $431298.60         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2042-12-20      | 3.5000%  | 0.0000% | $2403312.00        | $233022.43         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2036-08-20      | 7.0000%  | 0.0000% | $750000.00         | $46472.75          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2043-04-20      | 2.5000%  | 0.0000% | $2796910.00        | $444324.72         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2043-09-20      | 2.5000%  | 0.0000% | $879142.00         | $154940.41         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2043-11-20      | 4.7500%  | 0.0000% | $78805920.00       | $1661720.69        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-05-20      | 3.5000%  | 0.0000% | $4119576.00        | $324097.59         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-01-20      | 4.0000%  | 0.0000% | $2109436.00        | $178229.80         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-08-20      | 3.5000%  | 0.0000% | $29150000.00       | $3364481.45        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2032-03-20      | 3.0000%  | 0.0000% | $1038998.00        | $71953.55          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2032-07-20      | 3.5000%  | 0.0000% | $1050000.00        | $110133.86         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2041-09-20      | 4.5000%  | 0.0000% | $4821440.00        | $397652.19         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-09-20      | 4.5000%  | 0.0000% | $5719000.00        | $440725.13         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-06-20      | 4.0000%  | 0.0000% | $5127168.00        | $441831.54         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.5000%  | 0.0000% | $1063464.00        | $1113887.15        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 5.5000%  | 0.0000% | $2148000.00        | $2168258.05        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 7.0000%  | 0.0000% | $1297468.00        | $1357159.15        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 7.0000%  | 0.0000% | $2673384.00        | $2788802.25        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $5681912.00        | $5953552.85        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-09-20      | 4.0000%  | 0.0000% | $690380.00         | $655637.02         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $7276816.00        | $7600358.12        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.5000%  | 0.0000% | $1652514.00        | $1728008.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $1797096.00        | $1877583.51        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.0000%  | 0.0000% | $44974656.00       | $46533072.66       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $3721184.00        | $3887584.86        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 5.0000%  | 0.0000% | $5431336.00        | $5459416.01        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.0000%  | 0.0000% | $1694908.00        | $1762864.08        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 5.0000%  | 0.0000% | $1286902.00        | $1297332.69        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.5000%  | 0.0000% | $9152128.00        | $9493481.02        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-11-20      | 6.5000%  | 0.0000% | $18200000.00       | $18859295.00       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-11-20      | 7.0000%  | 0.0000% | $4800000.00        | $4971273.60        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-11-20      | 6.5000%  | 0.0000% | $15600000.00       | $16165110.00       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 4.5000%  | 0.0000% | $5995296.00        | $5863909.08        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-10-20      | 3.5000%  | 0.0000% | $1483854.00        | $1358504.02        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 5.5000%  | 0.0000% | $1163040.00        | $1197984.70        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.0000%  | 0.0000% | $1400678.00        | $1453130.66        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-03-20      | 3.5000%  | 0.0000% | $134091.00         | $122129.55         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2033-12-20      | 1.5000%  | 0.0000% | $44681.00          | $35487.02          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-12-20      | 5.0000%  | 0.0000% | $777721.00         | $758276.45         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-06-20      | 4.5000%  | 0.0000% | $1949068.00        | $1899141.02        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 3.5000%  | 0.0000% | $2249036.00        | $2053798.86        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-09-20      | 6.0000%  | 0.0000% | $119464.00         | $118587.88         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 4.5000%  | 0.0000% | $1361274.00        | $1369377.05        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $358377472.00      | $369322589.64      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 5.5000%  | 0.0000% | $1271633920.00     | $1288904379.78     | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 5.5000%  | 0.0000% | $981049.00         | $990329.73         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-03-20      | 6.5000%  | 0.0000% | $1348754.00        | $1401593.31        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 6.5000%  | 0.0000% | $378314.00         | $394132.42         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 6.5000%  | 0.0000% | $2741036.00        | $2853261.66        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 6.5000%  | 0.0000% | $1790988.00        | $1862910.43        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-03-20      | 7.0000%  | 0.0000% | $1959152.00        | $929040.74         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 7.0000%  | 0.0000% | $1407412.00        | $1469236.38        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.0000%  | 0.0000% | $1257646.00        | $1298676.55        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.0000%  | 0.0000% | $1001870.00        | $1042272.64        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-04-20      | 5.0000%  | 0.0000% | $1106356.00        | $1108866.06        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-10-20      | 5.0000%  | 0.0000% | $570891.00         | $571204.99         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 4.5000%  | 0.0000% | $1312532.00        | $1296032.49        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 5.5000%  | 0.0000% | $1689506.00        | $1731703.10        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 5.5000%  | 0.0000% | $2964356.00        | $3038850.27        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-04-15      | 4.5000%  | 0.0000% | $196000.00         | $32217.49          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-08-20      | 5.0000%  | 0.0000% | $1739000.00        | $68352.91          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-12-15      | 4.0000%  | 0.0000% | $225000.00         | $17727.29          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2032-08-15      | 6.5000%  | 0.0000% | $2000000.00        | $35582.53          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-08-20      | 5.3750%  | 0.0000% | $45000000.00       | $706310.65         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2041-10-20      | 5.8750%  | 0.0000% | $336914.00         | $141785.21         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-08-15      | 4.5000%  | 0.0000% | $56000.00          | $7151.36           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2042-02-15      | 5.0000%  | 0.0000% | $75000.00          | $5775.35           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-11-20      | 5.0000%  | 0.0000% | $354000.00         | $97340.71          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-02-20      | 3.5000%  | 0.0000% | $5929000.00        | $1587480.51        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-04-20      | 2.5000%  | 0.0000% | $4000000.00        | $2111123.95        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2042-01-15      | 4.5000%  | 0.0000% | $27000.00          | $7414.31           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-12-20      | 2.0000%  | 0.0000% | $30000.00          | $15913.00          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2041-03-15      | 5.0000%  | 0.0000% | $4817096.00        | $1955192.96        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-06-20      | 2.5000%  | 0.0000% | $133000.00         | $74854.26          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-08-20      | 2.5000%  | 0.0000% | $175000.00         | $96720.04          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-10-20      | 2.5000%  | 0.0000% | $12286400.00       | $7371437.25        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-11-20      | 2.5000%  | 0.0000% | $3200000.00        | $1917419.58        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-05-20      | 2.5000%  | 0.0000% | $1125656.00        | $898869.58         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-03-15      | 5.0000%  | 0.0000% | $180903.00         | $36804.23          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2048-06-15      | 4.0000%  | 0.0000% | $700000.00         | $405874.07         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-08-20      | 6.0000%  | 0.0000% | $677567.00         | $694019.49         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-08-20      | 4.0000%  | 0.0000% | $1511336.00        | $779823.42         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-08-15      | 2.5000%  | 0.0000% | $698478.00         | $432990.21         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-01-20      | 4.0000%  | 0.0000% | $3098584.00        | $1535920.40        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-07-20      | 3.0000%  | 0.0000% | $847523.00         | $527299.44         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-08-20      | 3.0000%  | 0.0000% | $593269.00         | $372898.31         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2034-01-20      | 7.0000%  | 0.0000% | $2868000.00        | $1093544.78        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-01-20      | 7.0000%  | 0.0000% | $2091328.00        | $1091627.50        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-10-20      | 3.0000%  | 0.0000% | $827000.00         | $515441.31         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-10-20      | 3.0000%  | 0.0000% | $1071674.00        | $498427.93         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-09-20      | 2.5000%  | 0.0000% | $327000.00         | $147547.78         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-10-20      | 3.0000%  | 0.0000% | $694854.00         | $402853.11         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-10-20      | 3.0000%  | 0.0000% | $219676.00         | $119487.79         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-10-20      | 3.0000%  | 0.0000% | $406503.00         | $265401.38         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-11-20      | 2.5000%  | 0.0000% | $664474.00         | $418230.55         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-01-20      | 2.5000%  | 0.0000% | $84070.00          | $51403.48          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-01-20      | 3.0000%  | 0.0000% | $75302.00          | $51049.08          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-03-20      | 2.5000%  | 0.0000% | $92028.00          | $60171.48          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-05-20      | 3.0000%  | 0.0000% | $117298.00         | $57883.77          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-09-20      | 3.0000%  | 0.0000% | $1100066.00        | $911744.35         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-07-20      | 5.5000%  | 0.0000% | $1084648.00        | $136684.90         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-06-20      | 3.0000%  | 0.0000% | $3541936.00        | $2794748.06        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-10-20      | 2.5000%  | 0.0000% | $275000.00         | $184831.77         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-10-20      | 3.0000%  | 0.0000% | $502084.00         | $414845.96         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-08-20      | 6.0000%  | 0.0000% | $2208372.00        | $1406162.48        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-01-20      | 3.0000%  | 0.0000% | $5104768.00        | $2622588.80        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-12-20      | 2.5000%  | 0.0000% | $123000.00         | $74530.07          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-01-20      | 6.5000%  | 0.0000% | $18545000.00       | $11240124.90       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-07-20      | 3.5000%  | 0.0000% | $154472704.00      | $139198927.96      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-11-20      | 5.0000%  | 0.0000% | $14939136.00       | $15024707.37       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-07-15      | 2.5000%  | 0.0000% | $2403020.00        | $1225487.78        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-02-15      | 5.0000%  | 0.0000% | $16900000.00       | $325580.67         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2036-12-15      | 6.0000%  | 0.0000% | $2214948.00        | $10081.96          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $1163118.00        | $1214360.77        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.5000%  | 0.0000% | $5449368.00        | $5698452.20        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-08-20      | 6.5000%  | 0.0000% | $762065.00         | $801278.87         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.5000%  | 0.0000% | $2124424.00        | $2221161.27        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 7.0000%  | 0.0000% | $2554310.00        | $2675032.05        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 7.0000%  | 0.0000% | $1713318.00        | $1804498.90        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $1013026.00        | $1060085.49        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 5.5000%  | 0.0000% | $1696134.00        | $1731363.53        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-08-20      | 6.5000%  | 0.0000% | $1200750.00        | $1251683.42        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-09-20      | 6.5000%  | 0.0000% | $13300000.00       | $13771026.16       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 5.0000%  | 0.0000% | $1273742.00        | $1278115.43        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-09-20      | 3.5000%  | 0.0000% | $181349.00         | $165022.52         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $834850.00         | $883830.11         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $3210540.00        | $3367359.83        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 5.5000%  | 0.0000% | $2109652.00        | $2149347.88        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 6.5000%  | 0.0000% | $2578120.00        | $2691773.41        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-08-20      | 4.0000%  | 0.0000% | $147393.00         | $139753.20         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 5.5000%  | 0.0000% | $6826736.00        | $6958530.19        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-09-20      | 3.5000%  | 0.0000% | $407490.00         | $371155.97         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $1246654.00        | $1304311.74        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $1595498.00        | $1668302.97        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 5.0000%  | 0.0000% | $3757504.00        | $3777103.24        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-11-20      | 3.5000%  | 0.0000% | $1250070.00        | $809823.47         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2035-11-20      | 4.5000%  | 0.0000% | $28691.00          | $15442.70          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-01-20      | 5.5000%  | 0.0000% | $178446.00         | $80916.70          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2033-01-20      | 7.5000%  | 0.0000% | $93245.00          | $39695.38          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2037-04-20      | 3.0000%  | 0.0000% | $185185.00         | $102068.92         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-04-20      | 1.5000%  | 0.0000% | $212718.00         | $159314.55         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-11-20      | 3.0000%  | 0.0000% | $103172.00         | $81594.47          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2034-08-20      | 7.0000%  | 0.0000% | $53475.00          | $15119.98          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-07-20      | 2.0000%  | 0.0000% | $1326098.00        | $771076.67         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-07-20      | 2.5000%  | 0.0000% | $388252.00         | $241421.56         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-08-20      | 4.5000%  | 0.0000% | $20000000.00       | $14985505.46       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-12-20      | 6.0000%  | 0.0000% | $436792.00         | $237548.99         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-02-20      | 5.0000%  | 0.0000% | $161318.00         | $97478.76          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2036-06-20      | 6.5000%  | 0.0000% | $56812.00          | $37360.87          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2032-12-20      | 3.0000%  | 0.0000% | $205836.00         | $162914.00         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-04-20      | 2.5000%  | 0.0000% | $46079.00          | $37519.09          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-06-20      | 2.5000%  | 0.0000% | $100000.00         | $66111.90          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-07-20      | 6.5000%  | 0.0000% | $672372.00         | $301403.01         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-07-20      | 5.0000%  | 0.0000% | $431072000.00      | $367011452.66      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-06-20      | 4.5000%  | 0.0000% | $3595704.00        | $3173331.72        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-06-20      | 7.0000%  | 0.0000% | $90881.00          | $53780.29          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-12-20      | 3.0000%  | 0.0000% | $144214.00         | $107807.22         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-06-20      | 5.0000%  | 0.0000% | $365359.00         | $278484.34         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-07-15      | 3.0000%  | 0.0000% | $350000.00         | $52426.54          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-07-20      | 3.0000%  | 0.0000% | $7500000.00        | $1381820.07        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-07-15      | 4.0000%  | 0.0000% | $1000000.00        | $67968.31          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-11-15      | 3.5000%  | 0.0000% | $1383986.00        | $102389.81         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-10-20      | 3.5000%  | 0.0000% | $200000.00         | $38259.62          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-10-15      | 3.0000%  | 0.0000% | $31242840.00       | $5413350.97        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-07-20      | 3.0000%  | 0.0000% | $1000000.00        | $660897.65         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-08-20      | 2.5000%  | 0.0000% | $1488630.00        | $442524.87         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-06-20      | 3.5000%  | 0.0000% | $175000.00         | $98097.53          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-10-20      | 6.5000%  | 0.0000% | $1078794.00        | $692556.69         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2062-09-20      | 5.5000%  | 0.0000% | $665000.00         | $205722.08         | Agency Mortgage-Backed Securities |

### Security 246: Wells Fargo Clearing Services LLC - Fixed Income Clearing Corp.

- **C.1 - Title:** Wells Fargo Clearing Services LLC - Fixed Income Clearing Corp. 4.090000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1D0JX5, C.3 - LEI: N/A, C.5 - Other ID: ARP1D0JX5_4.09_1201
- **C.18 - Value (incl. sponsor support):** $1500000000.00
- **C.18.a - Value (excl. sponsor support):** $1500000000.00
- **C.19 - Percentage of Net Assets:** 0.7700%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

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

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2030-01-31      | 4.2500%  | 0.0000% | $420924300.00      | $437791029.57      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-08-31      | 3.6250%  | 0.0000% | $1081196700.00     | $1092209004.58     | U.S. Treasuries (including strips) |

### Security 247: Bank of New York - Fixed Income Clearing Corp.

- **C.1 - Title:** Bank of New York - Fixed Income Clearing Corp. 4.080000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1D0JY3, C.3 - LEI: 549300H47WTH, C.5 - Other ID: ARP1D0JY3_4.08_1201
- **C.18 - Value (incl. sponsor support):** $1500000000.00
- **C.18.a - Value (excl. sponsor support):** $1500000000.00
- **C.19 - Percentage of Net Assets:** 0.7700%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** Bank of New York - Fixed Income Clearing Corp.

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2029-02-28      | 4.2500%  | 0.0000% | $683686400.00      | $706481116.53      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-06-30      | 4.2500%  | 0.0000% | $790197200.00      | $823518914.11      | U.S. Treasuries (including strips) |

### Security 248: MUFG Securities Americas, Inc.

- **C.1 - Title:** MUFG Securities Americas, Inc. 4.090000%
- **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: ARP1D0K13, C.3 - LEI: K5HU16E3LMSV, C.5 - Other ID: ARP1D0K13_4.09_1201
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp.      | 2053-11-01      | 6.5000%  | 0.0000% | $20000.00          | $10565.13          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-11-01      | 5.0000%  | 0.0000% | $7745976.00        | $6411942.72        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2032-05-01      | 3.0000%  | 0.0000% | $294432.00         | $175302.80         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2050-06-01      | 2.5000%  | 0.0000% | $9128848.00        | $3842387.59        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2050-11-01      | 1.5000%  | 0.0000% | $560000.00         | $288523.25         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2051-05-01      | 2.5000%  | 0.0000% | $22508768.00       | $12773951.82       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2051-11-01      | 2.5000%  | 0.0000% | $240000.00         | $145899.97         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-06-01      | 5.5000%  | 0.0000% | $230000.00         | $190214.16         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2043-07-01      | 5.5000%  | 0.0000% | $19774000.00       | $11892028.07       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2029-05-01      | 4.9300%  | 0.0000% | $14328000.00       | $14826865.14       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-09-01      | 5.5000%  | 0.0000% | $3376580.00        | $3452871.73        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-10-01      | 5.0000%  | 0.0000% | $2328000.00        | $2335455.78        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-11-01      | 5.0000%  | 0.0000% | $1166750.00        | $1172134.55        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-11-01      | 5.5000%  | 0.0000% | $1237339.00        | $1267549.87        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-05-01      | 6.0000%  | 0.0000% | $10000.00          | $8320.22           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2050-08-01      | 3.5000%  | 0.0000% | $1711940.00        | $1504244.13        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-06-01      | 3.0000%  | 0.0000% | $5601536.00        | $4835025.20        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-07-01      | 3.5000%  | 0.0000% | $5050176.00        | $4661905.25        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-05-01      | 5.5000%  | 0.0000% | $8048416.00        | $7879730.32        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-06-01      | 3.0000%  | 0.0000% | $15401552.00       | $13813832.59       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-09-01      | 3.5000%  | 0.0000% | $2508704.00        | $2312572.52        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-11-01      | 5.0000%  | 0.0000% | $20000000.00       | $20055160.00       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-11-01      | 7.0000%  | 0.0000% | $22208000.00       | $13483702.21       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-10-01      | 5.0000%  | 0.0000% | $1675000.00        | $1597883.97        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-02-01      | 6.0000%  | 0.0000% | $225000.00         | $219830.11         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 6.5000%  | 0.0000% | $48000.00          | $45929.68          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2034-07-01      | 5.0000%  | 0.0000% | $649816.00         | $5160.84           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2037-08-01      | 6.0000%  | 0.0000% | $285000.00         | $1910.58           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2038-03-01      | 5.5000%  | 0.0000% | $1000000.00        | $2788.53           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2040-12-01      | 4.0000%  | 0.0000% | $117826.00         | $12991.09          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2041-02-01      | 4.5000%  | 0.0000% | $31000.00          | $900.01            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2029-06-01      | 6.0000%  | 0.0000% | $835584.00         | $519.96            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2026-06-01      | 4.5000%  | 0.0000% | $1450000.00        | $3619.47           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2027-03-01      | 3.0000%  | 0.0000% | $993811.00         | $11281.82          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2028-11-01      | 2.5000%  | 0.0000% | $7004500.00        | $383254.59         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2041-04-01      | 4.5000%  | 0.0000% | $563557.00         | $34943.49          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2038-11-01      | 4.5000%  | 0.0000% | $1482496.00        | $155002.94         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2031-11-01      | 6.0000%  | 0.0000% | $3997696.00        | $3609.13           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2029-04-01      | 6.0000%  | 0.0000% | $7487486.00        | $5300.99           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2031-08-01      | 4.0000%  | 0.0000% | $2569000.00        | $100525.80         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2035-01-01      | 4.0000%  | 0.0000% | $15000.00          | $2311.32           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2035-06-01      | 3.5000%  | 0.0000% | $31000.00          | $3955.71           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2037-05-01      | 3.5000%  | 0.0000% | $26000.00          | $3357.67           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2037-11-01      | 3.5000%  | 0.0000% | $21000.00          | $3634.77           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2038-06-01      | 3.5000%  | 0.0000% | $354000.00         | $36980.87          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2038-07-01      | 4.0000%  | 0.0000% | $1090000.00        | $145601.85         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2030-07-01      | 2.5000%  | 0.0000% | $1061434.00        | $100676.90         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2047-04-01      | 4.5000%  | 0.0000% | $1000.00           | $107.76            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2035-06-01      | 5.5000%  | 0.0000% | $21000000.00       | $164476.13         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2035-06-01      | 6.0000%  | 0.0000% | $11969552.00       | $104273.79         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2036-10-01      | 5.5000%  | 0.0000% | $1557820.00        | $7613.24           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2037-02-01      | 5.5000%  | 0.0000% | $1956550.00        | $7763.93           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2039-02-01      | 5.5000%  | 0.0000% | $1020000.00        | $11973.08          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2035-02-01      | 5.5000%  | 0.0000% | $300500.00         | $6089.62           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2038-09-01      | 5.0000%  | 0.0000% | $1640000.00        | $13423.67          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2038-08-01      | 5.5000%  | 0.0000% | $15090496.00       | $131045.95         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2041-03-01      | 5.5000%  | 0.0000% | $1540632.00        | $38997.62          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2041-10-01      | 4.5000%  | 0.0000% | $1953000.00        | $110705.50         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2046-03-01      | 3.0000%  | 0.0000% | $445544.00         | $58765.91          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2047-03-01      | 4.5000%  | 0.0000% | $1379552.00        | $130966.32         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-07-01      | 5.0000%  | 0.0000% | $1205000.00        | $125711.49         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2026-06-01      | 4.5000%  | 0.0000% | $1438998.00        | $2247.65           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2029-01-01      | 4.0000%  | 0.0000% | $100000.00         | $416.48            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2030-07-01      | 2.5000%  | 0.0000% | $15500.00          | $1388.41           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2030-11-01      | 3.0000%  | 0.0000% | $76000.00          | $6518.49           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2036-05-01      | 2.5000%  | 0.0000% | $2900000.00        | $323371.61         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2038-01-01      | 3.5000%  | 0.0000% | $33000.00          | $7358.56           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-02-01      | 3.5000%  | 0.0000% | $19144384.00       | $3563897.41        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2046-12-01      | 3.0000%  | 0.0000% | $3301000.00        | $776015.42         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2045-01-01      | 3.5000%  | 0.0000% | $170000.00         | $41941.01          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2041-05-01      | 5.0000%  | 0.0000% | $1405000.00        | $287133.47         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-08-01      | 4.0000%  | 0.0000% | $525000.00         | $65573.71          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-03-01      | 5.0000%  | 0.0000% | $2073556.00        | $183212.34         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2041-09-01      | 5.5000%  | 0.0000% | $8000.00           | $2007.67           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-03-01      | 5.0000%  | 0.0000% | $1399000.00        | $270133.49         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2033-04-01      | 3.5000%  | 0.0000% | $225000.00         | $46574.22          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2035-07-01      | 3.0000%  | 0.0000% | $14000.00          | $3910.80           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2031-03-01      | 4.0000%  | 0.0000% | $597636.00         | $109336.94         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2033-07-01      | 3.0000%  | 0.0000% | $175000.00         | $99836.46          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2039-05-01      | 6.0000%  | 0.0000% | $159000.00         | $112409.71         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2037-08-01      | 4.0000%  | 0.0000% | $2000.00           | $1161.66           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2038-11-01      | 5.5000%  | 0.0000% | $72000.00          | $40880.45          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2040-01-01      | 5.5000%  | 0.0000% | $6000.00           | $4644.75           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2040-03-01      | 6.0000%  | 0.0000% | $23000.00          | $16829.95          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2040-06-01      | 3.5000%  | 0.0000% | $7000.00           | $3589.39           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2044-11-01      | 4.5000%  | 0.0000% | $25000.00          | $21957.12          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2040-03-01      | 3.5000%  | 0.0000% | $13000.00          | $11278.04          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2040-03-01      | 3.0000%  | 0.0000% | $6209384.00        | $5771062.74        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2051-01-01      | 1.5000%  | 0.0000% | $25301000.00       | $13717460.95       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-04-01      | 3.0000%  | 0.0000% | $900000.00         | $625741.41         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-07-01      | 3.5000%  | 0.0000% | $258000.00         | $182221.35         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-02-01      | 2.5000%  | 0.0000% | $156117.00         | $115309.89         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-07-01      | 4.5000%  | 0.0000% | $600000.00         | $439120.60         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-01-01      | 6.0000%  | 0.0000% | $1269120.00        | $869628.29         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-12-01      | 6.0000%  | 0.0000% | $2247000.00        | $1661699.93        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-12-01      | 4.5000%  | 0.0000% | $581000.00         | $428861.33         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-11-01      | 4.5000%  | 0.0000% | $500000.00         | $401829.14         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-06-01      | 6.0000%  | 0.0000% | $148068.00         | $107384.90         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-06-01      | 6.0000%  | 0.0000% | $630000.00         | $485845.27         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-04-01      | 5.0000%  | 0.0000% | $525000.00         | $392431.31         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-07-01      | 5.5000%  | 0.0000% | $32000.00          | $26565.82          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-04-01      | 6.0000%  | 0.0000% | $200000.00         | $175044.92         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-04-01      | 5.5000%  | 0.0000% | $415000.00         | $364458.94         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-03-01      | 6.0000%  | 0.0000% | $400000.00         | $336406.69         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-02-01      | 4.5000%  | 0.0000% | $913000.00         | $784743.70         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-07-01      | 6.0000%  | 0.0000% | $700000.00         | $597867.61         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-07-01      | 3.5000%  | 0.0000% | $1592060.00        | $1345325.54        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2041-06-01      | 5.0000%  | 0.0000% | $2157256.00        | $1957809.78        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2050-08-01      | 3.0000%  | 0.0000% | $2344564.00        | $1900740.35        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-08-01      | 3.5000%  | 0.0000% | $30000.00          | $25715.66          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-06-01      | 5.0000%  | 0.0000% | $1988836.00        | $1787202.30        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-05-01      | 3.0000%  | 0.0000% | $7754456.00        | $6288575.36        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-01-01      | 4.5000%  | 0.0000% | $480000.00         | $438913.19         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-10-01      | 3.0000%  | 0.0000% | $1305000.00        | $195536.01         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2050-02-01      | 3.5000%  | 0.0000% | $3063000.00        | $445901.19         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2050-07-01      | 2.5000%  | 0.0000% | $1170000.00        | $418441.38         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-09-01      | 3.5000%  | 0.0000% | $527985.00         | $458070.07         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-02-01      | 4.5000%  | 0.0000% | $764000.00         | $701135.12         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-07-01      | 3.5000%  | 0.0000% | $310000.00         | $61581.16          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2051-03-01      | 2.5000%  | 0.0000% | $4546000.00        | $2246614.17        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2051-07-01      | 2.5000%  | 0.0000% | $5021000.00        | $2975140.04        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-04-01      | 3.5000%  | 0.0000% | $30000.00          | $21071.32          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-05-01      | 2.0000%  | 0.0000% | $1067234.00        | $721228.68         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-06-01      | 2.5000%  | 0.0000% | $3572000.00        | $2519797.16        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-07-01      | 5.0000%  | 0.0000% | $3350000.00        | $2467267.48        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-08-01      | 5.0000%  | 0.0000% | $454000.00         | $340244.77         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-01-01      | 4.5000%  | 0.0000% | $11000.00          | $9164.67           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-12-01      | 5.0000%  | 0.0000% | $2225000.00        | $1796491.74        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-10-01      | 6.0000%  | 0.0000% | $14943600.00       | $11014638.78       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-01-01      | 5.5000%  | 0.0000% | $4310000.00        | $3637160.74        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-07-01      | 5.5000%  | 0.0000% | $23000.00          | $20060.40          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-08-01      | 6.0000%  | 0.0000% | $912933.00         | $715480.97         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-10-01      | 5.5000%  | 0.0000% | $8346000.00        | $7371234.84        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 5.0000%  | 0.0000% | $525000.00         | $494691.73         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2046-09-01      | 3.0000%  | 0.0000% | $2375100.00        | $1722857.75        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-06-01      | 2.5000%  | 0.0000% | $1529742.00        | $1137977.85        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2050-02-01      | 4.5000%  | 0.0000% | $5000.00           | $1061.52           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2050-08-01      | 2.5000%  | 0.0000% | $1460000.00        | $696753.79         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-01-01      | 2.0000%  | 0.0000% | $33258000.00       | $21467575.02       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-04-01      | 3.5000%  | 0.0000% | $6743016.00        | $4753031.45        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-05-01      | 3.5000%  | 0.0000% | $2000000.00        | $1476000.16        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-12-01      | 4.0000%  | 0.0000% | $1393760.00        | $1211391.96        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-03-01      | 5.5000%  | 0.0000% | $60000.00          | $35547.48          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-06-01      | 6.0000%  | 0.0000% | $6450000.00        | $4916731.27        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-07-01      | 5.5000%  | 0.0000% | $3791224.00        | $3074818.89        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-08-01      | 5.5000%  | 0.0000% | $130246.00         | $97401.76          | Agency Mortgage-Backed Securities |

### Security 249: Wells Fargo Bank NA

- **C.1 - Title:** Wells Fargo Bank NA 4.100000%
- **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: ARP1D0K39, C.3 - LEI: KB1H1DSPRFMY, C.5 - Other ID: ARP1D0K39_4.10_1201
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2029-05-31      | 4.5000%  | 0.0000% | $483525100.00      | $510000080.94      | U.S. Treasuries (including strips) |

### Security 250: Northwestern Mutual Life Insurance Co.

- **C.1 - Title:** Northwestern Mutual Life Insurance Co. 4.100000%
- **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: ARP1D0K47, C.3 - LEI: 1DU7IM20QESY, C.5 - Other ID: ARP1D0K47_4.10_1201
- **C.18 - Value (incl. sponsor support):** $600000000.00
- **C.18.a - Value (excl. sponsor support):** $600000000.00
- **C.19 - Percentage of Net Assets:** 0.3100%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                                  |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association | 2051-02-01      | 2.0000%  | 0.0000% | $17353200.00       | $9903283.30        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2052-02-01      | 2.0000%  | 0.0000% | $31253000.00       | $19400818.55       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2052-02-01      | 2.0000%  | 0.0000% | $14516400.00       | $9381245.71        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2051-01-01      | 2.0000%  | 0.0000% | $7795600.00        | $4329636.79        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2051-01-01      | 2.0000%  | 0.0000% | $1591500.00        | $833903.49         | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2051-07-01      | 2.0000%  | 0.0000% | $22737600.00       | $12684254.29       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2051-07-01      | 2.0000%  | 0.0000% | $45449200.00       | $27997793.89       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2051-06-01      | 2.0000%  | 0.0000% | $45263300.00       | $29273848.26       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2051-03-01      | 2.0000%  | 0.0000% | $18928600.00       | $10745075.14       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2051-03-01      | 2.0000%  | 0.0000% | $34034600.00       | $18768186.85       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2051-05-01      | 2.0000%  | 0.0000% | $43621500.00       | $28494478.98       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2051-10-01      | 2.0000%  | 0.0000% | $8255200.00        | $4976128.15        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2051-09-01      | 2.0000%  | 0.0000% | $23998200.00       | $12528847.07       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2052-01-01      | 2.5000%  | 0.0000% | $34429300.00       | $22350826.06       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2051-06-01      | 2.5000%  | 0.0000% | $51491900.00       | $28062132.38       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2043-08-01      | 3.0000%  | 0.0000% | $42149900.00       | $8292215.16        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2046-08-01      | 3.0000%  | 0.0000% | $54526200.00       | $8770682.13        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2045-07-01      | 3.5000%  | 0.0000% | $45831900.00       | $7704392.35        | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2052-03-01      | 3.5000%  | 0.0000% | $40860700.00       | $26300401.02       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2039-12-01      | 4.0000%  | 0.0000% | $355339900.00      | $13549337.80       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2052-06-01      | 4.0000%  | 0.0000% | $51500000.00       | $38036410.62       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2052-12-01      | 4.5000%  | 0.0000% | $28483000.00       | $23235579.19       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2052-10-01      | 4.5000%  | 0.0000% | $37249000.00       | $30881377.69       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2052-06-01      | 5.0000%  | 0.0000% | $30225300.00       | $20579278.16       | Agency Collateralized Mortgage Obligation |
| Federal National Mortgage Association | 2053-03-01      | 5.5000%  | 0.0000% | $20173000.00       | $16681673.62       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2051-04-01      | 2.0000%  | 0.0000% | $47207100.00       | $28603252.54       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2051-02-01      | 2.0000%  | 0.0000% | $3137300.00        | $1766417.39        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2052-02-01      | 2.0000%  | 0.0000% | $40000000.00       | $27022784.00       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2051-01-01      | 2.0000%  | 0.0000% | $55518700.00       | $34104208.58       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2051-06-01      | 2.0000%  | 0.0000% | $831500.00         | $512529.93         | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2050-11-01      | 2.0000%  | 0.0000% | $52714000.00       | $31550861.92       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2051-10-01      | 2.0000%  | 0.0000% | $21306700.00       | $12708758.98       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2046-12-01      | 3.0000%  | 0.0000% | $53108600.00       | $12755034.57       | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2043-01-01      | 3.0000%  | 0.0000% | $5124000.00        | $1042096.83        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2046-11-01      | 3.0000%  | 0.0000% | $31560300.00       | $6898357.27        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2046-09-01      | 3.0000%  | 0.0000% | $4100.00           | $771.89            | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2046-04-01      | 4.0000%  | 0.0000% | $33586300.00       | $3561136.92        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2045-12-01      | 4.0000%  | 0.0000% | $51365000.00       | $5205897.71        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2045-11-01      | 4.0000%  | 0.0000% | $44399200.00       | $4322078.31        | Agency Collateralized Mortgage Obligation |
| Federal Home Loan Mortgage Corp.      | 2054-08-01      | 5.5000%  | 0.0000% | $14602000.00       | $14184007.09       | Agency Collateralized Mortgage Obligation |

### Security 251: Citibank NA

- **C.1 - Title:** Citibank NA 4.090000%
- **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: ARP1D0K54, C.3 - LEI: E57ODZWZ7FF3, C.5 - Other ID: ARP1D0K54_4.09_1201
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **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
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp.         | 2046-11-01      | 6.5160%  | 0.0000% | $3012.00           | $588.31            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2050-02-01      | 3.0920%  | 0.0000% | $297995.00         | $50457.48          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2037-04-01      | 6.5400%  | 0.0000% | $3997.00           | $175.87            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2040-08-01      | 6.5540%  | 0.0000% | $4636842.00        | $2030549.23        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2038-09-01      | 6.2360%  | 0.0000% | $505000.00         | $15623.83          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2037-03-01      | 6.3000%  | 0.0000% | $9298.00           | $476.17            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2049-05-01      | 4.5000%  | 0.0000% | $1000.00           | $108.98            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2049-05-01      | 4.5000%  | 0.0000% | $2990.00           | $285.69            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2039-09-01      | 5.5000%  | 0.0000% | $16000.00          | $10277.45          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-08-01      | 6.0000%  | 0.0000% | $20000.00          | $15822.88          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-09-01      | 3.0000%  | 0.0000% | $1587.00           | $1242.94           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-12-01      | 3.5000%  | 0.0000% | $1000.00           | $857.59            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-10-01      | 5.0000%  | 0.0000% | $20999.00          | $18533.47          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-07-01      | 3.5000%  | 0.0000% | $1000.00           | $871.44            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2049-10-01      | 3.0000%  | 0.0000% | $4523.00           | $677.70            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2049-10-01      | 4.5000%  | 0.0000% | $2000.00           | $262.65            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2049-11-01      | 3.0000%  | 0.0000% | $2000.00           | $323.37            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2050-05-01      | 4.5000%  | 0.0000% | $9000.00           | $2059.02           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-03-01      | 3.0000%  | 0.0000% | $21998.00          | $14564.77          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-07-01      | 3.0000%  | 0.0000% | $3938.00           | $2929.94           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-03-01      | 2.5000%  | 0.0000% | $6000.00           | $4005.78           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-03-01      | 3.0000%  | 0.0000% | $5000.00           | $3382.26           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-06-01      | 2.5000%  | 0.0000% | $1000.00           | $705.43            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-06-01      | 3.0000%  | 0.0000% | $3000.00           | $2186.63           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-01-01      | 4.0000%  | 0.0000% | $1000.00           | $812.12            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-11-01      | 3.5000%  | 0.0000% | $22000.00          | $16951.34          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-11-01      | 5.0000%  | 0.0000% | $3000.00           | $2399.93           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-01-01      | 3.0000%  | 0.0000% | $4000.00           | $3057.47           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-05-01      | 5.5000%  | 0.0000% | $3020.00           | $2396.13           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-06-01      | 5.0000%  | 0.0000% | $2000.00           | $1679.15           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-09-01      | 4.5000%  | 0.0000% | $1000.00           | $868.89            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-11-01      | 4.5000%  | 0.0000% | $1000.00           | $926.32            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-11-01      | 5.0000%  | 0.0000% | $1000.00           | $926.39            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-12-01      | 4.0000%  | 0.0000% | $1000.00           | $915.75            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-08-01      | 6.0000%  | 0.0000% | $20000.00          | $13153.24          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2035-08-01      | 3.5600%  | 0.0000% | $188038.00         | $177064.66         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2035-06-01      | 4.0700%  | 0.0000% | $795136.00         | $776500.79         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2033-03-01      | 4.7200%  | 0.0000% | $1422981.00        | $1461286.22        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2032-07-01      | 4.1500%  | 0.0000% | $23809062.00       | $23778884.02       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2030-08-01      | 3.9000%  | 0.0000% | $94144544.00       | $93749325.20       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2048-07-01      | 4.5000%  | 0.0000% | $1000.00           | $81.46             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2044-12-01      | 4.5000%  | 0.0000% | $2000.00           | $155.51            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2035-01-01      | 6.2690%  | 0.0000% | $157357.00         | $1241.35           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-06-01      | 3.0000%  | 0.0000% | $1000.00           | $747.35            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-09-01      | 6.5000%  | 0.0000% | $130000.00         | $106907.54         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-03-20      | 3.0000%  | 0.0000% | $1000.00           | $105.85            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-03-20      | 3.5000%  | 0.0000% | $48652996.00       | $4751014.22        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-04-20      | 3.0000%  | 0.0000% | $17118238.00       | $1759271.66        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-04-20      | 3.0000%  | 0.0000% | $24970036.00       | $2238112.99        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-04-20      | 3.5000%  | 0.0000% | $17813199.00       | $1306348.10        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-05-20      | 3.5000%  | 0.0000% | $24842500.00       | $1954423.07        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-06-20      | 3.0000%  | 0.0000% | $29590484.00       | $2906195.45        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-07-20      | 3.5000%  | 0.0000% | $10000000.00       | $873755.89         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-07-20      | 4.0000%  | 0.0000% | $23893334.00       | $1938575.41        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-08-20      | 3.5000%  | 0.0000% | $19436705.00       | $1796174.14        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-09-20      | 3.5000%  | 0.0000% | $17047000.00       | $1568216.57        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-09-20      | 5.0000%  | 0.0000% | $1002.00           | $79.85             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-10-20      | 3.5000%  | 0.0000% | $732002.00         | $67465.87          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-11-20      | 3.0000%  | 0.0000% | $18326782.00       | $2144550.15        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-11-20      | 4.0000%  | 0.0000% | $22391451.00       | $1783492.42        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-01-20      | 3.0000%  | 0.0000% | $4772000.00        | $542609.50         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-02-20      | 4.0000%  | 0.0000% | $1179352.00        | $100402.36         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-01-20      | 5.0000%  | 0.0000% | $5424983.00        | $485995.25         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-02-20      | 5.5000%  | 0.0000% | $4525800.00        | $391372.40         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-05-20      | 3.0000%  | 0.0000% | $20663391.00       | $2313975.18        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-05-20      | 4.0000%  | 0.0000% | $4058990.00        | $381865.55         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-06-20      | 4.0000%  | 0.0000% | $692998.00         | $67028.65          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-08-20      | 3.0000%  | 0.0000% | $29458971.00       | $3615510.48        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-07-20      | 4.0000%  | 0.0000% | $21443603.00       | $2123949.74        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-12-20      | 3.5000%  | 0.0000% | $13923158.00       | $1933429.86        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-01-20      | 2.5000%  | 0.0000% | $1000.00           | $163.94            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-01-20      | 3.0000%  | 0.0000% | $24396999.00       | $3416450.27        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-02-20      | 3.0000%  | 0.0000% | $11777385.00       | $1806885.12        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-01-20      | 4.0000%  | 0.0000% | $8201355.00        | $760138.85         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-01-20      | 2.0000%  | 0.0000% | $234326.00         | $116250.81         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-02-20      | 2.0000%  | 0.0000% | $274952.00         | $138838.70         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-09-20      | 3.5000%  | 0.0000% | $1002.00           | $288.06            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-04-20      | 4.0000%  | 0.0000% | $8518000.00        | $6026437.11        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-05-20      | 5.5000%  | 0.0000% | $1000.00           | $574.45            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-05-20      | 2.5000%  | 0.0000% | $1024.00           | $659.58            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-03-20      | 2.0000%  | 0.0000% | $7000.00           | $3594.42           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-06-20      | 3.0000%  | 0.0000% | $1024.00           | $515.82            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-07-20      | 3.0000%  | 0.0000% | $3311200.00        | $1773310.29        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-07-20      | 4.0000%  | 0.0000% | $6000000.00        | $2775311.59        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-02-20      | 3.5000%  | 0.0000% | $400000.00         | $268073.15         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-02-20      | 4.0000%  | 0.0000% | $3047166.00        | $2047700.19        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-02-20      | 2.0000%  | 0.0000% | $5070976.00        | $3186855.82        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-06-20      | 5.5000%  | 0.0000% | $1024.00           | $780.95            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-11-20      | 7.0000%  | 0.0000% | $1495000.00        | $523608.87         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-04-20      | 2.0000%  | 0.0000% | $7612424.00        | $4900206.47        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-04-20      | 5.5000%  | 0.0000% | $28003952.00       | $20203628.39       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-07-20      | 2.5000%  | 0.0000% | $2541938.00        | $1826226.71        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-07-20      | 6.0000%  | 0.0000% | $1679600.00        | $1205219.64        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-07-20      | 5.0000%  | 0.0000% | $115992.00         | $98107.90          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-05-20      | 2.0000%  | 0.0000% | $1244122.00        | $754365.02         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-06-20      | 5.5000%  | 0.0000% | $1018.00           | $786.05            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-02-20      | 3.0000%  | 0.0000% | $1038044.00        | $748442.69         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-09-20      | 5.5000%  | 0.0000% | $24555364.00       | $18601601.17       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-02-20      | 2.0000%  | 0.0000% | $1804386.00        | $1209767.38        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-01-20      | 2.5000%  | 0.0000% | $687533.00         | $459243.55         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-11-20      | 5.5000%  | 0.0000% | $1000.00           | $800.27            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-10-20      | 7.0000%  | 0.0000% | $2001.00           | $727.35            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-04-20      | 7.0000%  | 0.0000% | $55934977.00       | $22846235.75       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-12-20      | 2.5000%  | 0.0000% | $3013.00           | $322.49            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-03-20      | 3.5000%  | 0.0000% | $1172915.00        | $427186.98         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-09-20      | 4.0000%  | 0.0000% | $7338340.00        | $2840725.21        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-08-20      | 4.0000%  | 0.0000% | $2612568.00        | $2036885.92        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-07-20      | 3.5000%  | 0.0000% | $6301.00           | $4775.97           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-09-20      | 3.5000%  | 0.0000% | $104569.00         | $78053.10          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-09-20      | 3.5000%  | 0.0000% | $1195182.00        | $629734.78         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-09-20      | 2.5000%  | 0.0000% | $2416549.00        | $1493293.25        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-10-20      | 3.5000%  | 0.0000% | $4533907.00        | $3585373.18        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-10-20      | 3.0000%  | 0.0000% | $95999.00          | $58317.46          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-11-20      | 2.5000%  | 0.0000% | $9526.00           | $7415.67           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-12-20      | 2.5000%  | 0.0000% | $1072204.00        | $851001.44         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-12-20      | 2.0000%  | 0.0000% | $393999.00         | $292210.18         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-02-20      | 3.5000%  | 0.0000% | $1039351.00        | $823769.39         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-11-20      | 2.5000%  | 0.0000% | $1632734.00        | $1298775.84        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-04-20      | 3.5000%  | 0.0000% | $1004313.00        | $849980.62         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-02-20      | 3.0000%  | 0.0000% | $5000000.00        | $3885437.55        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-03-20      | 4.0000%  | 0.0000% | $5500761.00        | $4423873.24        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-02-20      | 3.5000%  | 0.0000% | $2000.00           | $1365.27           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-09-01      | 4.5000%  | 0.0000% | $97632.00          | $96314.20          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-11-01      | 5.0000%  | 0.0000% | $646144.00         | $649218.38         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-12-01      | 5.0000%  | 0.0000% | $364010.00         | $366927.54         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2040-11-01      | 6.0000%  | 0.0000% | $2254103.00        | $2301103.30        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2046-08-01      | 3.5000%  | 0.0000% | $1000.00           | $134.32            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-02-01      | 4.5000%  | 0.0000% | $116665.00         | $6906.20           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-02-01      | 3.0000%  | 0.0000% | $10000.00          | $1702.42           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-08-01      | 4.5000%  | 0.0000% | $2000.00           | $109.06            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2045-12-01      | 4.5000%  | 0.0000% | $153000.00         | $27461.75          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2030-11-01      | 3.5000%  | 0.0000% | $3000.00           | $173.94            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-07-01      | 4.0000%  | 0.0000% | $4099683.00        | $1197918.66        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-12-01      | 4.5000%  | 0.0000% | $2001.00           | $160.76            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-05-01      | 4.0000%  | 0.0000% | $5000.00           | $681.42            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2034-10-01      | 2.5000%  | 0.0000% | $1640000.00        | $424611.24         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-06-01      | 3.0000%  | 0.0000% | $2000.00           | $606.98            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2033-04-01      | 4.7000%  | 0.0000% | $155848.00         | $144851.96         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2033-04-01      | 4.4900%  | 0.0000% | $599931.00         | $610683.87         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-11-01      | 5.1060%  | 0.0000% | $1000.00           | $692.99            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-09-01      | 3.0000%  | 0.0000% | $1198.00           | $1013.58           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2032-03-01      | 5.1900%  | 0.0000% | $422796.00         | $446468.98         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2032-08-01      | 4.6300%  | 0.0000% | $3933540.00        | $4043386.07        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2032-07-01      | 4.3600%  | 0.0000% | $1529900.00        | $1551073.81        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2032-09-01      | 4.8000%  | 0.0000% | $413000.00         | $428958.73         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2030-11-01      | 3.8300%  | 0.0000% | $41873.00          | $41691.67          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2030-11-01      | 4.0800%  | 0.0000% | $1100.00           | $1105.97           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2032-11-01      | 4.3200%  | 0.0000% | $1000.00           | $1011.05           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2030-11-01      | 4.0500%  | 0.0000% | $989300.00         | $993135.02         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2030-11-01      | 4.3850%  | 0.0000% | $1843060.00        | $1878601.10        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2030-11-01      | 4.3400%  | 0.0000% | $2210000.00        | $2248034.10        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2047-08-01      | 4.0000%  | 0.0000% | $34000.00          | $6312.55           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-10-01      | 4.5000%  | 0.0000% | $112750.00         | $17964.93          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-06-01      | 3.5000%  | 0.0000% | $80000.00          | $21882.34          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-08-01      | 2.5000%  | 0.0000% | $133000.00         | $72774.39          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2036-05-01      | 2.0000%  | 0.0000% | $171397.00         | $83362.89          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-07-01      | 3.5000%  | 0.0000% | $5000.00           | $3647.78           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-07-01      | 3.5000%  | 0.0000% | $7000.00           | $5510.04           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-11-01      | 4.0000%  | 0.0000% | $1000.00           | $778.11            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-02-01      | 4.0000%  | 0.0000% | $1000.00           | $835.54            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-10-01      | 4.0000%  | 0.0000% | $1000.00           | $898.41            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-05-01      | 5.5000%  | 0.0000% | $1000.00           | $893.17            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-07-01      | 2.5000%  | 0.0000% | $1000.00           | $846.03            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-10-01      | 5.5000%  | 0.0000% | $57034782.00       | $58182414.88       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-01-01      | 2.5000%  | 0.0000% | $2433360.00        | $2092056.93        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2035-02-01      | 3.0000%  | 0.0000% | $94992.00          | $29277.35          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-03-01      | 4.0000%  | 0.0000% | $1017.00           | $155.54            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-05-01      | 4.0000%  | 0.0000% | $2236.00           | $897.03            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2036-06-01      | 2.0000%  | 0.0000% | $18985.00          | $9913.37           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2051-05-01      | 3.0000%  | 0.0000% | $1000.00           | $671.27            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-01-01      | 4.5000%  | 0.0000% | $21000.00          | $16436.94          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-04-01      | 3.0000%  | 0.0000% | $5000.00           | $3811.94           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-05-01      | 4.0000%  | 0.0000% | $1867585.00        | $1329424.93        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-06-01      | 3.0000%  | 0.0000% | $1000.00           | $787.74            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-09-01      | 3.3830%  | 0.0000% | $3309824.00        | $3186581.91        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2039-03-01      | 4.5000%  | 0.0000% | $446378.00         | $3093.89           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2039-04-01      | 4.5000%  | 0.0000% | $250441.00         | $2718.72           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2040-07-01      | 4.5000%  | 0.0000% | $1001.00           | $71.72             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2043-06-01      | 3.0000%  | 0.0000% | $61261.00          | $10002.47          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2041-03-01      | 4.5000%  | 0.0000% | $70000.00          | $3334.87           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-05-01      | 4.0000%  | 0.0000% | $4998000.00        | $444898.58         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2036-07-01      | 2.0000%  | 0.0000% | $349999.00         | $184341.64         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2036-08-01      | 2.5000%  | 0.0000% | $1001.00           | $537.65            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-06-01      | 4.5000%  | 0.0000% | $1000.00           | $919.90            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-06-01      | 3.0000%  | 0.0000% | $2000.00           | $1470.87           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-10-01      | 4.0000%  | 0.0000% | $14930.00          | $11680.06          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-01-01      | 4.0000%  | 0.0000% | $1000.00           | $794.70            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2038-06-01      | 4.5000%  | 0.0000% | $1783.00           | $1174.14           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2053-08-01      | 4.0000%  | 0.0000% | $2000.00           | $1679.94           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2038-11-01      | 6.0000%  | 0.0000% | $1000.00           | $509.47            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-11-01      | 4.0000%  | 0.0000% | $1000.00           | $907.54            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-12-01      | 4.0000%  | 0.0000% | $2000.00           | $1838.19           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-01-01      | 4.0000%  | 0.0000% | $3000.00           | $2750.41           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-09-01      | 5.5000%  | 0.0000% | $28000.00          | $27810.40          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2040-09-01      | 5.0000%  | 0.0000% | $2871.00           | $2779.59           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-11-01      | 4.5000%  | 0.0000% | $794268.00         | $781156.22         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-11-01      | 5.0000%  | 0.0000% | $4666952.00        | $4679823.45        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-11-01      | 5.5000%  | 0.0000% | $480457.00         | $488841.94         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2045-11-01      | 4.5000%  | 0.0000% | $149443.00         | $149111.98         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2039-06-01      | 3.5000%  | 0.0000% | $1100.00           | $93.09             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-10-01      | 5.0000%  | 0.0000% | $40916.00          | $41143.30          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-07-01      | 5.1150%  | 0.0000% | $894200.00         | $907102.63         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-11-01      | 5.5000%  | 0.0000% | $8981917.00        | $9080870.11        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2040-09-01      | 4.5000%  | 0.0000% | $363998.00         | $352866.61         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2040-09-01      | 5.5000%  | 0.0000% | $2000.00           | $1906.27           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2040-06-01      | 4.5000%  | 0.0000% | $456735.00         | $422355.63         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-02-20      | 4.5000%  | 0.0000% | $49998833.00       | $3145132.78        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-03-20      | 3.5000%  | 0.0000% | $4226.00           | $314.08            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-03-20      | 4.0000%  | 0.0000% | $32365041.00       | $3205636.07        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2044-09-20      | 5.5000%  | 0.0000% | $1000000.00        | $57537.38          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2044-10-20      | 3.0000%  | 0.0000% | $7000000.00        | $961672.97         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2044-10-20      | 3.5000%  | 0.0000% | $5345290.00        | $391698.66         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-01-20      | 3.0000%  | 0.0000% | $35985000.00       | $3182005.09        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-01-20      | 4.0000%  | 0.0000% | $35096179.00       | $2734317.71        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2051-05-01      | 3.0000%  | 0.0000% | $1000.00           | $618.75            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-02-01      | 3.0000%  | 0.0000% | $6000.00           | $4260.06           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-08-01      | 4.5000%  | 0.0000% | $4000.00           | $2932.66           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2037-08-01      | 5.5000%  | 0.0000% | $11000.00          | $368.08            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2044-09-01      | 5.5000%  | 0.0000% | $1000.00           | $95.59             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2033-06-01      | 5.5000%  | 0.0000% | $35220.00          | $149.69            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2025-12-25      | 3.5000%  | 0.0000% | $7000.00           | $0.82              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2040-12-01      | 4.5000%  | 0.0000% | $2000.00           | $101.44            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2026-02-01      | 3.5000%  | 0.0000% | $108952.00         | $58.34             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2041-09-01      | 4.5000%  | 0.0000% | $2000.00           | $77.31             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2041-04-01      | 4.5000%  | 0.0000% | $38000.00          | $1829.33           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2037-04-01      | 7.0000%  | 0.0000% | $15000.00          | $537.64            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2044-04-01      | 4.5000%  | 0.0000% | $10000.00          | $685.17            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2031-02-01      | 3.5000%  | 0.0000% | $8000.00           | $779.67            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2044-04-01      | 4.0000%  | 0.0000% | $50000.00          | $7681.62           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2031-09-01      | 3.0000%  | 0.0000% | $94000.00          | $13334.66          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2046-11-01      | 3.5000%  | 0.0000% | $242000.00         | $48199.66          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2029-02-01      | 3.5000%  | 0.0000% | $2000.00           | $75.18             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2028-11-01      | 3.5000%  | 0.0000% | $20000.00          | $691.09            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2044-02-01      | 4.5000%  | 0.0000% | $3000.00           | $195.69            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2045-12-01      | 3.5000%  | 0.0000% | $715667.00         | $72035.26          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2046-06-01      | 3.0000%  | 0.0000% | $34348.00          | $9578.88           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2047-01-01      | 4.5000%  | 0.0000% | $4000.00           | $418.19            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2047-04-01      | 4.5000%  | 0.0000% | $1000.00           | $95.10             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2032-03-01      | 3.5000%  | 0.0000% | $1000.00           | $123.57            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2032-05-01      | 3.5000%  | 0.0000% | $1000.00           | $117.09            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2043-11-01      | 4.5000%  | 0.0000% | $3000.00           | $542.80            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2028-12-01      | 3.5000%  | 0.0000% | $1000.00           | $54.86             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2028-12-01      | 3.5000%  | 0.0000% | $5000.00           | $190.10            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2029-01-01      | 3.5000%  | 0.0000% | $5000.00           | $102.93            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2044-03-01      | 4.5000%  | 0.0000% | $2000.00           | $69.96             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2044-07-01      | 4.5000%  | 0.0000% | $6000.00           | $723.30            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2044-10-01      | 4.0000%  | 0.0000% | $3976.00           | $697.18            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2045-07-01      | 4.0000%  | 0.0000% | $4350549.00        | $351540.26         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2033-08-01      | 4.5000%  | 0.0000% | $276177.00         | $2234.53           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2035-09-01      | 6.0960%  | 0.0000% | $11699900.00       | $173145.00         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-07-01      | 5.2420%  | 0.0000% | $6524.00           | $6438.90           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-09-01      | 6.5000%  | 0.0000% | $2249940.00        | $2357349.08        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-09-01      | 4.9870%  | 0.0000% | $1259766.00        | $1279368.40        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-09-01      | 5.5990%  | 0.0000% | $170524.00         | $174265.70         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-03-20      | 3.5000%  | 0.0000% | $1048183.00        | $885445.86         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2064-07-15      | 2.9000%  | 0.0000% | $68400.00          | $59292.94          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-03-20      | 3.0000%  | 0.0000% | $3840720.00        | $1761616.61        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-03-20      | 3.0000%  | 0.0000% | $7818724.00        | $4448436.53        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-03-20      | 3.3750%  | 0.0000% | $2010666.00        | $1491247.13        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-03-20      | 3.6250%  | 0.0000% | $2711967.00        | $2219491.33        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-04-20      | 4.0000%  | 0.0000% | $4373467.00        | $3354816.37        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-05-20      | 4.5000%  | 0.0000% | $1000.00           | $940.62            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-09-20      | 5.5000%  | 0.0000% | $3072.00           | $2657.77           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-09-20      | 7.0000%  | 0.0000% | $2048.00           | $1165.67           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-05-20      | 3.0000%  | 0.0000% | $1000.00           | $212.29            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2057-06-15      | 6.6500%  | 0.0000% | $865723.00         | $917657.75         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-07-20      | 7.5000%  | 0.0000% | $2688520.00        | $2429593.44        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2044-10-20      | 7.0000%  | 0.0000% | $1066322.00        | $502075.97         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-11-20      | 6.0000%  | 0.0000% | $1000.00           | $1031.06           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-09-20      | 4.5000%  | 0.0000% | $1373555.00        | $1329771.25        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-10-20      | 6.5000%  | 0.0000% | $453884.00         | $473880.68         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-11-15      | 5.4300%  | 0.0000% | $3602790.00        | $3765000.21        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-03-20      | 7.0000%  | 0.0000% | $1000.00           | $1055.15           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 7.0000%  | 0.0000% | $2000.00           | $2103.36           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $84406.00          | $86821.20          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 7.0000%  | 0.0000% | $2000.00           | $2084.38           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-04-20      | 7.0000%  | 0.0000% | $1927.00           | $2062.22           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 7.0000%  | 0.0000% | $1000.00           | $1045.87           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-20      | 7.0000%  | 0.0000% | $3000.00           | $3120.95           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 6.5000%  | 0.0000% | $1000.00           | $1076.58           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 7.0000%  | 0.0000% | $4033.00           | $4138.80           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 6.5000%  | 0.0000% | $1000.00           | $1046.12           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 7.0000%  | 0.0000% | $6131.00           | $6441.84           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 5.5000%  | 0.0000% | $122589.00         | $124795.61         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2065-10-20      | 6.0000%  | 0.0000% | $799274.00         | $818679.50         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.0000%  | 0.0000% | $1069563.00        | $1107661.93        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.0000%  | 0.0000% | $1129468.00        | $1166994.66        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 5.5000%  | 0.0000% | $1485025.00        | $1514965.20        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 7.5000%  | 0.0000% | $1504991.00        | $1614681.94        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 7.5000%  | 0.0000% | $1000.00           | $1071.88           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 5.0000%  | 0.0000% | $1954042.00        | $1972184.96        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.5000%  | 0.0000% | $1182976.00        | $1237100.00        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.5000%  | 0.0000% | $1331419.00        | $1406923.93        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-09-20      | 6.0000%  | 0.0000% | $2016.00           | $1594.49           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-07-20      | 7.0000%  | 0.0000% | $12864469.00       | $7469512.92        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-20      | 7.0000%  | 0.0000% | $2193137.00        | $2236569.11        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-20      | 5.5000%  | 0.0000% | $25858.00          | $26240.25          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 7.0000%  | 0.0000% | $900040.00         | $929635.72         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 4.0000%  | 0.0000% | $2221493.00        | $2114168.66        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 5.0000%  | 0.0000% | $783286.00         | $785278.85         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 5.5000%  | 0.0000% | $44834.00          | $45442.91          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-05-20      | 7.0000%  | 0.0000% | $94442.00          | $97963.52          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-04-20      | 6.5000%  | 0.0000% | $1771.00           | $1842.57           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-04-20      | 7.0000%  | 0.0000% | $2530.00           | $2630.12           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 5.5000%  | 0.0000% | $2577746.00        | $2645706.14        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.0000%  | 0.0000% | $3391417.00        | $3512343.84        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2044-08-20      | 4.0000%  | 0.0000% | $33728.00          | $5066.36           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-10-20      | 6.5000%  | 0.0000% | $8826326.00        | $13300.05          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-07-20      | 5.5000%  | 0.0000% | $465656.00         | $14292.88          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-06-20      | 6.0000%  | 0.0000% | $473023.00         | $5614.98           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2038-08-20      | 6.5000%  | 0.0000% | $4459.00           | $58.64             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-10-20      | 5.5000%  | 0.0000% | $194000.00         | $6131.61           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-05-20      | 4.5000%  | 0.0000% | $1807682.00        | $63301.37          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2041-03-20      | 3.5000%  | 0.0000% | $98725.00          | $8177.33           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2041-07-20      | 4.0000%  | 0.0000% | $1000.00           | $43.25             | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2041-10-20      | 4.0000%  | 0.0000% | $3224.00           | $157.55            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2052-05-20      | 2.5000%  | 0.0000% | $7899170.00        | $5316477.21        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 5.5000%  | 0.0000% | $26765.00          | $27291.08          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-09-20      | 5.5000%  | 0.0000% | $52935248.00       | $53944090.19       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-12-20      | 2.5000%  | 0.0000% | $5005919.00        | $4062990.22        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2041-12-20      | 5.5000%  | 0.0000% | $109937.00         | $4685.07           | Agency Mortgage-Backed Securities |

### Security 252: Northern Trust Co. - Fixed Income Clearing Corp.

- **C.1 - Title:** Northern Trust Co. - Fixed Income Clearing Corp. 4.070000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1D0KA3, C.3 - LEI: N/A, C.5 - Other ID: ARP1D0KA3_4.07_1201
- **C.18 - Value (incl. sponsor support):** $4750000000.00
- **C.18.a - Value (excl. sponsor support):** $4750000000.00
- **C.19 - Percentage of Net Assets:** 2.4200%
- **C.17 - Yield as of Reporting Date:** 4.0700%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** Yes

- **Name of CCP:** Northern Trust Co. - Fixed Income Clearing Corp.

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2027-03-15      | 4.2500%  | 0.0000% | $50000000.00       | $50871892.00       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-03-31      | 3.8750%  | 0.0000% | $50000000.00       | $50564045.00       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-03-31      | 3.8750%  | 0.0000% | $50000000.00       | $50564045.00       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-03-31      | 3.8750%  | 0.0000% | $50000000.00       | $50564045.00       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-03-31      | 3.8750%  | 0.0000% | $50000000.00       | $50564045.00       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-03-31      | 3.8750%  | 0.0000% | $50000000.00       | $50564045.00       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-03-15      | 4.2500%  | 0.0000% | $38600000.00       | $39273100.60       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-03-15      | 4.2500%  | 0.0000% | $50000000.00       | $50871892.00       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-03-15      | 4.2500%  | 0.0000% | $50000000.00       | $50871892.00       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-04-15      | 4.5000%  | 0.0000% | $50000000.00       | $50896977.50       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-03-15      | 4.2500%  | 0.0000% | $50000000.00       | $50871892.00       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-03-15      | 4.2500%  | 0.0000% | $50000000.00       | $50871892.00       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-03-15      | 4.2500%  | 0.0000% | $50000000.00       | $50871892.00       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-04-15      | 4.5000%  | 0.0000% | $50000000.00       | $50896977.50       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-03-01      | 1.8750%  | 0.0000% | $10588700.00       | $10425737.79       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-03-15      | 4.2500%  | 0.0000% | $50000000.00       | $50871892.00       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-04-15      | 4.5000%  | 0.0000% | $50000000.00       | $50896977.50       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-04-15      | 4.5000%  | 0.0000% | $21897000.00       | $22289822.30       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-04-15      | 4.5000%  | 0.0000% | $50000000.00       | $50896977.50       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-03-15      | 4.2500%  | 0.0000% | $50000000.00       | $50871892.00       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-04-15      | 4.5000%  | 0.0000% | $50000000.00       | $50896977.50       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-03-15      | 4.2500%  | 0.0000% | $50000000.00       | $50871892.00       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-04-15      | 4.5000%  | 0.0000% | $50000000.00       | $50896977.50       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-03-31      | 2.5000%  | 0.0000% | $50000000.00       | $49515109.51       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-03-31      | 2.5000%  | 0.0000% | $50000000.00       | $49515109.51       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-03-31      | 2.5000%  | 0.0000% | $50000000.00       | $49515109.51       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-03-31      | 2.5000%  | 0.0000% | $50000000.00       | $49515109.51       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-03-31      | 2.5000%  | 0.0000% | $50000000.00       | $49515109.51       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-03-31      | 2.5000%  | 0.0000% | $50000000.00       | $49515109.51       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-03-31      | 2.5000%  | 0.0000% | $50000000.00       | $49515109.51       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-03-31      | 2.5000%  | 0.0000% | $6350000.00        | $6288418.91        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-03-01      | 4.1250%  | 0.0000% | $31224000.00       | $31774840.07       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-03-31      | 2.5000%  | 0.0000% | $50000000.00       | $49515109.51       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-03-31      | 2.5000%  | 0.0000% | $50000000.00       | $49515109.51       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-03-31      | 2.5000%  | 0.0000% | $50000000.00       | $49515109.51       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-03-31      | 3.8750%  | 0.0000% | $16884000.00       | $17074466.68       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-03-31      | 3.8750%  | 0.0000% | $50000000.00       | $50564045.00       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-03-31      | 3.8750%  | 0.0000% | $50000000.00       | $50564045.00       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-03-31      | 3.8750%  | 0.0000% | $50000000.00       | $50564045.00       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-03-15      | 4.2500%  | 0.0000% | $50000000.00       | $50871892.00       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-03-31      | 3.8750%  | 0.0000% | $50000000.00       | $50564045.00       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-05-31      | 3.8750%  | 0.0000% | $50000000.00       | $51197574.29       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-05-31      | 3.8750%  | 0.0000% | $50000000.00       | $51197574.29       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-05-31      | 3.8750%  | 0.0000% | $1626900.00        | $1665866.71        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-05-31      | 3.8750%  | 0.0000% | $50000000.00       | $51197574.29       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-05-31      | 3.8750%  | 0.0000% | $50000000.00       | $51197574.29       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-05-15      | 2.3750%  | 0.0000% | $50000000.00       | $49230144.32       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-05-17      | 4.5000%  | 0.0000% | $50000000.00       | $50768300.30       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-05-31      | 3.8750%  | 0.0000% | $50000000.00       | $51197574.29       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-05-31      | 3.8750%  | 0.0000% | $50000000.00       | $51197574.29       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-05-15      | 2.3750%  | 0.0000% | $46576500.00       | $45859356.34       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-05-31      | 3.8750%  | 0.0000% | $50000000.00       | $51197574.29       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-05-31      | 3.8750%  | 0.0000% | $50000000.00       | $51197574.29       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-05-31      | 3.8750%  | 0.0000% | $50000000.00       | $51197574.29       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-05-31      | 3.8750%  | 0.0000% | $50000000.00       | $51197574.29       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-05-15      | 4.5000%  | 0.0000% | $3904000.00        | $3963988.88        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-05-15      | 4.5000%  | 0.0000% | $50000000.00       | $50768300.30       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-05-15      | 4.5000%  | 0.0000% | $50000000.00       | $50768300.30       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-04-30      | 3.7500%  | 0.0000% | $50000000.00       | $50332526.08       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-05-15      | 2.3750%  | 0.0000% | $50000000.00       | $49230143.60       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-04-30      | 3.7500%  | 0.0000% | $50000000.00       | $50332526.08       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-04-30      | 2.7500%  | 0.0000% | $50000000.00       | $49606352.09       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-05-15      | 2.3750%  | 0.0000% | $50000000.00       | $49230143.60       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-04-30      | 3.7500%  | 0.0000% | $50000000.00       | $50332526.08       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-05-15      | 2.3750%  | 0.0000% | $50000000.00       | $49230143.60       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-05-15      | 2.3750%  | 0.0000% | $50000000.00       | $49230143.60       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-05-15      | 2.3750%  | 0.0000% | $50000000.00       | $49230143.60       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-05-15      | 2.3750%  | 0.0000% | $50000000.00       | $49230143.60       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-04-30      | 2.7500%  | 0.0000% | $50000000.00       | $49606352.09       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-04-30      | 2.7500%  | 0.0000% | $50000000.00       | $49606352.09       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-04-30      | 2.7500%  | 0.0000% | $50000000.00       | $49606352.09       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-04-30      | 2.7500%  | 0.0000% | $50000000.00       | $49606352.09       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-04-30      | 2.7500%  | 0.0000% | $50000000.00       | $49606352.09       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-05-15      | 2.3750%  | 0.0000% | $50000000.00       | $49230143.60       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-05-15      | 2.3750%  | 0.0000% | $50000000.00       | $49230143.60       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-04-30      | 3.7500%  | 0.0000% | $50000000.00       | $50332526.08       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-05-15      | 2.3750%  | 0.0000% | $50000000.00       | $49230143.60       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-04-30      | 2.7500%  | 0.0000% | $50000000.00       | $49606352.09       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-04-30      | 2.7500%  | 0.0000% | $50000000.00       | $49606352.09       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-04-30      | 3.7500%  | 0.0000% | $50000000.00       | $50332526.08       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-04-30      | 2.7500%  | 0.0000% | $50000000.00       | $49606352.09       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-05-15      | 2.3750%  | 0.0000% | $50000000.00       | $49230143.60       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-04-30      | 3.7500%  | 0.0000% | $50000000.00       | $50332526.08       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-04-30      | 2.7500%  | 0.0000% | $50000000.00       | $49606352.09       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-05-15      | 2.3750%  | 0.0000% | $50000000.00       | $49230143.60       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-04-30      | 2.7500%  | 0.0000% | $50000000.00       | $49606352.09       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-05-15      | 2.3750%  | 0.0000% | $50000000.00       | $49230143.60       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-04-30      | 3.7500%  | 0.0000% | $50000000.00       | $50332526.08       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-04-30      | 3.7500%  | 0.0000% | $50000000.00       | $50332526.08       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-04-30      | 2.7500%  | 0.0000% | $23812800.00       | $23625322.85       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-05-15      | 2.3750%  | 0.0000% | $50000000.00       | $49230143.60       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-04-30      | 2.7500%  | 0.0000% | $50000000.00       | $49606352.09       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-04-30      | 3.7500%  | 0.0000% | $50000000.00       | $50332526.08       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-04-30      | 3.7500%  | 0.0000% | $30464000.00       | $30666601.45       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-05-15      | 2.3750%  | 0.0000% | $50000000.00       | $49230143.60       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-04-30      | 2.7500%  | 0.0000% | $50000000.00       | $49606352.09       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-04-30      | 2.7500%  | 0.0000% | $50000000.00       | $49606352.09       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-04-15      | 4.5000%  | 0.0000% | $50000000.00       | $50896976.55       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-04-15      | 4.5000%  | 0.0000% | $23103000.00       | $23517456.99       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-05-15      | 2.3750%  | 0.0000% | $24063500.00       | $23692991.21       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-04-15      | 4.5000%  | 0.0000% | $50000000.00       | $50896976.55       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-03-31      | 2.5000%  | 0.0000% | $50000000.00       | $49515109.51       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-03-31      | 2.5000%  | 0.0000% | $50000000.00       | $49515109.51       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-03-31      | 2.5000%  | 0.0000% | $50000000.00       | $49515109.51       | U.S. Treasuries (including strips) |

### Security 253: Mizuho Securities USA LLC

- **C.1 - Title:** Mizuho Securities USA LLC 4.080000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1D0KB1, C.3 - LEI: 7TK5RJIZDFRO, C.5 - Other ID: ARP1D0KB1_4.08_1201
- **C.18 - Value (incl. sponsor support):** $250000000.00
- **C.18.a - Value (excl. sponsor support):** $250000000.00
- **C.19 - Percentage of Net Assets:** 0.1300%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2026-03-31      | 2.2500%  | 0.0000% | $238000.00         | $237627.52         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-05-15      | 2.3750%  | 0.0000% | $6150500.00        | $5930176.17        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-06-30      | 1.8750%  | 0.0000% | $662500.00         | $660364.51         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-11-15      | 0.8750%  | 0.0000% | $13001000.00       | $11419860.33       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-11-30      | 3.8750%  | 0.0000% | $11000000.00       | $11349032.77       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2033-08-15      | 3.8750%  | 0.0000% | $140427700.00      | $142506926.74      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-07-31      | 4.0000%  | 0.0000% | $80521200.00       | $82896050.26       | U.S. Treasuries (including strips) |

### Security 254: Royal Bank of Canada

- **C.1 - Title:** Royal Bank of Canada 4.090000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1D0KD7, C.3 - LEI: ES7IP3U3RHIG, C.5 - Other ID: ARP1D0KD7_4.09_1201
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **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
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1+
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2026-07-15      | 4.5000%  | 0.0000% | $1981100.00        | $2023391.40        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-02-15      | 4.2500%  | 0.0000% | $370497100.00      | $380877079.63      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-05-31      | 3.8750%  | 0.0000% | $124135600.00      | $127099616.91      | U.S. Treasuries (including strips) |

### Security 255: Daiwa Capital Markets America, Inc.

- **C.1 - Title:** Daiwa Capital Markets America, Inc. 4.080000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1D0KE5, C.3 - LEI: M67H5PRC0NQK, C.5 - Other ID: ARP1D0KE5_4.08_1201
- **C.18 - Value (incl. sponsor support):** $300000000.00
- **C.18.a - Value (excl. sponsor support):** $300000000.00
- **C.19 - Percentage of Net Assets:** 0.1500%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-2
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bill | 2025-12-26      | N/A      | 0.0000% | $198200.00         | $197665.65         | U.S. Treasuries (including strips) |
| U.S. Treasury Bill | 2025-12-11      | N/A      | 0.0000% | $36900.00          | $36860.07          | U.S. Treasuries (including strips) |
| U.S. Treasury Bill | 2025-12-18      | N/A      | 0.0000% | $1754000.00        | $1750765.62        | U.S. Treasuries (including strips) |
| U.S. Treasury Bill | 2026-09-03      | N/A      | 0.0000% | $230000.00         | $223879.24         | U.S. Treasuries (including strips) |
| U.S. Treasury Bill | 2025-12-16      | N/A      | 0.0000% | $700.00            | $698.86            | U.S. Treasuries (including strips) |
| U.S. Treasury Bill | 2026-10-29      | N/A      | 0.0000% | $9826000.00        | $9511116.00        | U.S. Treasuries (including strips) |
| U.S. Treasury Bill | 2026-02-10      | N/A      | 0.0000% | $54200.00          | $53805.59          | U.S. Treasuries (including strips) |
| U.S. Treasury Bill | 2026-03-10      | N/A      | 0.0000% | $16702700.00       | $16532633.11       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2027-11-15      | 6.1250%  | 0.0000% | $2217700.00        | $2332083.61        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2041-02-15      | 2.1250%  | 0.0000% | $1604100.00        | $2386811.17        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2043-05-15      | 2.8750%  | 0.0000% | $800000.00         | $634218.77         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2044-08-15      | 3.1250%  | 0.0000% | $937000.00         | $766553.55         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2047-05-15      | 3.0000%  | 0.0000% | $15000000.00       | $11567090.22       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2051-08-15      | 2.0000%  | 0.0000% | $66999900.00       | $40033279.21       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2042-05-15      | 3.2500%  | 0.0000% | $862000.00         | $733781.05         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2052-08-15      | 3.0000%  | 0.0000% | $1900.00           | $1419.10           | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2053-02-15      | 3.6250%  | 0.0000% | $33084600.00       | $27925224.40       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2053-02-15      | 1.5000%  | 0.0000% | $5000.00           | $4415.98           | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2044-02-15      | 4.5000%  | 0.0000% | $1300.00           | $1301.47           | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2045-02-15      | 4.7500%  | 0.0000% | $21622900.00       | $22261272.64       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2055-08-15      | 4.7500%  | 0.0000% | $5351000.00        | $5488670.46        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-01-15      | 0.6250%  | 0.0000% | $1584300.00        | $2164942.31        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-01-15      | 0.3750%  | 0.0000% | $15630000.00       | $20795853.84       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-07-31      | 1.8750%  | 0.0000% | $22206600.00       | $22075250.86       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-07-15      | 0.1250%  | 0.0000% | $1331600.00        | $1509221.25        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-08-31      | 1.1250%  | 0.0000% | $20719600.00       | $19498902.36       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-10-31      | 1.1250%  | 0.0000% | $8999500.00        | $8802763.43        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-05-31      | 3.6250%  | 0.0000% | $296000.00         | $302256.53         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-12-31      | 3.7500%  | 0.0000% | $300.00            | $306.82            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-03-31      | 4.1250%  | 0.0000% | $88600.00          | $90848.77          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-05-15      | 4.5000%  | 0.0000% | $287300.00         | $291579.05         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-08-31      | 3.6250%  | 0.0000% | $4744100.00        | $4800238.33        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-11-30      | 4.2500%  | 0.0000% | $22340300.00       | $22943683.79       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-11-30      | 4.1250%  | 0.0000% | $34800.00          | $36246.14          | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-12-31      | 4.3750%  | 0.0000% | $941000.00         | $986693.80         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-12-31      | 4.2500%  | 0.0000% | $46290600.00       | $47403141.74       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2035-02-15      | 4.6250%  | 0.0000% | $3941200.00        | $4192622.28        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-02-28      | 4.1250%  | 0.0000% | $7580800.00        | $7706706.28        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-07-31      | 3.8750%  | 0.0000% | $58200.00          | $59250.21          | U.S. Treasuries (including strips) |

### Security 256: Goldman Sachs & Co. LLC

- **C.1 - Title:** Goldman Sachs & Co. LLC 4.080000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1D0KG0, C.3 - LEI: FOR8UP27PHTH, C.5 - Other ID: ARP1D0KG0_4.08_1201
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name         | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bond  | 2026-01-15      | 2.0000%  | 0.0000% | $303566000.00      | $499713020.30      | U.S. Treasuries (including strips) |
| U.S. Treasury Strip | 2044-11-15      | N/A      | 0.0000% | $25847789.38       | $10286980.76       | U.S. Treasuries (including strips) |

### Security 257: Teacher Retirement System of Texas

- **C.1 - Title:** Teacher Retirement System of Texas 4.180000%
- **C.6 - Investment Category:** Other Instrument
- **Identifiers:** C.3 - CUSIP: ARP1D0X50, C.3 - LEI: 549300LGG2RLWD21SU97, C.5 - Other ID: ARP1D0X50_4.18_1202
- **C.18 - Value (incl. sponsor support):** $1000837647.06
- **C.18.a - Value (excl. sponsor support):** $1000837647.06
- **C.19 - Percentage of Net Assets:** 0.5100%
- **C.17 - Yield as of Reporting Date:** 4.1800%
- **C.11 - Maturity Date (WAM):** 2025-12-02
- **C.12 - Maturity Date (WAL):** 2025-12-02
- **C.13 - Final Legal Maturity Date:** 2025-12-02
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: NR
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? No, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

### Security 258: Bank of America Securities, Inc.

- **C.1 - Title:** Bank of America Securities, Inc. 4.090000%
- **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: ARP1D0YP5, C.3 - LEI: 549300HN4UKV, C.5 - Other ID: ARP1D0YP5_4.09_1201
- **C.18 - Value (incl. sponsor support):** $60000000.00
- **C.18.a - Value (excl. sponsor support):** $60000000.00
- **C.19 - Percentage of Net Assets:** 0.0300%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Bank                   | 2026-08-26      | 0.9000%  | 0.0000% | $15775000.00       | $15481427.25       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-11-20      | 3.0000%  | 0.0000% | $275000.00         | $149439.51         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-11-20      | 3.0000%  | 0.0000% | $108342.00         | $36215.83          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2045-07-20      | 3.0000%  | 0.0000% | $75000.00          | $33678.29          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2050-05-20      | 3.0000%  | 0.0000% | $50000.00          | $28907.76          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2047-09-20      | 3.0000%  | 0.0000% | $190628.00         | $125728.75         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-06-15      | 5.8400%  | 0.0000% | $1487104.00        | $1583690.21        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-20      | 5.5000%  | 0.0000% | $1402308.00        | $1432156.58        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-07-15      | 5.8500%  | 0.0000% | $1097302.00        | $1174324.64        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-10-15      | 5.1500%  | 0.0000% | $3043580.00        | $3116292.65        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-10-15      | 5.1500%  | 0.0000% | $2422152.00        | $2480018.42        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-10-15      | 5.1500%  | 0.0000% | $3162936.00        | $3238500.12        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2060-10-15      | 4.4200%  | 0.0000% | $10091952.00       | $9845935.18        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2075-10-20      | 5.3480%  | 0.0000% | $19954560.00       | $21538094.02       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-20      | 6.0000%  | 0.0000% | $1332042.00        | $1383813.15        | Agency Mortgage-Backed Securities |

### Security 259: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 4.090000%
- **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: ARP1D0YS9, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP1D0YS9_4.09_1201
- **C.18 - Value (incl. sponsor support):** $150000000.00
- **C.18.a - Value (excl. sponsor support):** $150000000.00
- **C.19 - Percentage of Net Assets:** 0.0800%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2029-07-31      | 4.0000%  | 0.0000% | $148616800.00      | $153000026.40      | U.S. Treasuries (including strips) |

### Security 260: Canadian Imperial Bank of Commerce

- **C.1 - Title:** Canadian Imperial Bank of Commerce 4.080000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1D0YU4, C.3 - LEI: 549300H8L46O, C.5 - Other ID: ARP1D0YU4_4.08_1201
- **C.18 - Value (incl. sponsor support):** $980000000.00
- **C.18.a - Value (excl. sponsor support):** $980000000.00
- **C.19 - Percentage of Net Assets:** 0.5000%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                      | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bill               | 2025-12-18      | N/A      | 0.0000% | $13358100.00       | $13333467.66       | U.S. Treasuries (including strips) |
| U.S. Treasury Bill               | 2026-03-12      | N/A      | 0.0000% | $29128300.00       | $28825948.25       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2042-05-15      | 3.0000%  | 0.0000% | $49361000.00       | $40548153.60       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2042-08-15      | 2.7500%  | 0.0000% | $65500.00          | $52092.96          | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2042-11-15      | 2.7500%  | 0.0000% | $600.00            | $470.85            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2043-02-15      | 3.1250%  | 0.0000% | $730000.00         | $608832.00         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2043-05-15      | 2.8750%  | 0.0000% | $600.00            | $475.66            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2044-05-15      | 3.3750%  | 0.0000% | $1000000.00        | $844402.02         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2044-11-15      | 3.0000%  | 0.0000% | $2293000.00        | $1816111.83        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2045-02-15      | 2.5000%  | 0.0000% | $14582200.00       | $10669243.83       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2045-08-15      | 2.8750%  | 0.0000% | $2850900.00        | $2212136.26        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2046-02-15      | 2.5000%  | 0.0000% | $998300.00         | $719073.65         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2046-02-15      | 2.5000%  | 0.0000% | $21051000.00       | $15162996.40       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2046-08-15      | 2.2500%  | 0.0000% | $1999900.00        | $1362259.56        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2047-02-15      | 3.0000%  | 0.0000% | $6900500.00        | $5384644.96        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2047-08-15      | 2.7500%  | 0.0000% | $900.00            | $666.71            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2048-11-15      | 3.3750%  | 0.0000% | $1599800.00        | $1299999.10        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2049-05-15      | 2.8750%  | 0.0000% | $1531200.00        | $1129681.78        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2049-08-15      | 2.2500%  | 0.0000% | $100.00            | $65.14             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2050-02-15      | 2.0000%  | 0.0000% | $100.00            | $61.01             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2050-08-15      | 1.3750%  | 0.0000% | $1600.00           | $819.44            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2050-08-15      | 1.3750%  | 0.0000% | $27694800.00       | $14183759.82       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2040-05-15      | 1.1250%  | 0.0000% | $11726900.00       | $7596029.18        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2050-11-15      | 1.6250%  | 0.0000% | $307600.00         | $167013.13         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2040-11-15      | 1.3750%  | 0.0000% | $100.00            | $66.23             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2040-11-15      | 1.3750%  | 0.0000% | $492700.00         | $326320.03         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2051-02-15      | 1.8750%  | 0.0000% | $200.00            | $116.53            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2051-02-15      | 0.1250%  | 0.0000% | $200.00            | $139.55            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2051-08-15      | 2.0000%  | 0.0000% | $648300.00         | $387367.37         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2051-08-15      | 2.0000%  | 0.0000% | $18220000.00       | $10886678.15       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2051-11-15      | 1.8750%  | 0.0000% | $37545800.00       | $21478876.21       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2042-02-15      | 2.3750%  | 0.0000% | $83481200.00       | $63231039.64       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2042-05-15      | 3.2500%  | 0.0000% | $300.00            | $255.38            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2043-02-15      | 3.8750%  | 0.0000% | $7677000.00        | $7130615.51        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2053-05-15      | 3.6250%  | 0.0000% | $4359400.00        | $3636449.29        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2054-08-15      | 4.2500%  | 0.0000% | $9388700.00        | $8855181.10        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond               | 2055-05-15      | 4.7500%  | 0.0000% | $100.00            | $101.34            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-07-15      | 0.3750%  | 0.0000% | $100.00            | $131.50            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-08-15      | 2.2500%  | 0.0000% | $200.00            | $197.05            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2028-05-15      | 2.8750%  | 0.0000% | $813300.00         | $802280.97         | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2028-08-15      | 2.8750%  | 0.0000% | $617400.00         | $612621.40         | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2029-02-15      | 2.6250%  | 0.0000% | $464200.00         | $455229.25         | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2026-03-31      | 2.2500%  | 0.0000% | $100.00            | $99.84             | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2029-07-15      | 0.2500%  | 0.0000% | $84500.00          | $103930.39         | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2026-01-15      | 0.6250%  | 0.0000% | $1252800.00        | $1711948.33        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-05-15      | 2.3750%  | 0.0000% | $200.00            | $196.84            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-03-31      | 0.6250%  | 0.0000% | $455300.00         | $438557.73         | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-05-31      | 0.5000%  | 0.0000% | $2460200.00        | $2357709.73        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2030-08-15      | 0.6250%  | 0.0000% | $200.00            | $174.84            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-08-31      | 0.5000%  | 0.0000% | $529900.00         | $503581.08         | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-12-31      | 0.6250%  | 0.0000% | $1024200.00        | $968108.19         | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2026-01-31      | 0.3750%  | 0.0000% | $4555500.00        | $4534721.57        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2028-01-31      | 0.7500%  | 0.0000% | $93200.00          | $88126.71          | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2028-01-31      | 0.7500%  | 0.0000% | $37531800.00       | $35488780.95       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2028-02-29      | 1.1250%  | 0.0000% | $768900.00         | $731988.10         | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2026-03-31      | 0.7500%  | 0.0000% | $100.00            | $99.12             | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2028-04-30      | 1.2500%  | 0.0000% | $8675900.00        | $8237028.30        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2028-05-31      | 1.2500%  | 0.0000% | $1058900.00        | $1009041.37        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2026-05-31      | 0.7500%  | 0.0000% | $100.00            | $98.88             | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2028-06-30      | 1.2500%  | 0.0000% | $1503900.00        | $1428944.24        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2028-07-31      | 1.0000%  | 0.0000% | $16000.00          | $15042.91          | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2031-08-15      | 1.2500%  | 0.0000% | $100.00            | $87.94             | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2028-10-31      | 1.3750%  | 0.0000% | $100.00            | $94.26             | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2031-11-15      | 1.3750%  | 0.0000% | $360100.00         | $315709.31         | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2031-11-15      | 1.3750%  | 0.0000% | $3276700.00        | $2872770.65        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2032-01-15      | 0.1250%  | 0.0000% | $300.00            | $324.45            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2032-02-15      | 1.8750%  | 0.0000% | $58933300.00       | $53238626.15       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2029-02-28      | 1.8750%  | 0.0000% | $307100.00         | $293105.70         | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2029-04-30      | 2.8750%  | 0.0000% | $52800.00          | $51823.76          | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2032-05-15      | 2.8750%  | 0.0000% | $251500.00         | $239329.02         | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2029-06-30      | 3.2500%  | 0.0000% | $1643600.00        | $1649729.97        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2029-08-31      | 3.1250%  | 0.0000% | $100.00            | $99.30             | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-10-15      | 1.6250%  | 0.0000% | $4047500.00        | $4490118.05        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2032-11-15      | 4.1250%  | 0.0000% | $3958000.00        | $4046739.76        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-11-30      | 3.8750%  | 0.0000% | $1707300.00        | $1752093.15        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2030-01-31      | 3.5000%  | 0.0000% | $1200.00           | $1210.52           | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2033-02-15      | 3.5000%  | 0.0000% | $21497800.00       | $21298330.79       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2030-02-28      | 4.0000%  | 0.0000% | $40900.00          | $41990.36          | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2026-03-15      | 4.6250%  | 0.0000% | $2492900.00        | $2522394.54        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2028-03-31      | 3.6250%  | 0.0000% | $116500.00         | $117538.33         | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2030-04-30      | 3.5000%  | 0.0000% | $27100.00          | $27086.10          | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2028-04-30      | 3.5000%  | 0.0000% | $427800.00         | $429012.03         | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2033-05-15      | 3.3750%  | 0.0000% | $468600.00         | $455550.43         | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2028-06-30      | 4.0000%  | 0.0000% | $4043100.00        | $4160386.47        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2030-07-31      | 4.0000%  | 0.0000% | $45400.00          | $46780.40          | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2031-08-31      | 3.7500%  | 0.0000% | $5800.00           | $5874.74           | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-09-15      | 3.3750%  | 0.0000% | $7630300.00        | $7663737.28        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2031-09-30      | 3.6250%  | 0.0000% | $1574800.00        | $1578977.45        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2031-09-30      | 3.6250%  | 0.0000% | $7314800.00        | $7334203.87        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-10-15      | 3.8750%  | 0.0000% | $4731300.00        | $4784073.23        | U.S. Treasuries (including strips) |
| U.S. Treasury Floating Rate Note | 2026-10-31      | 3.9854%  | 0.0000% | $3500.00           | $3511.76           | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2029-11-30      | 4.1250%  | 0.0000% | $11529000.00       | $12008094.39       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2026-12-31      | 4.2500%  | 0.0000% | $99500.00          | $101891.37         | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-01-31      | 4.1250%  | 0.0000% | $100.00            | $101.95            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2035-02-15      | 4.6250%  | 0.0000% | $299000.00         | $318074.20         | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-02-28      | 4.1250%  | 0.0000% | $11975000.00       | $12173887.69       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-02-28      | 4.1250%  | 0.0000% | $100000000.00      | $101660857.46      | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2032-02-29      | 4.1250%  | 0.0000% | $1113000.00        | $1148882.64        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2028-03-15      | 3.8750%  | 0.0000% | $8153000.00        | $8287412.57        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2030-03-31      | 4.0000%  | 0.0000% | $34200.00          | $34999.62          | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-03-31      | 3.8750%  | 0.0000% | $37756900.00       | $38135069.58       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2028-04-15      | 3.7500%  | 0.0000% | $3841800.00        | $3881385.78        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2035-05-15      | 4.2500%  | 0.0000% | $9100.00           | $9304.23           | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2035-05-15      | 4.2500%  | 0.0000% | $41163300.00       | $42087096.78       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2030-05-31      | 4.0000%  | 0.0000% | $478800.00         | $496626.40         | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2030-06-30      | 3.8750%  | 0.0000% | $180938400.00      | $186062419.14      | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-06-30      | 3.7500%  | 0.0000% | $338400.00         | $344649.99         | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2032-07-31      | 4.0000%  | 0.0000% | $20063400.00       | $20605602.92       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2035-08-15      | 4.2500%  | 0.0000% | $27724000.00       | $28606548.04       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2028-08-15      | 3.6250%  | 0.0000% | $650200.00         | $659201.41         | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-08-31      | 3.6250%  | 0.0000% | $175000.00         | $176858.90         | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2032-08-31      | 3.8750%  | 0.0000% | $244800.00         | $248672.72         | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2033-08-15      | 3.8750%  | 0.0000% | $1003700.00        | $1016918.11        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2030-10-31      | 4.8750%  | 0.0000% | $100.00            | $106.05            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2026-12-15      | 4.3750%  | 0.0000% | $100.00            | $102.74            | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2029-01-31      | 4.0000%  | 0.0000% | $4263300.00        | $4380214.51        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2031-01-31      | 4.0000%  | 0.0000% | $931400.00         | $959667.51         | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-03-15      | 4.2500%  | 0.0000% | $18922000.00       | $19242289.77       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2029-04-15      | 2.1250%  | 0.0000% | $21500.00          | $23238.86          | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2034-05-15      | 4.3750%  | 0.0000% | $17100.00          | $17711.09          | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2029-05-31      | 4.5000%  | 0.0000% | $1770700.00        | $1866169.23        | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2031-05-31      | 4.6250%  | 0.0000% | $49999400.00       | $53540570.89       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2031-06-30      | 4.2500%  | 0.0000% | $795000.00         | $832529.45         | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-07-15      | 4.3750%  | 0.0000% | $873500.00         | $899004.87         | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2026-07-31      | 4.3750%  | 0.0000% | $53000.00          | $53978.87          | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2029-07-31      | 4.0000%  | 0.0000% | $64400.00          | $66265.83          | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2034-08-15      | 3.8750%  | 0.0000% | $18756700.00       | $18891661.69       | U.S. Treasuries (including strips) |
| U.S. Treasury Note               | 2027-08-15      | 3.7500%  | 0.0000% | $400.00            | $405.76            | U.S. Treasuries (including strips) |

### Security 261: Canadian Imperial Bank of Commerce

- **C.1 - Title:** Canadian Imperial Bank of Commerce 4.100000%
- **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: ARP1D0YV2, C.3 - LEI: 549300H8L46O, C.5 - Other ID: ARP1D0YV2_4.10_1201
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2053-11-20      | 8.0000%  | 0.0000% | $2000.00           | $309.44            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-06-20      | 5.5000%  | 0.0000% | $2000.00           | $1687.79           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2033-07-01      | 5.5000%  | 0.0000% | $122273.00         | $538.58            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-08-01      | 3.5000%  | 0.0000% | $1000.00           | $758.88            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-07-01      | 4.5000%  | 0.0000% | $1000.00           | $826.69            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-11-01      | 5.0000%  | 0.0000% | $1000.00           | $871.77            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-12-01      | 6.0000%  | 0.0000% | $1000.00           | $755.54            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-08-01      | 6.0000%  | 0.0000% | $1024.00           | $723.78            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-11-01      | 6.0000%  | 0.0000% | $1000.00           | $849.67            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-10-01      | 5.5000%  | 0.0000% | $1000.00           | $1013.78           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2026-11-01      | 3.3426%  | 0.0000% | $4094.00           | $694.71            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-06-01      | 5.5000%  | 0.0000% | $1000.00           | $968.25            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2030-11-01      | 3.9000%  | 0.0000% | $6292266.00        | $6285300.46        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2030-11-01      | 3.8100%  | 0.0000% | $10955061.00       | $10921631.63       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-07-01      | 3.0000%  | 0.0000% | $1024.00           | $416.74            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-07-01      | 4.5000%  | 0.0000% | $2208000.00        | $1698555.44        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-06-01      | 6.5000%  | 0.0000% | $1535067.00        | $1157082.44        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-10-01      | 5.5000%  | 0.0000% | $1040.00           | $1005.73           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-02-01      | 5.5000%  | 0.0000% | $1040.00           | $1021.22           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-02-01      | 6.0000%  | 0.0000% | $1024.00           | $1002.47           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-11-01      | 5.0000%  | 0.0000% | $1024.00           | $1008.17           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-02-01      | 5.5000%  | 0.0000% | $1024.00           | $998.10            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-09-01      | 4.5000%  | 0.0000% | $1024.00           | $975.05            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-12-01      | 4.5000%  | 0.0000% | $1000.00           | $938.17            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-05-01      | 5.0000%  | 0.0000% | $1024.00           | $999.87            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-09-01      | 3.5000%  | 0.0000% | $1008.00           | $901.99            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-08-01      | 5.5000%  | 0.0000% | $1024.00           | $1028.56           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-09-01      | 5.5000%  | 0.0000% | $1024.00           | $1025.48           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-06-01      | 2.0000%  | 0.0000% | $1280.00           | $1047.13           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-11-01      | 6.0000%  | 0.0000% | $1024.00           | $1060.64           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-11-01      | 6.0000%  | 0.0000% | $59211358.00       | $60950158.74       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-02-01      | 3.0000%  | 0.0000% | $1046.00           | $976.17            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-03-01      | 3.5000%  | 0.0000% | $1000.00           | $586.90            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-02-01      | 6.0000%  | 0.0000% | $20812000.00       | $16338681.78       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-07-01      | 6.0000%  | 0.0000% | $11240396.00       | $10247018.24       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2040-11-01      | 5.5000%  | 0.0000% | $1000.00           | $1034.65           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2039-08-01      | 5.5000%  | 0.0000% | $1014.00           | $5.41              | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2032-08-01      | 4.0000%  | 0.0000% | $743994.00         | $48968.54          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-11-01      | 1.5000%  | 0.0000% | $55528.00          | $35362.72          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-05-01      | 5.0000%  | 0.0000% | $1600.00           | $1334.38           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-06-01      | 6.0000%  | 0.0000% | $1024.00           | $711.51            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-09-01      | 5.0000%  | 0.0000% | $1000.00           | $850.11            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-08-01      | 5.5000%  | 0.0000% | $20506624.00       | $18061235.94       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-04-01      | 6.0000%  | 0.0000% | $9378.00           | $8251.06           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-12-01      | 4.5000%  | 0.0000% | $1008.00           | $976.66            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-02-01      | 5.5000%  | 0.0000% | $1130.00           | $1075.11           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 6.5000%  | 0.0000% | $1623.00           | $1700.95           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-10-01      | 6.5000%  | 0.0000% | $3147859.00        | $3318101.51        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-10-01      | 6.5000%  | 0.0000% | $7041515.00        | $7430467.17        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-10-20      | 2.0000%  | 0.0000% | $8613660.00        | $4022588.42        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-07-20      | 3.0000%  | 0.0000% | $1002.00           | $334.09            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-09-20      | 3.0000%  | 0.0000% | $1001.00           | $266.80            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-09-20      | 3.0000%  | 0.0000% | $1003.00           | $84.15             | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-01-15      | 2.5000%  | 0.0000% | $2752.00           | $1885.46           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-02-20      | 3.5000%  | 0.0000% | $2001.00           | $1047.57           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-09-20      | 4.0000%  | 0.0000% | $1000.00           | $820.53            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2044-11-20      | 4.0000%  | 0.0000% | $1001.00           | $453.31            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-02-20      | 5.0000%  | 0.0000% | $1000.00           | $509.13            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2042-07-20      | 4.0000%  | 0.0000% | $1184991.00        | $477523.06         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2041-06-20      | 5.0000%  | 0.0000% | $1597.00           | $838.75            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2046-07-20      | 4.0000%  | 0.0000% | $1000.00           | $569.69            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-01-20      | 7.5000%  | 0.0000% | $1999.00           | $1305.94           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-04-15      | 6.5000%  | 0.0000% | $1001.00           | $1061.70           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-06-20      | 6.0000%  | 0.0000% | $2000.00           | $1957.55           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-07-20      | 6.0000%  | 0.0000% | $2001.00           | $1863.30           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-06-20      | 6.0000%  | 0.0000% | $2001.00           | $2101.59           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-11-20      | 8.0000%  | 0.0000% | $2000.00           | $2088.00           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-06-20      | 6.5000%  | 0.0000% | $1999.00           | $949.04            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-07-20      | 7.5000%  | 0.0000% | $1000.00           | $820.20            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-06-20      | 6.5000%  | 0.0000% | $2000.00           | $1665.30           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-09-20      | 7.0000%  | 0.0000% | $3024.00           | $2541.16           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-04-20      | 5.5000%  | 0.0000% | $3000.00           | $2954.05           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-07-20      | 5.5000%  | 0.0000% | $3000.00           | $3004.76           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-07-20      | 6.5000%  | 0.0000% | $37735.00          | $34492.99          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-04-20      | 6.0000%  | 0.0000% | $2000.00           | $2072.93           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-08-20      | 7.5000%  | 0.0000% | $2000.00           | $1975.60           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-06-20      | 7.5000%  | 0.0000% | $1017.00           | $1082.63           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-02-20      | 7.3750%  | 0.0000% | $60846.00          | $65696.47          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-03-20      | 8.0000%  | 0.0000% | $3000.00           | $3256.06           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-06-20      | 7.5000%  | 0.0000% | $1000.00           | $216.95            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2064-08-20      | 7.0000%  | 0.0000% | $2021.00           | $804.82            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2064-08-20      | 7.0000%  | 0.0000% | $421576.00         | $434300.90         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2064-08-20      | 7.0000%  | 0.0000% | $7436032.00        | $3110038.10        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2064-08-20      | 7.0000%  | 0.0000% | $2000.00           | $605.45            | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2064-08-20      | 7.0000%  | 0.0000% | $3089.00           | $1060.63           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-07-20      | 7.5000%  | 0.0000% | $1000.00           | $1073.86           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-11-20      | 6.0000%  | 0.0000% | $2000.00           | $2001.97           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-01-20      | 6.0000%  | 0.0000% | $1001.00           | $1049.79           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-01-20      | 5.5000%  | 0.0000% | $13391.00          | $13662.63          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-01-20      | 7.5000%  | 0.0000% | $3024.00           | $3229.96           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-01-20      | 6.0000%  | 0.0000% | $105182.00         | $110112.54         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $3374925.00        | $3542449.53        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $6933139.00        | $7256133.14        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-11-20      | 7.5000%  | 0.0000% | $8279081.00        | $8948775.86        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-11-20      | 7.0000%  | 0.0000% | $1866632.00        | $1933237.17        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2065-10-20      | 7.0000%  | 0.0000% | $241536.00         | $250166.08         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-11-20      | 6.5000%  | 0.0000% | $265952.00         | $281753.01         | Agency Mortgage-Backed Securities  |
| U.S. Treasury Bond                       | 2053-08-15      | 4.1250%  | 0.0000% | $100.00            | $92.32             | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2026-01-15      | 0.6250%  | 0.0000% | $200.00            | $273.30            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2029-07-31      | 2.6250%  | 0.0000% | $200.00            | $195.47            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2027-06-15      | 4.6250%  | 0.0000% | $26988900.00       | $27984784.36       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2031-06-30      | 4.2500%  | 0.0000% | $500.00            | $523.60            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2035-05-15      | 4.2500%  | 0.0000% | $100.00            | $102.24            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2028-07-15      | 3.8750%  | 0.0000% | $10327000.00       | $10573935.63       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2030-07-31      | 3.8750%  | 0.0000% | $100.00            | $102.47            | U.S. Treasuries (including strips) |

### Security 262: Citigroup Global Markets, Inc.

- **C.1 - Title:** Citigroup Global Markets, Inc. 4.080000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1D0YZ3, C.3 - LEI: MBNUM2BPBDO7, C.5 - Other ID: ARP1D0YZ3_4.08_1201
- **C.18 - Value (incl. sponsor support):** $400000000.00
- **C.18.a - Value (excl. sponsor support):** $400000000.00
- **C.19 - Percentage of Net Assets:** 0.2000%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2027-05-15      | 2.3750%  | 0.0000% | $3100.00           | $3050.72           | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-05-31      | 2.6250%  | 0.0000% | $153900.00         | $153823.29         | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-05-15      | 4.5000%  | 0.0000% | $100.00            | $101.50            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-05-31      | 3.8750%  | 0.0000% | $7659800.00        | $7843123.92        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-06-30      | 3.7500%  | 0.0000% | $392685300.00      | $399999938.75      | U.S. Treasuries (including strips) |

### Security 263: Daiwa Capital Markets America, Inc.

- **C.1 - Title:** Daiwa Capital Markets America, Inc. 4.090000%
- **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: ARP1D12M5, C.3 - LEI: M67H5PRC0NQK, C.5 - Other ID: ARP1D12M5_4.09_1201
- **C.18 - Value (incl. sponsor support):** $850000000.00
- **C.18.a - Value (excl. sponsor support):** $850000000.00
- **C.19 - Percentage of Net Assets:** 0.4300%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-2
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp.         | 2052-08-01      | 4.5000%  | 0.0000% | $5058277.00        | $3732760.32        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-11-01      | 2.5000%  | 0.0000% | $1000.00           | $623.91            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-10-01      | 4.0000%  | 0.0000% | $1000.00           | $789.11            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 6.0000%  | 0.0000% | $1510715.00        | $1367565.39        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-10-01      | 5.0000%  | 0.0000% | $2169573.00        | $1964331.69        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-10-01      | 5.0000%  | 0.0000% | $13153979.00       | $12434561.13       | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank                 | 2026-11-13      | 4.1600%  | 0.0000% | $25854000.00       | $25922477.20       | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank                 | 2028-11-10      | 3.8400%  | 0.0000% | $5822000.00        | $5825999.71        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-02-01      | 1.5000%  | 0.0000% | $83972000.00       | $46114625.93       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-03-01      | 6.0000%  | 0.0000% | $1207546.00        | $1002660.00        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-03-01      | 6.0000%  | 0.0000% | $1306000.00        | $1090560.05        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-03-01      | 5.0000%  | 0.0000% | $500000.00         | $474337.31         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2045-10-01      | 4.0000%  | 0.0000% | $15638073.00       | $3118776.78        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-11-01      | 5.5000%  | 0.0000% | $59160000.00       | $59315736.98       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-09-01      | 6.0000%  | 0.0000% | $23786966.00       | $21287956.91       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-11-01      | 5.5000%  | 0.0000% | $3434000.00        | $3185328.66        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-12-01      | 6.0000%  | 0.0000% | $1240000.00        | $1219043.13        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-07-01      | 6.0000%  | 0.0000% | $3054096.00        | $3129849.80        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-08-01      | 5.5000%  | 0.0000% | $3647905.00        | $3349883.64        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-03-01      | 4.0000%  | 0.0000% | $2550482.00        | $1037035.66        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-11-01      | 5.0000%  | 0.0000% | $2587164.00        | $2610709.77        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-10-01      | 5.0000%  | 0.0000% | $1030.00           | $737.30            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-01-01      | 6.5000%  | 0.0000% | $33534000.00       | $32333053.07       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-01-01      | 6.5000%  | 0.0000% | $1000.00           | $810.42            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-03-01      | 6.0000%  | 0.0000% | $965000.00         | $912180.20         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-11-01      | 4.5000%  | 0.0000% | $600000.00         | $479889.88         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2043-03-01      | 3.5000%  | 0.0000% | $24049.00          | $4674.82           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-09-01      | 3.5000%  | 0.0000% | $12448834.00       | $1547202.62        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-05-01      | 4.5000%  | 0.0000% | $1000.00           | $180.74            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-09-01      | 5.5000%  | 0.0000% | $89584628.00       | $78330065.23       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-10-01      | 6.0000%  | 0.0000% | $4067851.00        | $3305259.75        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-06-01      | 4.0000%  | 0.0000% | $1172886.00        | $1091366.81        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2045-07-01      | 6.0000%  | 0.0000% | $26830000.00       | $26149652.50       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-11-01      | 5.0000%  | 0.0000% | $52017.00          | $52160.46          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-02-01      | 5.0000%  | 0.0000% | $1109236.00        | $1103761.30        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 5.5000%  | 0.0000% | $1553698.00        | $1579425.31        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 5.0000%  | 0.0000% | $1672408.00        | $1666101.20        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 5.5000%  | 0.0000% | $1730000.00        | $1735401.42        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-11-01      | 5.5000%  | 0.0000% | $34834463.00       | $35464605.03       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-07-01      | 6.5000%  | 0.0000% | $99393579.00       | $90150135.07       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 6.5000%  | 0.0000% | $43170113.00       | $43013796.99       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 6.0000%  | 0.0000% | $2756426.00        | $2705179.80        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-10-01      | 2.5000%  | 0.0000% | $21792721.00       | $18472097.67       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-10-01      | 6.5000%  | 0.0000% | $5576963.00        | $4598694.94        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-10-01      | 5.0000%  | 0.0000% | $31968102.00       | $31787057.88       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-07-01      | 5.5000%  | 0.0000% | $1334513.00        | $1301076.41        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-11-01      | 4.0000%  | 0.0000% | $105014.00         | $100293.87         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-08-01      | 6.0000%  | 0.0000% | $1000.00           | $975.21            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-11-01      | 5.0000%  | 0.0000% | $7651859.00        | $7672962.83        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-02-20      | 2.5000%  | 0.0000% | $4600004.00        | $2082239.06        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-02-20      | 3.0000%  | 0.0000% | $7400000.00        | $1224530.28        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2050-03-20      | 3.0000%  | 0.0000% | $1000000.00        | $84538.53          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-03-20      | 2.0000%  | 0.0000% | $130581.00         | $83036.24          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-05-20      | 2.0000%  | 0.0000% | $827198.00         | $531746.59         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-08-20      | 2.0000%  | 0.0000% | $140170676.00      | $79646952.86       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-10-20      | 2.5000%  | 0.0000% | $9925319.00        | $6033488.66        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-12-20      | 2.0000%  | 0.0000% | $49754923.00       | $30367420.95       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-02-20      | 2.0000%  | 0.0000% | $54192990.00       | $34074694.36       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-02-20      | 2.0000%  | 0.0000% | $915978.00         | $583898.59         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-07-20      | 5.5000%  | 0.0000% | $47870557.00       | $40793521.99       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-12-20      | 7.5000%  | 0.0000% | $5329905.00        | $1476432.67        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-05-20      | 5.5000%  | 0.0000% | $40000000.00       | $34452038.87       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-12-20      | 5.0000%  | 0.0000% | $1718449.00        | $1643374.62        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-01-20      | 4.5000%  | 0.0000% | $1336838.00        | $1279216.18        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-05-20      | 6.5000%  | 0.0000% | $243030.00         | $247346.43         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2046-09-20      | 3.5000%  | 0.0000% | $3005634.00        | $2757591.57        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-08-20      | 6.5000%  | 0.0000% | $2463032.00        | $2538254.85        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-04-20      | 3.0000%  | 0.0000% | $20732661.00       | $15391363.16       | Agency Mortgage-Backed Securities  |
| U.S. Treasury Bill                       | 2026-03-19      | N/A      | 0.0000% | $111400.00         | $110162.68         | U.S. Treasuries (including strips) |
| U.S. Treasury Bill                       | 2026-02-10      | N/A      | 0.0000% | $7659000.00        | $7603265.46        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2047-11-15      | 2.7500%  | 0.0000% | $12480600.00       | $9134470.87        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2048-02-15      | 3.0000%  | 0.0000% | $9802400.00        | $7568970.04        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2053-02-15      | 3.6250%  | 0.0000% | $9759500.00        | $8237555.46        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2030-05-31      | 4.0000%  | 0.0000% | $3221400.00        | $3341337.30        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2030-10-31      | 3.6250%  | 0.0000% | $101000.00         | $101386.31         | U.S. Treasuries (including strips) |

### Security 264: MUFG Securities (Canada) Ltd.

- **C.1 - Title:** MUFG Securities (Canada) Ltd. 4.080000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1D12S2, C.3 - LEI: 549300Y1PMK3, C.5 - Other ID: ARP1D12S2_4.08_1201
- **C.18 - Value (incl. sponsor support):** $20000000.00
- **C.18.a - Value (excl. sponsor support):** $20000000.00
- **C.19 - Percentage of Net Assets:** 0.0100%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bond | 2040-11-15      | 1.3750%  | 0.0000% | $100.00            | $66.23             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2045-05-15      | 5.0000%  | 0.0000% | $19430500.00       | $20406874.47       | U.S. Treasuries (including strips) |

### Security 265: MUFG Securities Americas, Inc.

- **C.1 - Title:** MUFG Securities Americas, Inc. 4.090000%
- **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: ARP1D12X1, C.3 - LEI: K5HU16E3LMSV, C.5 - Other ID: ARP1D12X1_4.09_1201
- **C.18 - Value (incl. sponsor support):** $200000000.00
- **C.18.a - Value (excl. sponsor support):** $200000000.00
- **C.19 - Percentage of Net Assets:** 0.1000%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp.      | 2032-04-01      | 3.5000%  | 0.0000% | $9839545.00        | $1907367.22        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-04-01      | 4.0000%  | 0.0000% | $4646926.00        | $1902900.53        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-06-01      | 6.0000%  | 0.0000% | $1700000.00        | $1205588.76        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-02-01      | 3.5000%  | 0.0000% | $3042000.00        | $2411946.29        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2051-05-01      | 2.5000%  | 0.0000% | $4350000.00        | $3278076.59        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2050-09-01      | 3.0000%  | 0.0000% | $9048750.00        | $7661535.97        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 6.0000%  | 0.0000% | $14400000.00       | $14128352.54       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-04-01      | 2.5000%  | 0.0000% | $5743168.00        | $3734518.03        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-02-01      | 2.5000%  | 0.0000% | $9766000.00        | $6465596.94        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-03-01      | 2.0000%  | 0.0000% | $10000000.00       | $6632116.36        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-04-01      | 2.5000%  | 0.0000% | $5554000.00        | $3788798.12        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-02-01      | 6.0000%  | 0.0000% | $1910245.00        | $1361424.98        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-03-01      | 6.0000%  | 0.0000% | $623017.00         | $458922.10         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-06-01      | 5.5000%  | 0.0000% | $2118000.00        | $1794190.96        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-11-01      | 6.0000%  | 0.0000% | $8000000.00        | $6914649.93        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2051-12-01      | 2.5000%  | 0.0000% | $9377342.00        | $6283567.24        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-10-01      | 6.0000%  | 0.0000% | $2000000.00        | $1834936.87        | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2027-04-27      | 0.9800%  | 0.0000% | $1000000.00        | $964627.89         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2028-11-10      | 3.8400%  | 0.0000% | $623000.00         | $623428.00         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2051-05-01      | 2.5000%  | 0.0000% | $3389000.00        | $1943607.96        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-09-01      | 4.0000%  | 0.0000% | $31380000.00       | $4481508.45        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-06-01      | 3.5000%  | 0.0000% | $6000.00           | $496.45            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2027-06-01      | 4.0000%  | 0.0000% | $19006.00          | $7.54              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-03-01      | 4.0000%  | 0.0000% | $57000.00          | $10435.59          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2045-11-01      | 3.5000%  | 0.0000% | $61000.00          | $8585.29           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-06-01      | 3.0000%  | 0.0000% | $22000.00          | $3174.59           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2030-09-01      | 3.0000%  | 0.0000% | $3096275.00        | $248317.25         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2030-09-01      | 2.5000%  | 0.0000% | $1600000.00        | $130136.06         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2032-11-01      | 6.0000%  | 0.0000% | $15832.00          | $14.41             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-11-01      | 6.0000%  | 0.0000% | $472415.00         | $3262.70           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-02-01      | 5.5000%  | 0.0000% | $575000.00         | $4433.72           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-05-01      | 5.5000%  | 0.0000% | $2720000.00        | $25479.68          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2033-09-01      | 5.5000%  | 0.0000% | $40000.00          | $438.09            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2031-04-01      | 6.5000%  | 0.0000% | $1152.00           | $0.78              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2034-04-01      | 5.5000%  | 0.0000% | $105000.00         | $899.91            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-12-01      | 5.0000%  | 0.0000% | $10000.00          | $226.44            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-12-01      | 3.0000%  | 0.0000% | $182000.00         | $64113.32          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-09-01      | 4.5000%  | 0.0000% | $16363.00          | $1885.21           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2031-03-01      | 4.0000%  | 0.0000% | $16000.00          | $210.39            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2044-05-01      | 5.5000%  | 0.0000% | $154000.00         | $40814.55          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-07-01      | 2.0000%  | 0.0000% | $38945300.00       | $20128520.19       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-02-01      | 2.5000%  | 0.0000% | $209000.00         | $139210.13         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-02-01      | 3.0000%  | 0.0000% | $1880120.00        | $1560707.29        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-04-01      | 2.5000%  | 0.0000% | $5258871.00        | $2836065.38        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-07-01      | 5.0000%  | 0.0000% | $3121.00           | $1971.20           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-10-01      | 4.5000%  | 0.0000% | $550000.00         | $414599.41         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-11-01      | 5.0000%  | 0.0000% | $9845062.00        | $7572236.93        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-03-01      | 5.0000%  | 0.0000% | $200000.00         | $138115.60         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-05-01      | 6.0000%  | 0.0000% | $280000.00         | $209044.01         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2051-02-01      | 1.5000%  | 0.0000% | $27358000.00       | $14735479.39       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2029-06-01      | 6.0000%  | 0.0000% | $9464.00           | $6.26              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2031-03-01      | 6.0000%  | 0.0000% | $15000.00          | $21.01             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2032-05-01      | 6.5000%  | 0.0000% | $152859.00         | $4.57              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2029-02-01      | 6.0000%  | 0.0000% | $10848.00          | $6.28              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2029-04-01      | 6.0000%  | 0.0000% | $30232.00          | $9.82              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2028-12-01      | 6.0000%  | 0.0000% | $9070.00           | $5.77              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2031-08-01      | 6.5000%  | 0.0000% | $12304.00          | $10.37             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2031-08-01      | 6.5000%  | 0.0000% | $2810.00           | $0.79              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2026-01-01      | 4.0000%  | 0.0000% | $3000.00           | $0.89              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2026-02-01      | 4.0000%  | 0.0000% | $5160.00           | $3.81              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2026-02-01      | 4.0000%  | 0.0000% | $1928.00           | $0.84              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2026-03-01      | 4.0000%  | 0.0000% | $13232.00          | $8.87              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2026-02-01      | 4.0000%  | 0.0000% | $2544.00           | $1.72              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2026-03-01      | 4.0000%  | 0.0000% | $6784.00           | $4.80              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2026-04-01      | 4.0000%  | 0.0000% | $5080.00           | $3.90              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2026-04-01      | 4.5000%  | 0.0000% | $3392.00           | $3.03              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2026-07-01      | 4.5000%  | 0.0000% | $9464.00           | $5.80              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-10-01      | 6.0000%  | 0.0000% | $26000.00          | $496.30            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2026-03-01      | 4.0000%  | 0.0000% | $12160.00          | $9.81              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2026-07-01      | 4.5000%  | 0.0000% | $10160.00          | $6.50              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2026-11-01      | 4.0000%  | 0.0000% | $12857.00          | $11.26             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2026-09-01      | 4.5000%  | 0.0000% | $15232.00          | $9.07              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2026-08-01      | 4.5000%  | 0.0000% | $944000.00         | $867.97            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2027-01-01      | 4.5000%  | 0.0000% | $18464.00          | $2.22              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-02-01      | 5.0000%  | 0.0000% | $310000.00         | $23184.37          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2027-01-01      | 4.5000%  | 0.0000% | $2552.00           | $1.38              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2027-05-01      | 4.0000%  | 0.0000% | $30469.00          | $5.36              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2027-01-01      | 4.5000%  | 0.0000% | $11784.00          | $0.76              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2027-01-01      | 4.5000%  | 0.0000% | $16232.00          | $4.83              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-06-01      | 2.5000%  | 0.0000% | $240000.00         | $113621.07         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-10-01      | 2.5000%  | 0.0000% | $3589.00           | $1944.09           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-02-01      | 3.0000%  | 0.0000% | $270000.00         | $183048.23         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-05-01      | 4.0000%  | 0.0000% | $1000000.00        | $653773.01         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-03-01      | 2.5000%  | 0.0000% | $1705000.00        | $1111293.54        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-04-01      | 5.0000%  | 0.0000% | $12058670.00       | $10056849.89       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-01-01      | 6.0000%  | 0.0000% | $660000.00         | $640602.20         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-07-01      | 4.5000%  | 0.0000% | $2209.00           | $1978.21           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-05-01      | 3.5000%  | 0.0000% | $122000.00         | $29584.78          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-10-01      | 5.0000%  | 0.0000% | $287000.00         | $87229.99          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2027-01-01      | 4.5000%  | 0.0000% | $40000.00          | $7.22              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-05-01      | 3.0000%  | 0.0000% | $355000.00         | $132217.44         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-02-01      | 3.5000%  | 0.0000% | $102000.00         | $49167.17          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-01-01      | 4.0000%  | 0.0000% | $9000.00           | $4820.36           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-01-01      | 2.5000%  | 0.0000% | $64000.00          | $41418.04          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-09-01      | 2.5000%  | 0.0000% | $190000.00         | $115843.21         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-07-01      | 4.0000%  | 0.0000% | $8000.00           | $4830.64           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-06-01      | 3.0000%  | 0.0000% | $1025000.00        | $694828.33         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-03-01      | 2.5000%  | 0.0000% | $60746.00          | $42384.41          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-07-01      | 6.0000%  | 0.0000% | $375000.00         | $287778.33         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-07-01      | 5.0000%  | 0.0000% | $155000.00         | $123027.35         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-10-01      | 6.0000%  | 0.0000% | $395000.00         | $323556.37         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-09-01      | 6.0000%  | 0.0000% | $3096.00           | $2852.53           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-08-01      | 4.5000%  | 0.0000% | $2643.00           | $2357.66           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-03-01      | 3.0000%  | 0.0000% | $16000.00          | $12463.97          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-07-01      | 6.0000%  | 0.0000% | $500000.00         | $421775.52         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-03-01      | 5.5000%  | 0.0000% | $450000.00         | $376731.66         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-08-01      | 4.5000%  | 0.0000% | $183000.00         | $12358.92          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2026-04-01      | 4.0000%  | 0.0000% | $8616.00           | $4.31              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2036-11-01      | 6.0000%  | 0.0000% | $1050000.00        | $32277.00          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2029-05-01      | 5.0000%  | 0.0000% | $6247.00           | $5.86              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2037-09-01      | 6.0000%  | 0.0000% | $74000.00          | $171.41            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-02-01      | 4.5000%  | 0.0000% | $135000.00         | $1432.09           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-01-01      | 5.5000%  | 0.0000% | $15000.00          | $150.18            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-04-01      | 4.0000%  | 0.0000% | $443000.00         | $10823.60          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-04-01      | 4.5000%  | 0.0000% | $12473.00          | $89.48             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2026-01-01      | 4.0000%  | 0.0000% | $178000.00         | $9.19              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2026-03-01      | 4.0000%  | 0.0000% | $6273.00           | $5.92              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2028-01-01      | 2.0000%  | 0.0000% | $3500000.00        | $125257.36         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-02-01      | 3.0000%  | 0.0000% | $479000.00         | $94125.37          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2026-08-01      | 4.0000%  | 0.0000% | $30000.00          | $121.08            | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2030-09-01      | 4.5000%  | 0.0000% | $82000.00          | $1533.52           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2026-01-01      | 4.0000%  | 0.0000% | $1782.00           | $0.19              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2031-03-01      | 4.0000%  | 0.0000% | $500000.00         | $16033.55          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2035-08-01      | 3.5000%  | 0.0000% | $32302.00          | $4535.44           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2049-02-01      | 4.5000%  | 0.0000% | $1000.00           | $65.17             | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-04-01      | 3.5000%  | 0.0000% | $52775000.00       | $6820799.85        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2028-03-01      | 3.0000%  | 0.0000% | $1195000.00        | $69677.53          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2050-09-01      | 3.0000%  | 0.0000% | $2320000.00        | $721061.79         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-04-01      | 6.0000%  | 0.0000% | $6000.00           | $4518.54           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-02-01      | 2.0000%  | 0.0000% | $97500.00          | $64934.36          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-02-01      | 3.0000%  | 0.0000% | $32000.00          | $20693.43          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-05-01      | 3.5000%  | 0.0000% | $1383000.00        | $995780.16         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-02-01      | 5.5000%  | 0.0000% | $455000.00         | $339150.31         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-12-01      | 5.0000%  | 0.0000% | $21000.00          | $18945.34          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-01-01      | 5.0000%  | 0.0000% | $4964618.00        | $4484264.17        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-10-01      | 4.5000%  | 0.0000% | $19000.00          | $15100.33          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2038-10-01      | 6.0000%  | 0.0000% | $226490.00         | $2500.80           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2040-04-01      | 5.5000%  | 0.0000% | $517228.00         | $6649.14           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2039-12-01      | 5.5000%  | 0.0000% | $293000.00         | $3737.97           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2026-01-01      | 4.0000%  | 0.0000% | $151428.00         | $5.61              | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2026-01-01      | 4.0000%  | 0.0000% | $44000.00          | $9.47              | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-06-01      | 3.5000%  | 0.0000% | $4371843.00        | $4054116.12        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-01-01      | 5.0000%  | 0.0000% | $8214662.00        | $7914118.53        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-11-01      | 5.5000%  | 0.0000% | $19636565.00       | $19584260.30       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-05-01      | 2.5000%  | 0.0000% | $5770802.00        | $4881661.07        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-06-01      | 6.0000%  | 0.0000% | $12642901.00       | $12156843.00       | Agency Mortgage-Backed Securities |

### Security 266: Natixis SA

- **C.1 - Title:** Natixis SA 4.080000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1D12Y9, C.3 - LEI: KX1WK48MPD4Y, C.5 - Other ID: ARP1D12Y9_4.08_1201
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **C.17 - Yield as of Reporting Date:** 4.0800%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Bill | 2026-10-01      | N/A      | 0.0000% | $152083600.00      | $147536300.40      | U.S. Treasuries (including strips) |
| U.S. Treasury Bill | 2026-05-28      | N/A      | 0.0000% | $30167600.00       | $29611007.78       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2040-02-15      | 4.6250%  | 0.0000% | $400.00            | $416.93            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2041-11-15      | 3.1250%  | 0.0000% | $100.00            | $84.60             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2043-05-15      | 2.8750%  | 0.0000% | $22999900.00       | $18305170.96       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2043-08-15      | 3.6250%  | 0.0000% | $100.00            | $89.43             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2045-11-15      | 3.0000%  | 0.0000% | $4999900.00        | $3933928.06        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2046-08-15      | 2.2500%  | 0.0000% | $1300.00           | $889.61            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2049-11-15      | 2.3750%  | 0.0000% | $100.00            | $66.51             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2050-02-15      | 2.0000%  | 0.0000% | $10396600.00       | $6373100.43        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2050-02-15      | 0.2500%  | 0.0000% | $1000.00           | $755.21            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2050-05-15      | 1.2500%  | 0.0000% | $100.00            | $49.88             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2041-08-15      | 1.7500%  | 0.0000% | $100.00            | $69.53             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2053-11-15      | 4.7500%  | 0.0000% | $100.00            | $101.64            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond | 2055-08-15      | 4.7500%  | 0.0000% | $2532900.00        | $2609578.46        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-02-15      | 2.7500%  | 0.0000% | $8699900.00        | $8633419.43        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-06-30      | 1.8750%  | 0.0000% | $13000000.00       | $12958095.98       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-05-15      | 1.6250%  | 0.0000% | $6999800.00        | $6934446.81        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-12-31      | 1.7500%  | 0.0000% | $600.00            | $592.33            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-02-15      | 1.5000%  | 0.0000% | $800.00            | $740.17            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-11-30      | 0.6250%  | 0.0000% | $1000.00           | $947.95            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-12-31      | 3.8750%  | 0.0000% | $1200.00           | $1228.37           | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-03-31      | 3.6250%  | 0.0000% | $6653700.00        | $6712004.29        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-05-15      | 3.6250%  | 0.0000% | $5000000.00        | $5002408.98        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-05-31      | 3.7500%  | 0.0000% | $200.00            | $205.28            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-06-30      | 3.7500%  | 0.0000% | $150244000.00      | $153742616.12      | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-10-31      | 4.8750%  | 0.0000% | $100.00            | $104.22            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-01-15      | 4.0000%  | 0.0000% | $200.00            | $203.82            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2026-02-28      | 4.6250%  | 0.0000% | $100.00            | $101.32            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2029-05-31      | 4.5000%  | 0.0000% | $300.00            | $316.43            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-08-15      | 3.7500%  | 0.0000% | $100.00            | $101.44            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-09-15      | 3.3750%  | 0.0000% | $200.00            | $200.89            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-10-15      | 3.8750%  | 0.0000% | $13799900.00       | $13955618.98       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-08-15      | 3.6250%  | 0.0000% | $100.00            | $101.42            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-08-31      | 3.6250%  | 0.0000% | $1000.00           | $1010.67           | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2032-08-31      | 3.8750%  | 0.0000% | $89961100.00       | $91520749.63       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-09-15      | 3.3750%  | 0.0000% | $200.00            | $200.85            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-09-30      | 3.6250%  | 0.0000% | $100.00            | $100.81            | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-10-15      | 3.5000%  | 0.0000% | $2152600.00        | $2162891.08        | U.S. Treasuries (including strips) |

### Security 267: MUFG Securities (Canada) Ltd.

- **C.1 - Title:** MUFG Securities (Canada) Ltd. 4.090000%
- **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: ARP1D12Z6, C.3 - LEI: 549300Y1PMK3, C.5 - Other ID: ARP1D12Z6_4.09_1201
- **C.18 - Value (incl. sponsor support):** $1200000000.00
- **C.18.a - Value (excl. sponsor support):** $1200000000.00
- **C.19 - Percentage of Net Assets:** 0.6100%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp.         | 2037-07-01      | 5.5000%  | 0.0000% | $21485063.00       | $511030.94         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2041-01-01      | 4.0000%  | 0.0000% | $37394852.00       | $1777956.85        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2043-01-01      | 3.5000%  | 0.0000% | $5477879.00        | $844484.22         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2043-07-01      | 3.0000%  | 0.0000% | $127957797.00      | $20526376.72       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2036-01-01      | 1.5000%  | 0.0000% | $25686390.00       | $11871854.00       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2037-02-01      | 2.0000%  | 0.0000% | $20394356.00       | $12173443.03       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2041-01-01      | 2.5000%  | 0.0000% | $9684514.00        | $4572852.04        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-12-01      | 2.5000%  | 0.0000% | $36858900.00       | $22998930.18       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2047-04-01      | 2.0000%  | 0.0000% | $19989800.00       | $14313742.72       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-09-01      | 5.0000%  | 0.0000% | $584756.00         | $443350.52         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-01-01      | 5.5000%  | 0.0000% | $17995000.00       | $13459741.52       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-01-01      | 6.0000%  | 0.0000% | $3817220.00        | $2786559.56        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-02-01      | 6.0000%  | 0.0000% | $262400.00         | $201212.11         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-04-01      | 3.0000%  | 0.0000% | $36793454.00       | $30376586.13       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-09-01      | 5.5000%  | 0.0000% | $70100.00          | $59246.71          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-01-01      | 5.5000%  | 0.0000% | $3088.00           | $2732.93           | Agency Mortgage-Backed Securities  |
| U.S. Treasury Bond                       | 2046-11-15      | 2.8750%  | 0.0000% | $1200.00           | $909.90            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2047-02-15      | 3.0000%  | 0.0000% | $1000.00           | $780.33            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2048-08-15      | 3.0000%  | 0.0000% | $2235500.00        | $1717391.09        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2051-02-15      | 1.8750%  | 0.0000% | $100.00            | $58.26             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2042-02-15      | 2.3750%  | 0.0000% | $100.00            | $75.75             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2042-08-15      | 3.3750%  | 0.0000% | $700.00            | $610.03            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2054-02-15      | 4.2500%  | 0.0000% | $400.00            | $377.19            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2054-08-15      | 4.2500%  | 0.0000% | $200.00            | $188.64            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2044-08-15      | 4.1250%  | 0.0000% | $28094200.00       | $26670180.89       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2055-02-15      | 4.6250%  | 0.0000% | $100.00            | $100.45            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2055-02-15      | 2.3750%  | 0.0000% | $8796000.00        | $8931178.93        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2045-02-15      | 4.7500%  | 0.0000% | $10274700.00       | $10578039.86       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2045-05-15      | 5.0000%  | 0.0000% | $400.00            | $420.10            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2029-05-15      | 2.3750%  | 0.0000% | $6441400.00        | $6207789.10        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2030-08-15      | 0.6250%  | 0.0000% | $124000.00         | $108398.73         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2031-11-15      | 1.3750%  | 0.0000% | $11715900.00       | $10271643.33       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2032-05-15      | 2.8750%  | 0.0000% | $500.00            | $475.81            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2028-08-31      | 4.3750%  | 0.0000% | $10462100.00       | $10812624.45       | U.S. Treasuries (including strips) |
| U.S. Treasury Floating Rate Note         | 2026-10-31      | 3.9854%  | 0.0000% | $95085800.00       | $95405388.14       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2030-01-31      | 4.2500%  | 0.0000% | $100.00            | $104.01            | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp.         | 2054-10-01      | 5.5000%  | 0.0000% | $19999000.00       | $17267240.69       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-11-01      | 1.5000%  | 0.0000% | $1001.00           | $549.91            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-07-01      | 2.5000%  | 0.0000% | $51958592.00       | $30787509.90       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-08-01      | 3.0000%  | 0.0000% | $98207387.00       | $75870437.78       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-08-01      | 5.0000%  | 0.0000% | $2188152.00        | $1741679.50        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2042-06-01      | 4.5000%  | 0.0000% | $50006515.00       | $1844054.80        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2048-02-01      | 4.0000%  | 0.0000% | $1026.00           | $209.57            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-09-01      | 2.5000%  | 0.0000% | $35930832.00       | $15149763.38       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2050-08-01      | 2.5000%  | 0.0000% | $1000.00           | $510.13            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-05-01      | 2.5000%  | 0.0000% | $3171184.00        | $1586154.61        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-09-01      | 3.0000%  | 0.0000% | $13263828.00       | $7636948.80        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-04-01      | 3.0000%  | 0.0000% | $338773.00         | $239248.50         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-06-01      | 4.0000%  | 0.0000% | $9171040.00        | $7117174.18        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-08-01      | 5.0000%  | 0.0000% | $4192764.00        | $2706456.37        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-11-01      | 5.5000%  | 0.0000% | $1000.00           | $773.55            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2052-11-01      | 5.0000%  | 0.0000% | $255594.00         | $197549.46         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-03-01      | 6.0000%  | 0.0000% | $671640.00         | $525745.36         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-04-01      | 4.5000%  | 0.0000% | $1593924.00        | $1378813.14        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-09-01      | 6.5000%  | 0.0000% | $1016.00           | $982.71            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-03-01      | 2.5000%  | 0.0000% | $6796216.00        | $3496403.42        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2047-04-01      | 2.5000%  | 0.0000% | $5678252.00        | $3761393.86        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-05-01      | 5.5000%  | 0.0000% | $19843160.00       | $16912438.58       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-04-01      | 5.5000%  | 0.0000% | $24000000.00       | $20731906.29       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-01-20      | 5.5000%  | 0.0000% | $4436352.00        | $3958579.94        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-03-20      | 5.5000%  | 0.0000% | $209899.00         | $198771.16         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2055-07-20      | 7.5000%  | 0.0000% | $1000.00           | $1050.59           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-04-20      | 6.0000%  | 0.0000% | $46821.00          | $35087.77          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-04-20      | 7.0000%  | 0.0000% | $49996800.00       | $7819060.55        | Agency Mortgage-Backed Securities  |
| U.S. Treasury Bond                       | 2046-08-15      | 2.2500%  | 0.0000% | $100.00            | $68.11             | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp.         | 2053-06-01      | 5.0000%  | 0.0000% | $21707000.00       | $18321912.16       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2053-06-01      | 5.0000%  | 0.0000% | $6694170.00        | $5546796.73        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2029-08-06      | 4.0000%  | 0.0000% | $2068000.00        | $2087373.94        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2027-11-05      | 4.2700%  | 0.0000% | $20301000.00       | $20409159.22       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-04-01      | 4.5000%  | 0.0000% | $11336443.00       | $953375.80         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2027-12-01      | 3.0300%  | 0.0000% | $2413616.00        | $2260730.16        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2042-06-01      | 3.5000%  | 0.0000% | $3646536.00        | $369476.62         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2046-09-01      | 3.5000%  | 0.0000% | $1439106.00        | $331378.04         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2046-12-01      | 3.0000%  | 0.0000% | $1168900.00        | $439328.39         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2042-02-01      | 4.0000%  | 0.0000% | $10392623.00       | $805077.04         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2038-03-01      | 4.5060%  | 0.0000% | $1424.00           | $18.84             | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2035-08-01      | 6.2900%  | 0.0000% | $83619541.00       | $371396.76         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-10-01      | 5.0000%  | 0.0000% | $21419920.00       | $21193553.71       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-06-01      | 5.5000%  | 0.0000% | $10048.00          | $9449.99           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2045-12-01      | 4.0000%  | 0.0000% | $976199.00         | $219664.77         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2064-06-01      | 2.5000%  | 0.0000% | $8125260.00        | $6484062.59        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2056-06-01      | 3.5000%  | 0.0000% | $1000.00           | $344.05            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2057-01-01      | 3.5000%  | 0.0000% | $50988201.00       | $14953973.76       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2058-01-01      | 3.5000%  | 0.0000% | $1000.00           | $410.65            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2035-10-01      | 2.0000%  | 0.0000% | $11933993.00       | $4849510.17        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-12-01      | 2.5000%  | 0.0000% | $9320000.00        | $5343153.60        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-08-01      | 4.5000%  | 0.0000% | $15000000.00       | $4201001.90        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2047-05-01      | 4.0000%  | 0.0000% | $1000.00           | $197.75            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-07-01      | 3.5000%  | 0.0000% | $5178774.00        | $1742090.71        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-01-01      | 4.0000%  | 0.0000% | $1011.00           | $355.55            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-02-01      | 3.0000%  | 0.0000% | $1000.00           | $184.97            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-05-01      | 2.5000%  | 0.0000% | $1361601.00        | $948480.43         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-05-01      | 3.0000%  | 0.0000% | $16587604.00       | $6769486.89        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-05-01      | 2.5000%  | 0.0000% | $27624672.00       | $16085617.22       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-02-01      | 2.0000%  | 0.0000% | $1000.00           | $606.47            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-04-01      | 2.5000%  | 0.0000% | $1024.00           | $594.59            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-04-01      | 2.5000%  | 0.0000% | $14997000.00       | $8969127.01        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-05-01      | 2.5000%  | 0.0000% | $9466.00           | $5650.92           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-07-01      | 2.5000%  | 0.0000% | $166900.00         | $109522.88         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-10-01      | 4.5000%  | 0.0000% | $1000.00           | $787.34            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-08-01      | 4.5000%  | 0.0000% | $1000.00           | $699.87            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-11-01      | 2.0000%  | 0.0000% | $1024.00           | $639.89            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-11-01      | 2.5000%  | 0.0000% | $1114.00           | $787.77            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-04-01      | 3.5000%  | 0.0000% | $2024.00           | $1543.33           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-08-01      | 5.0000%  | 0.0000% | $2465172.00        | $1988530.05        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-08-01      | 5.0000%  | 0.0000% | $1000.00           | $554.18            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-08-01      | 5.0000%  | 0.0000% | $2720781.00        | $1072534.11        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-09-01      | 5.0000%  | 0.0000% | $1791773.00        | $1114789.71        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-07-01      | 4.5000%  | 0.0000% | $1486958.00        | $1291913.92        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-11-01      | 5.0000%  | 0.0000% | $1000.00           | $742.94            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-07-01      | 4.5000%  | 0.0000% | $1000.00           | $305.43            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-05-01      | 3.5000%  | 0.0000% | $1000.00           | $176.19            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2049-01-01      | 4.5000%  | 0.0000% | $1000.00           | $184.66            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-07-01      | 3.0000%  | 0.0000% | $1008.00           | $535.88            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2046-05-01      | 2.5000%  | 0.0000% | $1000.00           | $656.59            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2037-01-01      | 1.5000%  | 0.0000% | $5680222.00        | $3226654.16        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2037-01-01      | 2.0000%  | 0.0000% | $1001.00           | $553.02            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-12-01      | 2.0000%  | 0.0000% | $2672896.00        | $1758183.80        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-05-01      | 4.5000%  | 0.0000% | $1008.00           | $724.77            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-09-01      | 5.0000%  | 0.0000% | $2030.00           | $1537.41           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-10-01      | 4.5000%  | 0.0000% | $1000.00           | $816.82            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-11-01      | 5.0000%  | 0.0000% | $3924304.00        | $3114538.96        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-02-01      | 6.0000%  | 0.0000% | $3713728.00        | $2819196.61        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-04-01      | 6.0000%  | 0.0000% | $30801568.00       | $21932507.10       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-04-01      | 5.0000%  | 0.0000% | $1769700.00        | $1475917.93        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-02-01      | 6.5000%  | 0.0000% | $12320.00          | $10031.73          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-11-01      | 6.0000%  | 0.0000% | $285328.00         | $206179.40         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-11-01      | 7.0000%  | 0.0000% | $6652622.00        | $5048990.85        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-03-01      | 6.0000%  | 0.0000% | $24302202.00       | $21200885.55       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-03-01      | 5.0000%  | 0.0000% | $66834528.00       | $62728414.40       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-08-01      | 6.5000%  | 0.0000% | $387456.00         | $350181.93         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-08-01      | 6.0000%  | 0.0000% | $40313492.00       | $37642856.40       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2035-02-01      | 3.5000%  | 0.0000% | $25000000.00       | $5404303.84        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-03-01      | 3.0000%  | 0.0000% | $12451703.00       | $3700745.85        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-12-01      | 2.0000%  | 0.0000% | $7862256.00        | $5003950.25        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2050-03-01      | 4.5000%  | 0.0000% | $77406.00          | $42349.19          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-08-01      | 5.0000%  | 0.0000% | $21747240.00       | $15514637.42       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-08-01      | 4.5000%  | 0.0000% | $46002856.00       | $34958926.93       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-09-01      | 4.5000%  | 0.0000% | $129930.00         | $105753.06         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-11-01      | 5.0000%  | 0.0000% | $2008.00           | $1359.60           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-01-01      | 2.5000%  | 0.0000% | $11204608.00       | $8051215.02        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-06-01      | 3.0000%  | 0.0000% | $848549.00         | $668433.45         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-11-01      | 3.0000%  | 0.0000% | $7805100.00        | $6100136.64        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-05-01      | 5.5000%  | 0.0000% | $1575552.00        | $1380456.84        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2055-06-01      | 6.0000%  | 0.0000% | $12072432.00       | $11175139.30       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2048-08-01      | 5.5000%  | 0.0000% | $72751432.00       | $664430.75         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2039-09-01      | 6.5300%  | 0.0000% | $20003606.00       | $560537.54         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-07-01      | 1.5000%  | 0.0000% | $41207407.00       | $25475845.94       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2041-07-01      | 2.0000%  | 0.0000% | $14993000.00       | $8903544.70        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2041-05-01      | 2.5000%  | 0.0000% | $1000.00           | $591.70            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2036-06-01      | 2.5000%  | 0.0000% | $1261542.00        | $611497.70         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-06-01      | 2.5000%  | 0.0000% | $14994000.00       | $8769968.57        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2042-05-01      | 2.5000%  | 0.0000% | $1000.00           | $681.09            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-08-01      | 4.5000%  | 0.0000% | $5577900.00        | $4279573.25        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-07-01      | 5.5000%  | 0.0000% | $28632117.00       | $23031549.05       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-01-01      | 7.0000%  | 0.0000% | $49117000.00       | $30721986.67       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-06-01      | 5.5000%  | 0.0000% | $24446792.00       | $23594877.26       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-03-01      | 7.5000%  | 0.0000% | $13968400.00       | $7809982.62        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-05-01      | 7.0000%  | 0.0000% | $1146.00           | $920.45            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-09-01      | 6.0000%  | 0.0000% | $80589133.00       | $68549656.93       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-03-01      | 6.0000%  | 0.0000% | $340302.00         | $325038.95         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-05-01      | 6.5000%  | 0.0000% | $7901760.00        | $7638043.52        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-09-01      | 6.5000%  | 0.0000% | $28625600.00       | $29592687.07       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2055-07-01      | 6.0000%  | 0.0000% | $32939000.00       | $31633070.48       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2048-03-20      | 3.5000%  | 0.0000% | $29992900.00       | $3555073.51        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-01-20      | 2.5000%  | 0.0000% | $9994000.00        | $6350286.90        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-05-20      | 5.5000%  | 0.0000% | $6500.00           | $4931.63           | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-04-20      | 5.5000%  | 0.0000% | $23128992.00       | $16686557.64       | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2054-01-20      | 4.5000%  | 0.0000% | $4699000.00        | $4287665.93        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-01-20      | 4.0000%  | 0.0000% | $1000.00           | $747.61            | Agency Mortgage-Backed Securities  |

### Security 268: NatWest Markets Securities, Inc.

- **C.1 - Title:** NatWest Markets Securities, Inc. 4.100000%
- **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: ARP1D1310, C.3 - LEI: ZE2ZWJ5BTIQJ, C.5 - Other ID: ARP1D1310_4.10_1201
- **C.18 - Value (incl. sponsor support):** $1800000000.00
- **C.18.a - Value (excl. sponsor support):** $1800000000.00
- **C.19 - Percentage of Net Assets:** 0.9200%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Farm Credit Bank              | 2037-03-30      | 3.0800%  | 0.0000% | $1090000.00        | $969839.73         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2027-04-05      | 2.6000%  | 0.0000% | $350000.00         | $347258.02         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2026-07-27      | 4.5000%  | 0.0000% | $100000.00         | $101963.10         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2032-05-19      | 3.3000%  | 0.0000% | $115000.00         | $111529.08         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2030-03-28      | 4.3750%  | 0.0000% | $50000.00          | $51881.48          | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2033-02-23      | 4.2500%  | 0.0000% | $100000.00         | $102653.23         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2029-03-09      | 4.5000%  | 0.0000% | $241000.00         | $250168.37         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2028-06-21      | 3.8750%  | 0.0000% | $171000.00         | $175436.99         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2033-08-08      | 4.5000%  | 0.0000% | $100000.00         | $104355.70         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2026-08-14      | 4.5000%  | 0.0000% | $1000000.00        | $1018717.00        | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2027-01-25      | 4.1250%  | 0.0000% | $284000.00         | $289691.85         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2029-04-05      | 4.6250%  | 0.0000% | $35000.00          | $36395.07          | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2027-12-10      | 3.8750%  | 0.0000% | $120000.00         | $122935.48         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2029-04-30      | 4.7500%  | 0.0000% | $5000.00           | $5214.54           | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2029-06-11      | 4.2500%  | 0.0000% | $445000.00         | $464816.87         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2027-12-27      | 4.2500%  | 0.0000% | $620000.00         | $640230.84         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2028-03-03      | 3.7500%  | 0.0000% | $185000.00         | $187551.55         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2027-10-27      | 3.3750%  | 0.0000% | $11190000.00       | $11184978.49       | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2029-10-23      | 4.0000%  | 0.0000% | $182000.00         | $185303.65         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2026-09-15      | 3.6250%  | 0.0000% | $249000.00         | $250549.45         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-03-01      | 5.5000%  | 0.0000% | $24246483.00       | $21157715.25       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2047-01-01      | 3.5000%  | 0.0000% | $38649795.00       | $28859129.81       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2041-08-01      | 4.5000%  | 0.0000% | $62073810.00       | $2950441.59        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2042-08-01      | 3.5000%  | 0.0000% | $19418831.00       | $3290852.97        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2046-01-01      | 4.0000%  | 0.0000% | $15387425.00       | $2584268.02        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-07-01      | 6.0000%  | 0.0000% | $1161086.00        | $1199610.24        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-02-01      | 4.0000%  | 0.0000% | $7862920.00        | $2471170.85        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2062-03-01      | 2.5000%  | 0.0000% | $60755427.00       | $41130948.86       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2062-06-01      | 4.5000%  | 0.0000% | $26502317.00       | $19122675.02       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-08-01      | 4.0000%  | 0.0000% | $11845406.00       | $2618992.76        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2047-11-01      | 4.0000%  | 0.0000% | $6389802.00        | $2645725.33        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-09-01      | 4.0000%  | 0.0000% | $11155324.00       | $2443800.62        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-07-01      | 4.0000%  | 0.0000% | $10752413.00       | $1892967.20        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-03-01      | 4.0000%  | 0.0000% | $20972847.00       | $4925806.64        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-11-01      | 5.0000%  | 0.0000% | $8833899.00        | $2563972.29        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2043-07-01      | 3.5000%  | 0.0000% | $39535627.00       | $31132522.04       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-12-01      | 4.5000%  | 0.0000% | $11106986.00       | $2617419.92        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2055-01-01      | 6.0000%  | 0.0000% | $2513363.00        | $2584772.77        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-12-01      | 2.5000%  | 0.0000% | $4456102.00        | $2585226.98        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-04-01      | 3.5000%  | 0.0000% | $3314450.00        | $2662636.74        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-03-01      | 3.0000%  | 0.0000% | $4958400.00        | $3173076.40        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-04-01      | 5.0000%  | 0.0000% | $482000.00         | $423289.31         | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-03-01      | 5.0000%  | 0.0000% | $29312422.00       | $19751086.91       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-01-01      | 3.5000%  | 0.0000% | $150804954.00      | $54750120.62       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-06-01      | 4.5000%  | 0.0000% | $194288889.00      | $48387736.77       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-07-01      | 4.5000%  | 0.0000% | $134699307.00      | $25948246.93       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2048-05-01      | 4.0000%  | 0.0000% | $7199359.00        | $2435813.63        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-01-01      | 2.0000%  | 0.0000% | $6813765.00        | $2888577.97        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-11-01      | 2.5000%  | 0.0000% | $39360269.00       | $25546597.85       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-01      | 5.0000%  | 0.0000% | $85308817.00       | $64117742.21       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-01      | 5.0000%  | 0.0000% | $30822005.00       | $23597600.80       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-09-01      | 5.5000%  | 0.0000% | $25833207.00       | $18346964.90       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-10-01      | 4.5000%  | 0.0000% | $64211211.00       | $52449496.89       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-11-01      | 5.5000%  | 0.0000% | $29700310.00       | $22542274.52       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-11-01      | 5.0000%  | 0.0000% | $37975619.00       | $29110061.14       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-01-01      | 5.0000%  | 0.0000% | $60914376.00       | $50555927.58       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-01-01      | 5.0000%  | 0.0000% | $59612595.00       | $49144636.94       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-03-01      | 6.0000%  | 0.0000% | $42509035.00       | $30125202.06       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-04-01      | 5.0000%  | 0.0000% | $101252652.00      | $85243718.53       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-07-01      | 5.0000%  | 0.0000% | $28229479.00       | $22676364.99       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-12-01      | 6.5000%  | 0.0000% | $31705627.00       | $23955883.18       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-07-01      | 6.5000%  | 0.0000% | $25339446.00       | $22008145.21       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-03-01      | 6.0000%  | 0.0000% | $24070338.00       | $20673908.60       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-04-01      | 4.5000%  | 0.0000% | $30471399.00       | $26962888.96       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-07-01      | 6.5000%  | 0.0000% | $70994075.00       | $62214840.31       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-07-01      | 6.0000%  | 0.0000% | $113709198.00      | $103156512.33      | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2054-09-01      | 6.5000%  | 0.0000% | $22410000.00       | $20715405.43       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-03-01      | 2.5000%  | 0.0000% | $4635500.00        | $2633138.78        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-02-01      | 2.5000%  | 0.0000% | $24254037.00       | $16003918.29       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-04-01      | 2.5000%  | 0.0000% | $28759280.00       | $18886180.94       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2051-10-01      | 2.5000%  | 0.0000% | $3679085.00        | $2632746.70        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-02-01      | 4.5000%  | 0.0000% | $32460224.00       | $24814514.93       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2052-10-01      | 4.0000%  | 0.0000% | $27858246.00       | $20553336.38       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-07-01      | 5.0000%  | 0.0000% | $43487272.00       | $36888360.48       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-07-01      | 5.0000%  | 0.0000% | $43024348.00       | $37710516.17       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association | 2053-09-01      | 5.0000%  | 0.0000% | $91000.00          | $79697.43          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-06-01      | 5.5000%  | 0.0000% | $16271874.00       | $16230301.88       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-07-01      | 5.5000%  | 0.0000% | $2975120.00        | $3039529.57        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 6.0000%  | 0.0000% | $99193823.00       | $100774438.39      | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-06-01      | 5.5000%  | 0.0000% | $17740000.00       | $17446604.51       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-08-01      | 6.5000%  | 0.0000% | $13885000.00       | $10665169.86       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2054-12-01      | 5.0000%  | 0.0000% | $22007340.00       | $20861028.60       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-01-01      | 6.5000%  | 0.0000% | $20880000.00       | $18945548.80       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 5.5000%  | 0.0000% | $66973178.00       | $67789579.15       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2055-08-01      | 5.0000%  | 0.0000% | $90183542.00       | $88847605.22       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2042-06-01      | 3.5000%  | 0.0000% | $14657784.00       | $2591532.70        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2049-02-01      | 4.5000%  | 0.0000% | $2541000.00        | $761503.45         | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-08-01      | 4.5000%  | 0.0000% | $166635000.00      | $35610690.12       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2048-09-01      | 4.5000%  | 0.0000% | $218835711.00      | $34814865.83       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-09-01      | 4.5000%  | 0.0000% | $18697566.00       | $14879891.38       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-12-01      | 5.0000%  | 0.0000% | $65430695.00       | $47461746.60       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2053-05-01      | 5.0000%  | 0.0000% | $3100000.00        | $2580325.06        | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2026-08-25      | 5.3000%  | 0.0000% | $200000.00         | $204975.33         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2026-02-06      | 5.2000%  | 0.0000% | $24000.00          | $24435.53          | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2026-05-11      | 5.7500%  | 0.0000% | $125000.00         | $126390.79         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2029-05-01      | 5.2700%  | 0.0000% | $43000.00          | $45624.31          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-09-01      | 5.0000%  | 0.0000% | $2150786.00        | $1970009.59        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.      | 2052-11-01      | 4.5000%  | 0.0000% | $121656574.00      | $96305707.46       | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2031-03-12      | 3.4800%  | 0.0000% | $15000.00          | $14972.25          | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2027-07-16      | 2.7500%  | 0.0000% | $52000.00          | $51860.60          | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2031-07-24      | 3.0200%  | 0.0000% | $15000.00          | $14616.96          | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2033-08-01      | 4.1000%  | 0.0000% | $15000.00          | $15388.93          | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2031-09-23      | 4.3000%  | 0.0000% | $100000.00         | $103288.19         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2028-11-28      | 2.8300%  | 0.0000% | $1000.00           | $981.45            | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2027-12-20      | 2.7300%  | 0.0000% | $300000.00         | $299002.70         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2026-10-13      | 2.5500%  | 0.0000% | $52000.00          | $51662.39          | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2033-06-29      | 2.9500%  | 0.0000% | $120000.00         | $113045.37         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2030-02-06      | 3.1250%  | 0.0000% | $15000.00          | $14845.32          | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2028-12-14      | 3.3500%  | 0.0000% | $7000.00           | $7076.69           | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2033-05-17      | 3.5600%  | 0.0000% | $40000.00          | $38925.55          | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2026-08-24      | 3.1000%  | 0.0000% | $225000.00         | $225739.90         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2049-10-15      | 2.6250%  | 0.0000% | $128000.00         | $83486.26          | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2029-06-12      | 2.5000%  | 0.0000% | $150000.00         | $146431.47         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2028-01-03      | 2.3000%  | 0.0000% | $100000.00         | $98461.09          | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2031-04-03      | 2.5300%  | 0.0000% | $70000.00          | $66328.59          | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2031-10-03      | 2.0700%  | 0.0000% | $30000.00          | $27358.64          | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2028-12-18      | 2.0000%  | 0.0000% | $10000.00          | $9657.31           | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2037-01-29      | 2.4300%  | 0.0000% | $1150000.00        | $962695.48         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2031-02-05      | 1.9400%  | 0.0000% | $136000.00         | $125570.22         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2030-02-19      | 1.8000%  | 0.0000% | $5000.00           | $4663.57           | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2027-04-27      | 1.0200%  | 0.0000% | $133000.00         | $128509.83         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2029-05-11      | 1.2700%  | 0.0000% | $235000.00         | $217967.36         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2031-07-21      | 1.4400%  | 0.0000% | $100000.00         | $88573.10          | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2034-05-17      | 1.9100%  | 0.0000% | $160000.00         | $135319.14         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2026-02-02      | 3.8750%  | 0.0000% | $3000.00           | $3036.85           | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2032-09-01      | 3.5000%  | 0.0000% | $125000.00         | $123025.79         | Agency Mortgage-Backed Securities |
| Federal Farm Credit Bank              | 2027-02-16      | 1.8000%  | 0.0000% | $140000.00         | $137650.10         | Agency Mortgage-Backed Securities |

### Security 269: NatWest Markets Securities, Inc.

- **C.1 - Title:** NatWest Markets Securities, Inc. 4.080000%
- **C.6 - Investment Category:** U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash
- **Identifiers:** C.3 - CUSIP: ARP1D1328, C.3 - LEI: ZE2ZWJ5BTIQJ, C.5 - Other ID: ARP1D1328_4.08_1201
- **C.18 - Value (incl. sponsor support):** $350000000.00
- **C.18.a - Value (excl. sponsor support):** $350000000.00
- **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:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name        | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| U.S. Treasury Note | 2028-11-15      | 3.1250%  | 0.0000% | $9131400.00        | $9045786.16        | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2028-03-31      | 1.2500%  | 0.0000% | $65832200.00       | $62691088.92       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-01-31      | 3.5000%  | 0.0000% | $70595100.00       | $71213586.74       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2030-03-31      | 3.6250%  | 0.0000% | $69670900.00       | $70216680.01       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2031-07-31      | 4.1250%  | 0.0000% | $69999800.00       | $72557248.78       | U.S. Treasuries (including strips) |
| U.S. Treasury Note | 2027-10-15      | 3.8750%  | 0.0000% | $70609500.00       | $71397083.02       | U.S. Treasuries (including strips) |

### Security 270: Nomura Securities International, Inc.

- **C.1 - Title:** Nomura Securities International, Inc. 4.090000%
- **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: ARP1D1336, C.3 - LEI: OXTKY6Q8X53C, C.5 - Other ID: ARP1D1336_4.09_1201
- **C.18 - Value (incl. sponsor support):** $500000000.00
- **C.18.a - Value (excl. sponsor support):** $500000000.00
- **C.19 - Percentage of Net Assets:** 0.2600%
- **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
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-2
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Home Loan Mortgage Corp.         | 2037-09-01      | 4.5000%  | 0.0000% | $29000.00          | $16278.94          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-10-01      | 1.5000%  | 0.0000% | $5071700.00        | $3169564.15        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Bank                   | 2025-12-05      | N/A      | 0.0000% | $100000.00         | $99903.00          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Bank                   | 2026-01-21      | N/A      | 0.0000% | $75000000.00       | $74577000.00       | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank                 | 2026-03-02      | 2.6800%  | 0.0000% | $43000.00          | $43136.93          | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank                 | 2043-01-26      | 3.3800%  | 0.0000% | $16000.00          | $13359.43          | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank                 | 2027-11-23      | 3.4000%  | 0.0000% | $12000.00          | $11970.27          | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank                 | 2030-12-04      | 3.5500%  | 0.0000% | $4000000.00        | $4050953.33        | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank                 | 2036-02-25      | 2.1000%  | 0.0000% | $146000.00         | $119612.84         | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank                 | 2026-04-01      | 4.6250%  | 0.0000% | $1000000.00        | $1009841.92        | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank                 | 2026-09-01      | 4.7500%  | 0.0000% | $36000.00          | $36687.93          | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank                 | 2027-05-20      | 4.5000%  | 0.0000% | $92000.00          | $93288.92          | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank                 | 2026-08-28      | 4.8750%  | 0.0000% | $2217000.00        | $2261533.99        | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank                 | 2027-01-13      | 4.2500%  | 0.0000% | $12000.00          | $12263.97          | Agency Mortgage-Backed Securities  |
| Federal Farm Credit Bank                 | 2033-09-26      | 4.9500%  | 0.0000% | $60293000.00       | $60741640.21       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2051-08-01      | 2.5000%  | 0.0000% | $1060700.00        | $662457.70         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2054-03-01      | 4.0000%  | 0.0000% | $1321300.00        | $1168407.15        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2025-12-11      | N/A      | 0.0000% | $74000.00          | $73889.74          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2029-09-15      | 6.7500%  | 0.0000% | $29000.00          | $32678.29          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2031-03-15      | 6.7500%  | 0.0000% | $902000.00         | $1047603.99        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2032-07-15      | 6.2500%  | 0.0000% | $11000.00          | $12813.54          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2028-11-01      | 4.0000%  | 0.0000% | $37000000.00       | $37067997.78       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2030-11-15      | N/A      | 0.0000% | $112000.00         | $93206.40          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2029-05-15      | 6.2500%  | 0.0000% | $531000.00         | $579003.97         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2030-01-15      | 7.1250%  | 0.0000% | $6519000.00        | $7567469.78        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2030-05-15      | 7.2500%  | 0.0000% | $1434000.00        | $1654245.27        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2030-11-15      | 6.6250%  | 0.0000% | $10000.00          | $11379.72          | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2030-08-05      | 0.8750%  | 0.0000% | $3379000.00        | $2995015.60        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2051-08-01      | 3.5000%  | 0.0000% | $351100.00         | $302202.30         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2052-02-01      | 3.5000%  | 0.0000% | $3337709.00        | $2144370.95        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-09-01      | 5.5000%  | 0.0000% | $193500.00         | $161349.01         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2046-05-01      | 3.5000%  | 0.0000% | $39000000.00       | $2151219.45        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2053-07-01      | 4.5000%  | 0.0000% | $2127000.00        | $1804168.62        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association    | 2054-12-01      | 6.5000%  | 0.0000% | $3610900.00        | $2355112.93        | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2028-09-20      | 4.0000%  | 0.0000% | $949800.00         | $31230.86          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-11-20      | 3.0000%  | 0.0000% | $739000.00         | $452642.04         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-01-20      | 2.5000%  | 0.0000% | $1101700.00        | $717098.17         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-03-20      | 2.5000%  | 0.0000% | $635300.00         | $415196.70         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2052-07-20      | 3.0000%  | 0.0000% | $40400.00          | $27102.28          | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2053-06-20      | 5.0000%  | 0.0000% | $818700.00         | $510557.75         | Agency Mortgage-Backed Securities  |
| Government National Mortgage Association | 2051-08-20      | 2.5000%  | 0.0000% | $100000.00         | $58584.78          | Agency Mortgage-Backed Securities  |
| U.S. Treasury Strip                      | 2030-05-15      | N/A      | 0.0000% | $31000.00          | $26463.49          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2039-11-15      | N/A      | 0.0000% | $37300.00          | $20220.29          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2054-05-15      | N/A      | 0.0000% | $900000.00         | $236088.00         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2054-08-15      | N/A      | 0.0000% | $610900.00         | $158289.08         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2040-02-15      | 4.6250%  | 0.0000% | $14800.00          | $15426.30          | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                       | 2045-05-15      | 5.0000%  | 0.0000% | $10000.00          | $10539.74          | U.S. Treasuries (including strips) |
| U.S. Treasury Note                       | 2034-01-15      | 1.7500%  | 0.0000% | $84019200.00       | $89961073.04       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2031-05-15      | N/A      | 0.0000% | $35422.13          | $28902.58          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2028-02-15      | N/A      | 0.0000% | $18128.40          | $16767.59          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2028-11-15      | N/A      | 0.0000% | $13972851.36       | $12583768.29       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2029-02-15      | N/A      | 0.0000% | $104835179.70      | $93515391.53       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2029-08-15      | N/A      | 0.0000% | $111002.72         | $97155.80          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2029-11-15      | N/A      | 0.0000% | $301545.28         | $261358.94         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2038-08-15      | N/A      | 0.0000% | $111000.00         | $63192.30          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2052-02-15      | N/A      | 0.0000% | $120388.52         | $33642.33          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2053-05-15      | N/A      | 0.0000% | $264675.00         | $70255.33          | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2053-08-15      | N/A      | 0.0000% | $44773629.56       | $11802328.75       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2053-11-15      | N/A      | 0.0000% | $25855496.05       | $6747767.36        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2054-02-15      | N/A      | 0.0000% | $50985026.89       | $13177386.11       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2041-05-15      | N/A      | 0.0000% | $264675.02         | $128377.18         | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2041-08-15      | N/A      | 0.0000% | $21848932.21       | $10441757.65       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2054-05-15      | N/A      | 0.0000% | $4808001.18        | $1232978.25        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2054-08-15      | N/A      | 0.0000% | $32255884.85       | $8231379.25        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2054-11-15      | N/A      | 0.0000% | $17008943.25       | $4313451.00        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2055-02-15      | N/A      | 0.0000% | $24362039.64       | $6112508.83        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2055-05-15      | N/A      | 0.0000% | $5373000.00        | $1340289.48        | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                      | 2055-08-15      | N/A      | 0.0000% | $39824356.25       | $9823115.54        | U.S. Treasuries (including strips) |
| Federal Home Loan Mortgage Corp.         | 2029-07-01      | 2.5000%  | 0.0000% | $934800.00         | $46194.93          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Bank                   | 2028-11-16      | 3.2500%  | 0.0000% | $2465000.00        | $2457194.17        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Bank                   | 2033-01-27      | 1.6100%  | 0.0000% | $185000.00         | $158067.77         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Bank                   | 2027-02-24      | 1.0200%  | 0.0000% | $945000.00         | $917220.15         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Bank                   | 2032-09-10      | 4.2500%  | 0.0000% | $95000.00          | $98089.24          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Bank                   | 2026-03-13      | 4.1250%  | 0.0000% | $1100000.00        | $1109919.52        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Bank                   | 2026-03-13      | 4.5000%  | 0.0000% | $17040000.00       | $17228206.80       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Bank                   | 2026-06-12      | 4.3750%  | 0.0000% | $1380000.00        | $1412766.18        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Bank                   | 2030-06-14      | 4.1250%  | 0.0000% | $15000.00          | $15602.63          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Bank                   | 2028-06-30      | 4.0000%  | 0.0000% | $600000.00         | $617653.47         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Bank                   | 2027-09-13      | 4.6250%  | 0.0000% | $910000.00         | $919441.63         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Bank                   | 2027-04-09      | 4.7500%  | 0.0000% | $190000.00         | $194382.59         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Bank                   | 2029-01-29      | 4.8300%  | 0.0000% | $2450000.00        | $2492009.74        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Bank                   | 2027-06-04      | 3.8750%  | 0.0000% | $285000.00         | $291030.72         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Bank                   | 2027-10-04      | 3.5000%  | 0.0000% | $500000.00         | $501670.44         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2035-04-01      | 4.5000%  | 0.0000% | $6043000.00        | $298288.22         | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2031-09-01      | 5.0000%  | 0.0000% | $492000.00         | $16307.43          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.         | 2037-11-01      | 4.0000%  | 0.0000% | $1000000.00        | $589043.67         | Agency Mortgage-Backed Securities  |

### Security 271: Wells Fargo Securities LLC

- **C.1 - Title:** Wells Fargo Securities LLC 4.100000%
- **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: ARP1D1419, C.3 - LEI: VYVVCKR63DVZ, C.5 - Other ID: ARP1D1419_4.10_1201
- **C.18 - Value (incl. sponsor support):** $2883000000.00
- **C.18.a - Value (excl. sponsor support):** $2883000000.00
- **C.19 - Percentage of Net Assets:** 1.4700%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: NR; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Government National Mortgage Association | 2054-10-25      | 5.5000%  | 0.0000% | $90000.00          | $77517.09          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-11-25      | 3.0000%  | 0.0000% | $274170.00         | $194425.37         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-11-25      | 5.5000%  | 0.0000% | $250000.00         | $198874.77         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-11-25      | 3.5000%  | 0.0000% | $2697000.00        | $205801.39         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-11-25      | 5.5000%  | 0.0000% | $283000.00         | $220727.64         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-11-25      | 3.5000%  | 0.0000% | $2350059.00        | $769804.76         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-12-25      | 4.0000%  | 0.0000% | $1068208.00        | $805003.58         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-12-25      | 3.5000%  | 0.0000% | $2400000.00        | $824003.90         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-02-25      | 6.0000%  | 0.0000% | $12583703.00       | $12960539.42       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-02-25      | 5.0000%  | 0.0000% | $13326416.00       | $13055189.17       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-04-25      | 5.5000%  | 0.0000% | $15111221.00       | $15369462.91       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-10-25      | 1.5000%  | 0.0000% | $30778102.00       | $16066101.01       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-02-25      | 6.0000%  | 0.0000% | $30000000.00       | $16201860.89       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-02-25      | 2.0000%  | 0.0000% | $28536584.00       | $16214889.06       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-02-25      | 6.5000%  | 0.0000% | $31800000.00       | $17546252.59       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-02-25      | 5.5000%  | 0.0000% | $27021000.00       | $18447658.51       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-03-25      | 2.0000%  | 0.0000% | $36056048.00       | $18514367.53       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-03-25      | 3.0000%  | 0.0000% | $160516000.00      | $18552185.19       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-03-25      | 5.5000%  | 0.0000% | $26463826.00       | $18760570.01       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-05-25      | 7.5000%  | 0.0000% | $25335611.00       | $20089140.90       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-25      | 5.5000%  | 0.0000% | $22282522.00       | $22732449.61       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-05-25      | 6.0000%  | 0.0000% | $24731397.00       | $25602949.46       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-25      | 3.5000%  | 0.0000% | $34514000.00       | $26268764.18       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-25      | 2.5000%  | 0.0000% | $139000000.00      | $28848089.33       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-06-25      | 1.5000%  | 0.0000% | $71958293.00       | $37979428.63       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-07-25      | 3.0000%  | 0.0000% | $343470323.00      | $48853250.03       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-25      | 2.5000%  | 0.0000% | $80679123.00       | $50303215.03       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-10-25      | 3.0000%  | 0.0000% | $514061672.00      | $53803111.50       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-08-25      | 5.5000%  | 0.0000% | $71966006.00       | $72499512.11       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-25      | 2.5000%  | 0.0000% | $122776450.00      | $80257184.72       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-10-25      | 3.0000%  | 0.0000% | $139258007.00      | $90861610.56       | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2033-06-15      | 5.0000%  | 0.0000% | $135239337.00      | $135803014.51      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2036-03-15      | 3.0000%  | 0.0000% | $223642916.00      | $150068077.80      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-09-25      | 4.0000%  | 0.0000% | $162075429.00      | $154647512.09      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-10-25      | 6.0000%  | 0.0000% | $173373742.00      | $175506229.18      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-10-25      | 2.5000%  | 0.0000% | $403270035.00      | $245143272.88      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-10-25      | 6.0000%  | 0.0000% | $264451136.00      | $270641612.22      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-05-25      | 6.0000%  | 0.0000% | $306072679.00      | $302866658.76      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-12-25      | 2.0000%  | 0.0000% | $598528601.00      | $376334266.60      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-12-25      | 5.5000%  | 0.0000% | $408826971.00      | $412911483.94      | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-12-25      | 5.5000%  | 0.0000% | $6000.00           | $518.86            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2028-07-25      | 7.5000%  | 0.0000% | $700000.00         | $669.03            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2031-05-27      | 4.0000%  | 0.0000% | $25000.00          | $791.71            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2039-08-20      | 6.0000%  | 0.0000% | $25792.00          | $878.70            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-02-20      | 5.5000%  | 0.0000% | $123000.00         | $922.92            | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-03-20      | 4.0000%  | 0.0000% | $30000.00          | $1292.17           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2051-08-16      | 3.0000%  | 0.0000% | $30000.00          | $1674.53           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-04-16      | 4.5000%  | 0.0000% | $2000.00           | $1730.22           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-02-16      | 3.5000%  | 0.0000% | $581045.00         | $135699.11         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-02-16      | 3.5000%  | 0.0000% | $165445.00         | $144565.35         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2042-02-20      | 3.5000%  | 0.0000% | $745528.00         | $151693.02         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2043-02-20      | 5.0000%  | 0.0000% | $452000.00         | $160584.29         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2042-10-20      | 4.5000%  | 0.0000% | $1303681.00        | $163584.84         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2040-12-16      | 6.5000%  | 0.0000% | $308951.00         | $174426.06         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2053-09-16      | 3.0000%  | 0.0000% | $300000.00         | $189871.59         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2054-10-16      | 3.5000%  | 0.0000% | $1152758.00        | $191152.20         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2049-02-16      | 6.0000%  | 0.0000% | $190000.00         | $191250.42         | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-02-16      | 3.5000%  | 0.0000% | $600000.00         | $254277.89         | Agency Mortgage-Backed Securities |

### Security 272: BNP Paribas SA

- **C.1 - Title:** BNP Paribas SA 4.090000%
- **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: ARP1D1476, C.3 - LEI: R0MUWSFPU8MP, C.5 - Other ID: ARP1D1476_4.09_1201
- **C.18 - Value (incl. sponsor support):** $210000000.00
- **C.18.a - Value (excl. sponsor support):** $210000000.00
- **C.19 - Percentage of Net Assets:** 0.1100%
- **C.17 - Yield as of Reporting Date:** 4.0900%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                              | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                          |
|:---|:---|:---|:---|:---|:---|:---|
| Federal National Mortgage Association    | 2029-05-31      | 2.5000%  | 0.0000% | $100000.00         | $51648.57          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-04-01      | 7.0000%  | 0.0000% | $1000.00           | $1059.73           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2047-11-01      | 4.0000%  | 0.0000% | $3530330.00        | $2508247.38        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2035-01-01      | 5.2050%  | 0.0000% | $2450000.00        | $2604030.89        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2046-02-01      | 5.5000%  | 0.0000% | $2688950.00        | $2733032.06        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2045-07-01      | 5.5000%  | 0.0000% | $3053072.00        | $2828135.96        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2045-08-01      | 4.5000%  | 0.0000% | $40995904.00       | $2967692.62        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2047-09-01      | 4.5000%  | 0.0000% | $4155688.00        | $3100838.49        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2047-10-01      | 5.5000%  | 0.0000% | $3431561.00        | $3476939.13        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-10-01      | 4.0000%  | 0.0000% | $4145000.00        | $3546600.13        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2042-04-01      | 6.5000%  | 0.0000% | $3411056.00        | $3582101.76        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2042-08-01      | 6.5000%  | 0.0000% | $3442525.00        | $3629772.67        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2042-08-01      | 6.0000%  | 0.0000% | $3640484.00        | $3634234.46        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2042-08-01      | 6.5000%  | 0.0000% | $3494065.00        | $3648404.78        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2042-09-01      | 6.0000%  | 0.0000% | $4146832.00        | $4127190.67        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2042-09-01      | 6.5000%  | 0.0000% | $5373216.00        | $4154174.56        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2041-12-01      | 3.0000%  | 0.0000% | $1159.00           | $10.75             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2041-12-01      | 6.0000%  | 0.0000% | $1000.00           | $19.16             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2042-04-01      | 6.0000%  | 0.0000% | $1000.00           | $20.29             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2042-05-01      | 4.5000%  | 0.0000% | $1015.00           | $36.08             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2042-05-01      | 5.0000%  | 0.0000% | $1000.00           | $36.60             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2042-06-01      | 6.0000%  | 0.0000% | $1007.00           | $42.19             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2042-05-01      | 2.5000%  | 0.0000% | $1000.00           | $54.71             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2042-08-01      | 4.0000%  | 0.0000% | $1000.00           | $71.66             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2042-08-01      | 4.5000%  | 0.0000% | $1000.00           | $71.83             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2042-10-01      | 8.0000%  | 0.0000% | $1990.00           | $72.70             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2043-02-01      | 4.5000%  | 0.0000% | $1014.00           | $80.78             | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2043-02-01      | 4.0000%  | 0.0000% | $1000.00           | $101.92            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2043-06-01      | 4.5000%  | 0.0000% | $1000.00           | $102.04            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2043-06-01      | 5.5000%  | 0.0000% | $1000.00           | $103.07            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2043-07-01      | 4.5000%  | 0.0000% | $1000.00           | $103.30            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2045-04-01      | 4.0000%  | 0.0000% | $1008.00           | $107.58            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2045-12-01      | 4.0000%  | 0.0000% | $1024.00           | $108.97            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2046-11-01      | 4.5000%  | 0.0000% | $1006.00           | $109.32            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2050-06-01      | 3.0000%  | 0.0000% | $1000.00           | $118.08            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2047-10-01      | 4.0000%  | 0.0000% | $1000.00           | $122.61            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-02-01      | 3.5000%  | 0.0000% | $1000.00           | $123.47            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-06-01      | 7.0000%  | 0.0000% | $1016.00           | $126.92            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-11-01      | 4.0000%  | 0.0000% | $1005.00           | $136.45            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-07-25      | 3.5000%  | 0.0000% | $1000.00           | $147.32            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2049-06-01      | 3.5000%  | 0.0000% | $1000.00           | $163.02            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2030-12-25      | 4.0000%  | 0.0000% | $1000.00           | $167.61            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2037-04-25      | 2.5000%  | 0.0000% | $1000.00           | $170.52            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2027-09-25      | 5.0000%  | 0.0000% | $1008.00           | $194.59            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2049-11-25      | 2.5000%  | 0.0000% | $1000.00           | $214.69            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2038-01-25      | 3.0000%  | 0.0000% | $1000.00           | $306.16            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2028-10-25      | 3.0000%  | 0.0000% | $1002.00           | $344.09            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2026-01-25      | 3.0000%  | 0.0000% | $1000.00           | $366.60            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2039-04-25      | 3.0000%  | 0.0000% | $1000.00           | $431.37            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2039-06-25      | 2.0000%  | 0.0000% | $1000.00           | $447.61            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2026-12-25      | 2.0000%  | 0.0000% | $1000.00           | $481.16            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2027-06-25      | 2.5000%  | 0.0000% | $1008.00           | $481.71            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2049-10-25      | 5.0000%  | 0.0000% | $1000.00           | $484.09            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2032-09-25      | 2.0000%  | 0.0000% | $1000.00           | $499.44            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2033-11-25      | 2.5000%  | 0.0000% | $1000.00           | $520.78            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2033-10-25      | 6.0000%  | 0.0000% | $1000.00           | $531.58            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2033-11-25      | 2.5000%  | 0.0000% | $1000.00           | $538.41            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2029-03-25      | 2.0000%  | 0.0000% | $1000.00           | $555.14            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2029-06-25      | 2.0000%  | 0.0000% | $1000.00           | $580.75            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2040-04-25      | 5.0000%  | 0.0000% | $1000.00           | $603.16            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2040-06-25      | 2.5000%  | 0.0000% | $1000.00           | $622.28            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2035-10-25      | 2.0000%  | 0.0000% | $1000.00           | $624.81            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2035-10-25      | 2.5000%  | 0.0000% | $1000.00           | $632.27            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2035-10-25      | 3.0000%  | 0.0000% | $1001.00           | $634.09            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-11-25      | 2.5000%  | 0.0000% | $1000.00           | $636.71            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-11-25      | 2.5000%  | 0.0000% | $1000.00           | $637.01            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2031-01-25      | 2.5000%  | 0.0000% | $1000.00           | $647.34            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2031-01-27      | 2.0000%  | 0.0000% | $1000.00           | $657.92            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-03-25      | 2.5000%  | 0.0000% | $1000.00           | $660.13            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2031-01-25      | 5.5000%  | 0.0000% | $1000.00           | $669.46            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-08-25      | 7.0000%  | 0.0000% | $1008.00           | $672.73            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-08-25      | 6.0000%  | 0.0000% | $1000.00           | $687.88            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2031-11-25      | 5.0000%  | 0.0000% | $1000.00           | $703.66            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-10-25      | 2.0000%  | 0.0000% | $1000.00           | $710.75            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-10-25      | 2.5000%  | 0.0000% | $1000.00           | $714.25            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-03-25      | 5.0000%  | 0.0000% | $1000.00           | $715.75            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-03-25      | 5.0000%  | 0.0000% | $1000.00           | $723.21            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2032-06-25      | 5.0000%  | 0.0000% | $1000.00           | $727.67            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2043-09-25      | 3.5000%  | 0.0000% | $1000.00           | $727.82            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2041-09-25      | 5.0000%  | 0.0000% | $1000.00           | $732.75            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2043-01-25      | 6.5000%  | 0.0000% | $1000.00           | $733.16            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2045-01-25      | 5.5000%  | 0.0000% | $1000.00           | $733.29            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2046-03-25      | 3.0000%  | 0.0000% | $1000.00           | $734.60            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2046-08-25      | 4.5000%  | 0.0000% | $1000.00           | $746.18            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2047-09-25      | 4.5000%  | 0.0000% | $1000.00           | $752.67            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2048-06-25      | 2.5000%  | 0.0000% | $1000.00           | $756.15            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2049-04-25      | 6.0000%  | 0.0000% | $1024.00           | $775.54            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2049-08-25      | 3.5000%  | 0.0000% | $1000.00           | $779.76            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2049-10-25      | 5.0000%  | 0.0000% | $1008.00           | $783.39            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2049-11-25      | 3.0000%  | 0.0000% | $1000.00           | $785.19            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2059-07-25      | 5.0000%  | 0.0000% | $1000.00           | $788.65            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2050-06-25      | 5.5000%  | 0.0000% | $1000.00           | $794.42            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2050-06-25      | 3.0000%  | 0.0000% | $1000.00           | $795.82            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2050-06-25      | 5.0000%  | 0.0000% | $1000.00           | $798.77            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2050-06-25      | 5.5000%  | 0.0000% | $1001.00           | $800.85            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2050-06-25      | 3.0000%  | 0.0000% | $1000.00           | $800.88            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2050-06-25      | 6.5000%  | 0.0000% | $1008.00           | $802.33            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2050-06-25      | 4.5000%  | 0.0000% | $1000.00           | $802.80            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2050-10-25      | 5.0000%  | 0.0000% | $1000.00           | $810.04            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2050-08-25      | 7.0000%  | 0.0000% | $1000.00           | $813.02            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2050-09-25      | 4.0000%  | 0.0000% | $1000.00           | $814.26            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2050-10-25      | 5.0000%  | 0.0000% | $1000.00           | $832.41            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2050-11-25      | 6.0000%  | 0.0000% | $1000.00           | $835.31            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2050-02-25      | 5.0000%  | 0.0000% | $1000.00           | $839.22            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2050-12-25      | 6.0000%  | 0.0000% | $1000.00           | $841.56            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2050-11-25      | 3.0000%  | 0.0000% | $1000.00           | $846.31            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2050-11-25      | 3.0000%  | 0.0000% | $1024.00           | $846.44            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2049-04-25      | 5.5000%  | 0.0000% | $1024.00           | $846.93            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2051-02-25      | 5.5000%  | 0.0000% | $1024.00           | $853.13            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2051-01-25      | 5.5000%  | 0.0000% | $1000.00           | $858.40            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2051-01-25      | 4.5000%  | 0.0000% | $1000.00           | $858.87            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2051-03-25      | 5.5000%  | 0.0000% | $1024.00           | $865.76            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2051-09-25      | 4.0000%  | 0.0000% | $1024.00           | $874.71            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2051-09-25      | 6.0000%  | 0.0000% | $1035.00           | $878.49            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2051-07-25      | 6.0000%  | 0.0000% | $1000.00           | $879.33            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2051-09-25      | 7.0000%  | 0.0000% | $1000.00           | $898.68            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2051-07-25      | 6.5000%  | 0.0000% | $1030.00           | $901.82            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2051-10-25      | 6.0000%  | 0.0000% | $1000.00           | $908.07            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2051-10-25      | 5.5000%  | 0.0000% | $1000.00           | $918.03            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2051-11-25      | 5.0000%  | 0.0000% | $1000.00           | $919.01            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-01-25      | 5.5000%  | 0.0000% | $1000.00           | $920.26            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-06-25      | 4.5000%  | 0.0000% | $1000.00           | $922.04            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-12-25      | 5.0000%  | 0.0000% | $1000.00           | $922.81            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-12-25      | 6.0000%  | 0.0000% | $1000.00           | $930.66            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-09-25      | 4.5000%  | 0.0000% | $1022.00           | $936.66            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-04-25      | 5.5000%  | 0.0000% | $1000.00           | $993.93            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-05-25      | 5.5000%  | 0.0000% | $1054.00           | $996.21            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-07-25      | 5.5000%  | 0.0000% | $1024.00           | $999.67            | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-08-25      | 5.5000%  | 0.0000% | $1000.00           | $1000.16           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-09-25      | 6.0000%  | 0.0000% | $1024.00           | $1004.68           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-08-25      | 6.0000%  | 0.0000% | $1000.00           | $1006.02           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-08-25      | 6.0000%  | 0.0000% | $1000.00           | $1011.02           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-12-25      | 6.0000%  | 0.0000% | $1000.00           | $1011.40           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-10-25      | 5.5000%  | 0.0000% | $1000.00           | $1011.50           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-10-25      | 5.0000%  | 0.0000% | $1000.00           | $1012.31           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-10-25      | 5.5000%  | 0.0000% | $1000.00           | $1016.37           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-12-25      | 5.5000%  | 0.0000% | $1000.00           | $1016.93           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-12-25      | 5.5000%  | 0.0000% | $1000.00           | $1018.21           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-12-25      | 5.0000%  | 0.0000% | $1008.00           | $1018.97           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2035-06-25      | 5.5000%  | 0.0000% | $1024.00           | $1019.28           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-12-25      | 6.0000%  | 0.0000% | $1000.00           | $1021.38           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-12-25      | 5.5000%  | 0.0000% | $1008.00           | $1022.99           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-12-25      | 6.0000%  | 0.0000% | $1000.00           | $1023.84           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-11-25      | 5.5000%  | 0.0000% | $1000.00           | $1025.28           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-11-25      | 5.5000%  | 0.0000% | $1000.00           | $1026.85           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-10-25      | 5.5000%  | 0.0000% | $1008.00           | $1027.38           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-11-25      | 6.0000%  | 0.0000% | $1000.00           | $1028.93           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-11-25      | 6.0000%  | 0.0000% | $1003.00           | $1029.66           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-12-25      | 6.0350%  | 0.0000% | $1060000.00        | $8110.40           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-11-25      | 3.0000%  | 0.0000% | $61261.00          | $10002.47          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-11-25      | 3.5000%  | 0.0000% | $69000.00          | $10757.82          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-12-25      | 6.0000%  | 0.0000% | $1124990.00        | $12239.53          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-03-25      | 6.0000%  | 0.0000% | $7897192.00        | $17630.09          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-03-25      | 5.5000%  | 0.0000% | $211000.00         | $20057.83          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2054-09-25      | 1.5000%  | 0.0000% | $32555.00          | $20387.33          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2042-09-01      | 2.5000%  | 0.0000% | $6686200.00        | $4270066.56        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2043-05-01      | 5.6020%  | 0.0000% | $4724016.00        | $5117859.13        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-10-01      | 6.5000%  | 0.0000% | $5407560.00        | $5647126.18        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2045-06-01      | 5.0000%  | 0.0000% | $6496887.00        | $5689094.91        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2046-11-01      | 5.0000%  | 0.0000% | $8091147.00        | $6022161.05        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2046-11-01      | 4.5000%  | 0.0000% | $7510996.00        | $6208625.55        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2049-10-01      | 3.0000%  | 0.0000% | $24990799.00       | $6335812.59        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-10-01      | 5.5000%  | 0.0000% | $8684240.00        | $7078166.54        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2042-09-01      | 4.0000%  | 0.0000% | $45865344.00       | $7250627.93        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2042-11-01      | 6.0000%  | 0.0000% | $9735478.00        | $7457168.90        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2042-09-01      | 2.2400%  | 0.0000% | $8449920.00        | $7631266.41        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2043-02-01      | 5.5000%  | 0.0000% | $7595616.00        | $7744194.06        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2043-07-01      | 6.0000%  | 0.0000% | $9667072.00        | $8502215.01        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2046-12-01      | 2.8000%  | 0.0000% | $10478304.00       | $8622774.49        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2047-04-01      | 6.5000%  | 0.0000% | $8783904.00        | $9140930.83        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2047-06-01      | 6.0000%  | 0.0000% | $9790928.00        | $10173996.89       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-07-01      | 6.5000%  | 0.0000% | $15610744.00       | $13142213.04       | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2046-09-01      | 1.5000%  | 0.0000% | $15000000.00       | $13190505.00       | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2046-09-01      | 6.5000%  | 0.0000% | $1824.00           | $0.88              | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2047-01-01      | 7.0000%  | 0.0000% | $1002.00           | $3.98              | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2044-05-15      | 7.0000%  | 0.0000% | $1000.00           | $1060.45           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2039-05-15      | 7.5000%  | 0.0000% | $1000.00           | $1067.17           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2039-08-15      | 4.5000%  | 0.0000% | $4945.00           | $1093.38           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2044-05-15      | 6.0000%  | 0.0000% | $1320.00           | $1279.37           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2039-02-15      | 4.5000%  | 0.0000% | $5016.00           | $1376.58           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2054-05-15      | 3.5000%  | 0.0000% | $17264.00          | $1395.89           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-09-01      | 4.5000%  | 0.0000% | $2000.00           | $1510.59           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2040-11-15      | 5.5000%  | 0.0000% | $2006.00           | $1589.24           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-11-15      | 4.5000%  | 0.0000% | $2000.00           | $1622.41           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2049-11-15      | 5.5000%  | 0.0000% | $2016.00           | $1714.66           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2053-08-01      | 5.5000%  | 0.0000% | $2008.00           | $1746.34           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2049-11-01      | 7.0000%  | 0.0000% | $2024.00           | $1786.16           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2049-12-01      | 6.0000%  | 0.0000% | $2000.00           | $2006.83           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2050-04-01      | 6.5000%  | 0.0000% | $2000.00           | $2017.06           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-03-01      | 7.0000%  | 0.0000% | $2000.00           | $2122.90           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2046-05-01      | 7.0000%  | 0.0000% | $2000.00           | $2132.67           | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2046-10-01      | 6.5000%  | 0.0000% | $45000.00          | $5166.98           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2047-11-01      | 6.0000%  | 0.0000% | $5001.00           | $5206.54           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2052-03-01      | 2.5000%  | 0.0000% | $8000.00           | $5411.11           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-09-01      | 2.5000%  | 0.0000% | $8001.00           | $5850.45           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-04-01      | 4.0000%  | 0.0000% | $64000.00          | $5880.52           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-05-01      | 3.0000%  | 0.0000% | $35000.00          | $5958.47           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2047-01-01      | 4.0000%  | 0.0000% | $45000.00          | $6595.91           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2048-03-01      | 5.5000%  | 0.0000% | $327999.00         | $6917.99           | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2049-05-01      | 6.0000%  | 0.0000% | $8000.00           | $7524.97           | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-04-01      | 5.5000%  | 0.0000% | $1127050.00        | $1140615.27        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2046-11-01      | 5.0000%  | 0.0000% | $1156980.00        | $1153809.25        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2048-03-01      | 5.0000%  | 0.0000% | $1497000.00        | $1188321.39        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2049-11-01      | 6.5000%  | 0.0000% | $1157920.00        | $1207723.43        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2052-11-01      | 5.0000%  | 0.0000% | $1796164.00        | $1294336.66        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2047-11-01      | 4.0000%  | 0.0000% | $1418198.00        | $1327797.25        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2050-04-01      | 5.5000%  | 0.0000% | $1414488.00        | $1442620.06        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2035-09-01      | 3.7900%  | 0.0000% | $1548230.00        | $1491338.02        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2046-09-01      | 6.5000%  | 0.0000% | $1581426.00        | $1627602.10        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2046-11-01      | 5.0000%  | 0.0000% | $1986000.00        | $1663370.68        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2048-02-01      | 5.5000%  | 0.0000% | $2418976.00        | $1731459.34        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2046-10-01      | 3.5000%  | 0.0000% | $6000000.00        | $1741189.93        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-03-01      | 6.0000%  | 0.0000% | $1932511.00        | $1863087.64        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2046-10-01      | 3.5000%  | 0.0000% | $2503876.00        | $1965909.54        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2046-10-01      | 4.5000%  | 0.0000% | $2219832.00        | $2151822.77        | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2043-06-01      | 5.0000%  | 0.0000% | $2316048.00        | $2342270.48        | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2048-07-01      | 4.0000%  | 0.0000% | $2935000.00        | $2405787.02        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2047-09-01      | 5.5000%  | 0.0000% | $2573716.00        | $2408336.52        | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-02-25      | 7.0000%  | 0.0000% | $1164660.00        | $12546.55          | Agency Mortgage-Backed Securities |
| Federal Home Loan Mortgage Corp.         | 2055-06-25      | 5.5000%  | 0.0000% | $5170071.00        | $16547.22          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-06-25      | 3.0000%  | 0.0000% | $31362.00          | $16877.16          | Agency Mortgage-Backed Securities |
| Government National Mortgage Association | 2055-03-25      | 5.5000%  | 0.0000% | $24974.00          | $17327.39          | Agency Mortgage-Backed Securities |
| Federal National Mortgage Association    | 2055-05-25      | 3.5000%  | 0.0000% | $31000.00          | $17440.81          | Agency Mortgage-Backed Securities |

### Security 273: Natixis SA

- **C.1 - Title:** Natixis SA 4.100000%
- **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: ARP1D14C5, C.3 - LEI: KX1WK48MPD4Y, C.5 - Other ID: ARP1D14C5_4.10_1201
- **C.18 - Value (incl. sponsor support):** $1900000000.00
- **C.18.a - Value (excl. sponsor support):** $1900000000.00
- **C.19 - Percentage of Net Assets:** 0.9700%
- **C.17 - Yield as of Reporting Date:** 4.1000%
- **C.11 - Maturity Date (WAM):** 2025-12-01
- **C.12 - Maturity Date (WAL):** 2025-12-01
- **C.13 - Final Legal Maturity Date:** 2025-12-01
- **C.10 - Ratings:** Moody's Investors Service, Inc.: P-1; Standard and Poor's Ratings Services: A-1
- **Characteristics:** C.9 Eligible Security? Yes, C.14 Has Demand Feature? No, C.15 Has Guarantee? No, C.16 Has Enhancement? No, C.22 Is an Illiquid Security? No, C.20 Is a Daily Liquid Asset? Yes, C.21 Is a Weekly Liquid Asset? Yes, C.23 Categorized at Level 3? No

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

- **Is Open?:** No

- **Is Cleared?:** No

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

**Collateral:**
| Issuer Name                           | Maturity Date   | Coupon   | Yield   | Principal Amount   | Collateral Value   | Category                           |
|:---|:---|:---|:---|:---|:---|:---|
| Federal Farm Credit Bank              | 2054-06-25      | 1.7300%  | 0.0000% | $4000.00           | $3196.82           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Bank                | 2054-08-25      | 4.0800%  | 0.0000% | $15000.00          | $14643.00          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Bank                | 2055-04-25      | 4.1000%  | 0.0000% | $15000.00          | $14662.68          | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-09-25      | N/A      | 0.0000% | $2998000.00        | $2129419.44        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-06-25      | 2.7000%  | 0.0000% | $1000.00           | $835.78            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-08-25      | 3.8600%  | 0.0000% | $6895853.00        | $6776140.99        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-10-25      | 4.4800%  | 0.0000% | $9241100.00        | $9401793.49        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2055-09-25      | 4.5900%  | 0.0000% | $1000.00           | $1027.56           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2042-06-15      | 4.9450%  | 0.0000% | $59787000.00       | $62010224.44       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2045-01-25      | 5.0100%  | 0.0000% | $22540900.00       | $23561405.43       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2030-01-25      | 5.1550%  | 0.0000% | $3591122.00        | $3758361.45        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2046-01-15      | 3.0000%  | 0.0000% | $20551698.00       | $3852078.03        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2050-11-25      | 3.0000%  | 0.0000% | $1010.00           | $87.33             | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2050-11-25      | 4.8030%  | 0.0000% | $6420062.00        | $5402987.69        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2050-11-25      | 5.0000%  | 0.0000% | $1032.00           | $790.09            | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2047-11-25      | 5.0000%  | 0.0000% | $77012629.00       | $74014867.20       | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2055-10-25      | 5.5000%  | 0.0000% | $4323072.00        | $3771011.98        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2048-11-25      | 6.0000%  | 0.0000% | $2198.00           | $2264.08           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2050-12-25      | 6.5000%  | 0.0000% | $1000.00           | $1048.11           | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2050-12-25      | 6.5000%  | 0.0000% | $4241139.00        | $3864451.31        | Agency Mortgage-Backed Securities  |
| Federal Home Loan Mortgage Corp.      | 2035-12-25      | 7.0000%  | 0.0000% | $1000.00           | $1011.62           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-12-25      | 3.0000%  | 0.0000% | $1093557.00        | $715818.06         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-12-25      | 3.0000%  | 0.0000% | $2931.00           | $920.40            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2048-11-15      | 3.5000%  | 0.0000% | $76779509.00       | $52106397.77       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-11-25      | 4.5000%  | 0.0000% | $1000.00           | $243.80            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-12-25      | 4.5000%  | 0.0000% | $35593434.00       | $24909378.79       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-04-25      | 4.5000%  | 0.0000% | $1278.00           | $1192.55           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-11-25      | 4.5000%  | 0.0000% | $29391797.00       | $21327102.84       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-01-25      | 4.7010%  | 0.0000% | $12011900.00       | $12127355.38       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-01-25      | 5.0000%  | 0.0000% | $39417695.00       | $38915787.10       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-02-25      | 5.5000%  | 0.0000% | $1024.00           | $1032.29           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-02-25      | 5.5000%  | 0.0000% | $1132022.00        | $1110914.18        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-02-25      | 6.0000%  | 0.0000% | $1120.00           | $1159.20           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-01-25      | 6.0000%  | 0.0000% | $750850.00         | $781003.99         | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-02-25      | 6.0000%  | 0.0000% | $1000.00           | $914.51            | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-02-25      | 6.0000%  | 0.0000% | $14479702.00       | $13146214.22       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-02-25      | 6.0000%  | 0.0000% | $6682.00           | $6581.19           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2050-09-25      | 6.5000%  | 0.0000% | $1882534.00        | $1978894.50        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-02-25      | 6.5000%  | 0.0000% | $1462527.00        | $1516193.34        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2045-11-25      | 6.5000%  | 0.0000% | $1655132.00        | $1733561.52        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-03-25      | 6.5000%  | 0.0000% | $1326145.00        | $1384946.67        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-03-25      | 6.5000%  | 0.0000% | $1526938.00        | $1599033.55        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2051-03-25      | 6.5000%  | 0.0000% | $1151.00           | $1203.77           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-02-15      | 6.5000%  | 0.0000% | $1008.00           | $1056.22           | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-06-25      | 6.5000%  | 0.0000% | $1075675.00        | $1128493.23        | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-11-25      | 6.5000%  | 0.0000% | $66708608.00       | $59140742.28       | Agency Mortgage-Backed Securities  |
| Federal National Mortgage Association | 2049-11-25      | 6.5000%  | 0.0000% | $1079.00           | $1030.34           | Agency Mortgage-Backed Securities  |
| U.S. Treasury Bill                    | 2036-04-15      | N/A      | 0.0000% | $100.00            | $99.49             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2048-01-25      | 1.2500%  | 0.0000% | $300.00            | $149.65            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2050-05-25      | 2.0000%  | 0.0000% | $2076800.00        | $1273075.33        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2050-06-25      | 2.2500%  | 0.0000% | $100.00            | $68.43             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2050-07-25      | 2.2500%  | 0.0000% | $100.00            | $63.58             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2050-07-25      | 2.3750%  | 0.0000% | $200.00            | $130.81            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2050-06-25      | 2.5000%  | 0.0000% | $100.00            | $72.34             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2050-07-25      | 2.8750%  | 0.0000% | $1300.00           | $963.70            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2050-06-25      | 3.3750%  | 0.0000% | $1200.00           | $1017.03           | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2050-06-25      | 3.6250%  | 0.0000% | $200.00            | $178.88            | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2050-07-25      | 3.6250%  | 0.0000% | $100.00            | $83.81             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2043-03-15      | 3.7500%  | 0.0000% | $32761100.00       | $29449106.27       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2050-06-25      | 4.1250%  | 0.0000% | $100.00            | $92.72             | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2050-08-25      | 4.1250%  | 0.0000% | $4958700.00        | $4724598.29        | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2048-05-25      | 4.2500%  | 0.0000% | $35999900.00       | $35944180.91       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2050-08-25      | 4.6250%  | 0.0000% | $490300.00         | $511048.19         | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2050-08-25      | 4.6250%  | 0.0000% | $25010100.00       | $25236599.76       | U.S. Treasuries (including strips) |
| U.S. Treasury Bond                    | 2050-07-25      | 6.0000%  | 0.0000% | $6000600.00        | $6126910.02        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2050-03-25      | 0.5000%  | 0.0000% | $2428500.00        | $2327102.21        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2048-10-25      | 0.6250%  | 0.0000% | $57000.00          | $54884.50          | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2050-10-25      | 0.6250%  | 0.0000% | $150136400.00      | $142321327.04      | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2050-11-25      | 1.2500%  | 0.0000% | $9900.00           | $9401.20           | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2048-11-25      | 1.5000%  | 0.0000% | $61222400.00       | $56643753.72       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2050-01-25      | 1.6250%  | 0.0000% | $42592800.00       | $42195135.02       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2050-04-25      | 1.6250%  | 0.0000% | $3674300.00        | $3314907.77        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2049-08-25      | 1.7500%  | 0.0000% | $1000.00           | $987.22            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2050-05-25      | 1.8750%  | 0.0000% | $2000.00           | $1993.56           | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2051-01-25      | 2.2500%  | 0.0000% | $4999600.00        | $4952897.92        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2041-04-25      | 2.5000%  | 0.0000% | $1000.00           | $990.02            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2049-06-25      | 2.7500%  | 0.0000% | $283952100.00      | $280760400.78      | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2049-06-25      | 2.7500%  | 0.0000% | $19420900.00       | $19349963.05       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2051-06-25      | 3.2500%  | 0.0000% | $33125800.00       | $33270115.79       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2049-07-25      | 3.3750%  | 0.0000% | $13993300.00       | $13626563.82       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2050-05-25      | 3.5000%  | 0.0000% | $100.00            | $100.48            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2050-08-25      | 3.5000%  | 0.0000% | $2000000.00        | $2005254.36        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2050-12-25      | 3.6250%  | 0.0000% | $175000000.00      | $175704670.19      | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2051-09-25      | 3.6250%  | 0.0000% | $49150000.00       | $49699609.69       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2051-12-25      | 3.6250%  | 0.0000% | $69077300.00       | $69634455.87       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2052-08-25      | 3.7500%  | 0.0000% | $10725000.00       | $10973790.27       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2052-08-25      | 3.8750%  | 0.0000% | $100.00            | $101.49            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2052-09-25      | 3.8750%  | 0.0000% | $111700.00         | $112669.15         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2052-11-25      | 3.8750%  | 0.0000% | $200.00            | $205.50            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2053-07-25      | 3.8750%  | 0.0000% | $100.00            | $101.73            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2053-07-25      | 4.0000%  | 0.0000% | $200.00            | $204.19            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2053-10-25      | 4.0000%  | 0.0000% | $6005200.00        | $6182371.68        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2053-11-25      | 4.0000%  | 0.0000% | $25951200.00       | $26768597.35       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2053-12-25      | 4.0000%  | 0.0000% | $55476000.00       | $57226904.57       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2053-12-25      | 4.0000%  | 0.0000% | $9600.00           | $9966.92           | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2053-12-25      | 4.0000%  | 0.0000% | $15314800.00       | $15750253.03       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2053-12-25      | 4.0000%  | 0.0000% | $4547000.00        | $4554227.29        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2054-03-25      | 4.1250%  | 0.0000% | $52479000.00       | $53399645.73       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2051-06-25      | 4.1250%  | 0.0000% | $77764500.00       | $80186796.23       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2054-04-25      | 4.1250%  | 0.0000% | $11514900.00       | $11598735.47       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2054-04-25      | 4.1250%  | 0.0000% | $5000.00           | $5222.50           | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2054-04-25      | 4.1250%  | 0.0000% | $800.00            | $833.79            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2053-12-25      | 4.2500%  | 0.0000% | $200.00            | $203.56            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2054-05-25      | 4.2500%  | 0.0000% | $18174600.00       | $18921192.49       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2054-05-25      | 4.2500%  | 0.0000% | $100.00            | $103.11            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2054-06-25      | 4.2500%  | 0.0000% | $100.00            | $104.11            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2054-06-25      | 4.2500%  | 0.0000% | $1000.00           | $1028.34           | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2054-06-25      | 4.3750%  | 0.0000% | $6406000.00        | $6773037.72        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2054-06-25      | 4.3750%  | 0.0000% | $600.00            | $628.12            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2054-08-25      | 4.3750%  | 0.0000% | $22816900.00       | $23439890.27       | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2054-07-25      | 4.5000%  | 0.0000% | $4301300.00        | $4341706.22        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2054-08-25      | 4.6250%  | 0.0000% | $151800.00         | $153868.52         | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2054-08-25      | 4.6250%  | 0.0000% | $129278000.00      | $136093193.30      | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2054-10-25      | 4.6250%  | 0.0000% | $48122000.00       | $49903850.63       | U.S. Treasuries (including strips) |
| U.S. Treasury Strip                   | 2054-09-25      | N/A      | 0.0000% | $161.99            | $141.78            | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2054-10-25      | 1.7500%  | 0.0000% | $3310000.00        | $3544084.59        | U.S. Treasuries (including strips) |
| U.S. Treasury Note                    | 2054-10-25      | 2.1250%  | 0.0000% | $804000.00         | $869214.95         | U.S. Treasuries (including strips) |

## N-MFP: Signatures

**Registrant:** Morgan Stanley Institutional Liquidity Funds

**Date:** 2025-12-05

**By:** Lonnie Bae

**Name of Signing Officer:** Lonnie Bae

**Title of Signing Officer:** Vice President